de.torstennahm.integrate
Class MCIntegrator

java.lang.Object
  de.torstennahm.integrate.Integrator<de.torstennahm.math.Function>
      de.torstennahm.integrate.MCIntegrator

public class MCIntegrator
extends Integrator<de.torstennahm.math.Function>

Performs Monte-Carlo integration, using the java.util.random to generate the points. The error estimator is based on the assumption that the function's distribution is Gaussian. The error estimate is then multiplied by an arbitrary safety factor of 2 to account for at least some non-Gaussian distributions.

Author:

Torsten Nahm

Constructor Summary

MCIntegrator()

Method Summary

IntegrationResult	integrate(de.torstennahm.math.Function function, StopCondition condition, java.util.List<Visualizer> visualizers) Performs numerical integration of the integrand until the given condition is fulfilled.
java.lang.String	toString()

Methods inherited from class de.torstennahm.integrate.Integrator

integrate, integrateAbsTol, integrateAbsTol, integrateByPoints, integrateByPoints, integrateRelTol, integrateRelTol

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

MCIntegrator

public MCIntegrator()

Method Detail

integrate

public IntegrationResult integrate(de.torstennahm.math.Function function,
                                   StopCondition condition,
                                   java.util.List<Visualizer> visualizers)

Description copied from class: Integrator

Performs numerical integration of the integrand until the given condition is fulfilled.

Specified by:

integrate in class Integrator<de.torstennahm.math.Function>

Parameters:

function - object to be integrated

condition - stop condition

visualizers - list of visualizers or null for no visualization

Returns:

result of integration

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object