// Copyright (C) 2007 Leonardo Varuzza <varuzza@gmail.com>

//

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

// under the term of the GNU Lesser General Public License as published by the

// Free Software Foundation; either version 2 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 Lesser General Public License

// for more details.

//

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

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

// Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA

// _________________

#include "kempbasu.h"

#include <gsl/gsl_monte.h>

#include <gsl/gsl_monte_vegas.h>

#include <math.h>

MCConfig _MC_DEFAULTS={

100*1000, // warmup

1000*1000 // calls

};

MCConfig *MC_DEFAULTS=&_MC_DEFAULTS;

void display_results (char *title, double result, double error) {

fprintf(stderr,"%s ==================\n", title);

fprintf(stderr,"result = %.4g\n", result);

fprintf(stderr,"sigma = %.4g\n", error);

}

void mc_integrate(gsl_monte_function *G,

gsl_rng *r,

double *_res,double *_err,

MCConfig *config) {

size_t i;

double *xl = (double*)malloc(G->dim*sizeof(double));

double *xu = (double*)malloc(G->dim*sizeof(double));

for (i=0;i<G->dim;i++) {

xl[i]=0.00001;

xu[i]=1.0;

}

free(xl);

free(xu);

}

void mc_integrate1(gsl_monte_function *G,

MCConfig *config) {

double res, err;

size_t i;

size_t calls = config->calls;

gsl_monte_vegas_state *s = gsl_monte_vegas_alloc (G->dim);

gsl_monte_vegas_integrate (G, xl, xu, G->dim, config->warmup, r, s,

&res, &err);

display_results ("vegas warm-up", res, err);

fprintf(stderr,"converging...\n");

int tries=0;

do {

gsl_monte_vegas_integrate (G, xl, xu, G->dim, calls, r, s,

&res, &err);

fprintf(stderr,"result = %.4g sigma = %.4g "

"chisq/dof = %.1f\n", res, err, s->chisq);

} while (fabs(s->chisq - 1.0) > 0.5 && (tries++ < 10));

display_results ("vegas final", res, err);

gsl_monte_vegas_free (s);

*_res=res;

*_err=err;

}

void mc_dual_integrate(gsl_monte_function *G,

MCConfig *config) {

double res, err;

size_t i;

double *xl = (double*)malloc(G->dim*sizeof(double));

double *xu = (double*)malloc(G->dim*sizeof(double));

for (i=0;i<G->dim;i++) {

xl[i]=0.00001;

xu[i]=1.0;

}

size_t calls = config->calls;

gsl_monte_vegas_state *s = gsl_monte_vegas_alloc (G->dim);

gsl_monte_vegas_integrate (G, xl, xu, G->dim, config->warmup, r, s,

&res, &err);

display_results ("vegas warm-up", res, err);

fprintf(stderr,"converging...\n");

int tries=0;

do {

gsl_monte_vegas_integrate (G, xl, xu, G->dim, calls, r, s,

&res, &err);

fprintf(stderr,"A: result = %.4g sigma = %.4g "

"chisq/dof = %.1f\n", res, err, s->chisq);

} while (fabs(s->chisq - 1.0) > 0.5 && (tries++ < 10));

display_results ("A: vegas final", res, err);

*_res1=res;

*_err1=err;

s->stage=1;

do {

gsl_monte_vegas_integrate (F, xl, xu, G->dim, calls, r, s,

&res, &err);

fprintf(stderr,"B: result = %.4g sigma = %.4g "

"chisq/dof = %.1f\n", res, err, s->chisq);

} while (fabs(s->chisq - 1.0) > 0.5 && (tries++ < 10));

display_results ("B: vegas final", res, err);

*_res2=res;

*_err2=err;

gsl_monte_vegas_free (s);

free(xl);

free(xu);

}