Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
Classes | Namespaces
MCintegrator.hpp File Reference

Classic Monte Carlo integration engine. More...

#include "../domains/integration_domain.hpp"
#include "../proposals/proposal.hpp"
#include "../proposals/uniformProposal.hpp"
#include "../mcmc/metropolisHastingsSampler.hpp"
#include "../estimators/VolumeEstimatorMC.hpp"
#include "../estimators/ISMeanEstimator.hpp"
#include "../estimators/MCMeanEstimator.hpp"
#include "../geometry.hpp"
#include "integrator.hpp"
#include <cstdint>
#include <functional>
#include "MCintegrator.tpp"
Include dependency graph for MCintegrator.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes

class  mc::integrators::MontecarloIntegrator< dim >
 Uniform-sampling Monte Carlo integrator for N-dimensional domains. More...
 

Namespaces

namespace  mc
 
namespace  mc::integrators
 

Detailed Description

Classic Monte Carlo integration engine.

Implements uniform sampling-based Monte Carlo integration for computing definite integrals over N-dimensional domains with optional importance sampling.

Definition in file MCintegrator.hpp.