/* monte/gsl_monte_miser.h

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Michael Booth

 * Copyright (C) 2009 Brian Gough

 * 

 * This program is free software; you can redistribute it and/or modify

 * it under the terms of the GNU General Public License as published by

 * the Free Software Foundation; either version 3 of the License, or (at

 * your option) any later version.

 * 

 * This program is distributed in the hope that it will be useful, but

 * WITHOUT ANY WARRANTY; without even the implied warranty of

 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

 * General Public License for more details.

 * 

 * You should have received a copy of the GNU General Public License

 * along with this program; if not, write to the Free Software

 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

/* Author: MJB */

#ifndef __GSL_MONTE_MISER_H__

#define __GSL_MONTE_MISER_H__

#include <gsl/gsl_rng.h>

#include <gsl/gsl_monte.h>

#include <gsl/gsl_monte_plain.h>

#undef __BEGIN_DECLS

#undef __END_DECLS

#ifdef __cplusplus

# define __BEGIN_DECLS extern "C" {

# define __END_DECLS }

#else

# define __BEGIN_DECLS /* empty */

# define __END_DECLS /* empty */

#endif

__BEGIN_DECLS

typedef struct {

  size_t min_calls;

  size_t min_calls_per_bisection;

  double dither;

  double estimate_frac;

  double alpha;

  size_t dim;

  int estimate_style;

  int depth;

  int verbose;

  double * x;

  double * xmid;

  double * sigma_l;

  double * sigma_r;

  double * fmax_l;

  double * fmax_r;

  double * fmin_l;

  double * fmin_r;

  double * fsum_l;

  double * fsum_r;

  double * fsum2_l;

  double * fsum2_r;

  size_t * hits_l;

  size_t * hits_r;

} gsl_monte_miser_state; 

int gsl_monte_miser_integrate(gsl_monte_function * f, 

                              const double xl[], const double xh[], 

                              size_t dim, size_t calls, 

                              gsl_rng *r, 

                              gsl_monte_miser_state* state,

                              double *result, double *abserr);

gsl_monte_miser_state* gsl_monte_miser_alloc(size_t dim);

int gsl_monte_miser_init(gsl_monte_miser_state* state);

void gsl_monte_miser_free(gsl_monte_miser_state* state);

typedef struct {

  double estimate_frac;

  size_t min_calls;

  size_t min_calls_per_bisection;

  double alpha;

  double dither;

} gsl_monte_miser_params;

void gsl_monte_miser_params_get (const gsl_monte_miser_state * state,

				 gsl_monte_miser_params * params);

void gsl_monte_miser_params_set (gsl_monte_miser_state * state,

				 const gsl_monte_miser_params * params);

__END_DECLS

#endif /* __GSL_MONTE_MISER_H__ */