/* monte/gsl_monte_vegas.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.

 */

/* header for the gsl "vegas" routines.  Mike Booth, May 1998 */

#ifndef __GSL_MONTE_VEGAS_H__

#define __GSL_MONTE_VEGAS_H__

#include <stdlib.h>

#include <gsl/gsl_rng.h>

#include <gsl/gsl_monte.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

enum {GSL_VEGAS_MODE_IMPORTANCE = 1, 

      GSL_VEGAS_MODE_IMPORTANCE_ONLY = 0, 

      GSL_VEGAS_MODE_STRATIFIED = -1};

typedef struct {

  /* grid */

  size_t dim;

  size_t bins_max;

  unsigned int bins;

  unsigned int boxes; /* these are both counted along the axes */

  double * xi;

  double * xin;

  double * delx;

  double * weight;

  double vol;

  double * x;

  int * bin;

  int * box;

  /* distribution */

  double * d;

  /* control variables */

  double alpha;

  int mode;

  int verbose;

  unsigned int iterations;

  int stage;

  /* scratch variables preserved between calls to vegas1/2/3  */

  double jac;

  double wtd_int_sum; 

  double sum_wgts;

  double chi_sum;

  double chisq;

  double result;

  double sigma;

  unsigned int it_start;

  unsigned int it_num;

  unsigned int samples;

  unsigned int calls_per_box;

  FILE * ostream;

} gsl_monte_vegas_state;

int gsl_monte_vegas_integrate(gsl_monte_function * f, 

                              double xl[], double xu[], 

                              size_t dim, size_t calls,

                              gsl_rng * r,

                              gsl_monte_vegas_state *state,

                              double* result, double* abserr);

gsl_monte_vegas_state* gsl_monte_vegas_alloc(size_t dim);

int gsl_monte_vegas_init(gsl_monte_vegas_state* state);

void gsl_monte_vegas_free (gsl_monte_vegas_state* state);

double gsl_monte_vegas_chisq (const gsl_monte_vegas_state* state);

void gsl_monte_vegas_runval (const gsl_monte_vegas_state* state, double * result, double * sigma);

typedef struct {

  double alpha;

  size_t iterations;

  int stage;

  int mode;

  int verbose;

  FILE * ostream;

} gsl_monte_vegas_params;

void gsl_monte_vegas_params_get (const gsl_monte_vegas_state * state,

				 gsl_monte_vegas_params * params);

void gsl_monte_vegas_params_set (gsl_monte_vegas_state * state,

				 const gsl_monte_vegas_params * params);

__END_DECLS

#endif /* __GSL_MONTE_VEGAS_H__ */