Monte Carlo Integration Library: src/montecarlo/integrators Directory Reference

Monte Carlo Integration Library 1.0

High-performance Monte Carlo methods for numerical integration and optimization

Directory dependency graph for integrators:

Files
	integrator.hpp
	Abstract base class for numerical integration in N-dimensional spaces.

	ISintegrator.hpp
	Importance sampling Monte Carlo integration engine.

	ISintegrator.tpp

	MCintegrator.hpp
	Classic Monte Carlo integration engine.

	MCintegrator.tpp

	MHintegrator.hpp
	Metropolis-Hastings MCMC Monte Carlo integration engine.

	MHintegrator.tpp