package gsl

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GSL - Bindings to the GNU Scientific Library

Install

Dune Dependency

mmottl.github.io Edit opam file Versions (13)

Authors

Maintainers

M

Markus Mottl <markus.mottl@gmail.com>

Sources

gsl-ocaml-1.19.3.tar.gz

sha256=b00f67b0724583d8bc920e05188cf3aa2f95e5a3e572dbf3c4725d74e120f75b

md5=1ab7be9ac5a21b3ab9400c63f2fc82d7

doc/gsl/Gsl_monte/index.html

Module `Gsl_monte`

Gsl_monte Carlo Integration

High-level interface

type kind =

| PLAIN
| MISER
| VEGAS

val integrate : 
  kind ->
  Gsl_fun.monte_fun ->
  lo:float array ->
  up:float array ->
  int ->
  Gsl_rng.t ->
  Gsl_fun.result

Low-level interface

PLAIN algorithm

type plain_state

val make_plain_state : int -> plain_state

val init_plain : plain_state -> unit

val integrate_plain : 
  Gsl_fun.monte_fun ->
  lo:float array ->
  up:float array ->
  int ->
  Gsl_rng.t ->
  plain_state ->
  Gsl_fun.result

MISER algorithm

type miser_state

type miser_params = {

estimate_frac : float;
min_calls : int;
min_calls_per_bisection : int;
miser_alpha : float;
dither : float;

}

val make_miser_state : int -> miser_state

val init_miser : miser_state -> unit

val integrate_miser : 
  Gsl_fun.monte_fun ->
  lo:float array ->
  up:float array ->
  int ->
  Gsl_rng.t ->
  miser_state ->
  Gsl_fun.result

val get_miser_params : miser_state -> miser_params

val set_miser_params : miser_state -> miser_params -> unit

VEGAS algorithm

type vegas_state

type vegas_info = {

result : float;
sigma : float;
chisq : float;

}

type vegas_mode =

| STRATIFIED
| IMPORTANCE_ONLY
| IMPORTANCE

type vegas_params = {

vegas_alpha : float;
(*
1.5
*)
iterations : int;
(*
5
*)
stage : int;
mode : vegas_mode;
verbose : int;
ostream : out_channel option;

}

val make_vegas_state : int -> vegas_state

val init_vegas : vegas_state -> unit

val integrate_vegas : 
  Gsl_fun.monte_fun ->
  lo:float array ->
  up:float array ->
  int ->
  Gsl_rng.t ->
  vegas_state ->
  Gsl_fun.result

val get_vegas_info : vegas_state -> vegas_info

val get_vegas_params : vegas_state -> vegas_params

val set_vegas_params : vegas_state -> vegas_params -> unit

On This Page

High-level interface
Low-level interface