q1471341.mp1074.integration
Class MonteCarloIntegrator

java.lang.Object
  q1471341.mp1074.integration.Integrator
      q1471341.mp1074.integration.MonteCarloIntegrator

public class MonteCarloIntegrator

extends Integrator

Performs Monte-Carlo integration, using the java.util.random to generate the inetrgation points.

Author:

Ulrich Telle

Field Summary

Fields inherited from class q1471341.mp1074.integration.Integrator

TC_ABSOLUTE_TOLERANCE, TC_EVALUATION_COUNT, TC_EVALUATION_TIME, TC_RELATIVE_TOLERANCE

Constructor Summary

MonteCarloIntegrator()
Constructs an instance of a Monte Carlo integrator.

Method Summary

IntegrationResult	integrate(Integrand f) Performs the Monte Carlo integration of the integrand until one of the termination conditions is met.
java.lang.String	toString()

Methods inherited from class q1471341.mp1074.integration.Integrator

getAbsoluteTolerance, getEvaluationCountLimit, getEvaluationTime, getRelativeTolerance, getTerminationCondition, setAbsoluteTolerance, setEvaluationCountLimit, setRelativeTolerance

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

MonteCarloIntegrator

public MonteCarloIntegrator()

Constructs an instance of a Monte Carlo integrator.

Method Detail

integrate

public IntegrationResult integrate(Integrand f)

Performs the Monte Carlo integration of the integrand until one of the termination conditions is met.

Specified by:

integrate in class Integrator

Parameters:

f - integrand function

Returns:

result of integration

Throws:

IntegrationException - if an integration error occurs

toString

public java.lang.String toString()

Returns:

Returns the name of this integrator