Class MCIntegrator

java.lang.Object

solvers.queueingnet.montecarloLogistic.numericalIntegration.MCIntegrator

All Implemented Interfaces:

Integrator

public class MCIntegrator
extends Object
implements Integrator

Monte Carlo Integrator object. Takes in a function, a distribution, and a maximum number of samples to perform MC Integration. Requires that the dimensionality of the distribution equals to the dimensionality of the integrated function. Will throw an error when compute() is called if dimensions don't match

Constructor Summary

Constructors

Constructor	Description
MCIntegrator(Function function, MultiVariateRealDistribution dist, int max_num_samples)
MCIntegrator(Function function, MultiVariateRealDistribution dist, int max_num_samples, MathContext MC)
MCIntegrator(Function function, MultiVariateRealDistribution dist, int max_num_samples, MathContext MC, int nthread)	Full constructor

Method Summary

Modifier and Type	Method	Description
BigDecimal	compute()	Fetches the results from the individual threads, and combines it to give the final answer
void	initialise(Function function)

Methods inherited from class Object

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

Constructor Details

MCIntegrator

public MCIntegrator(Function function,
 MultiVariateRealDistribution dist,
 int max_num_samples)
             throws InternalErrorException

Throws:

InternalErrorException

MCIntegrator

public MCIntegrator(Function function,
 MultiVariateRealDistribution dist,
 int max_num_samples,
 MathContext MC)
             throws InternalErrorException

Throws:

InternalErrorException

MCIntegrator

public MCIntegrator(Function function,
 MultiVariateRealDistribution dist,
 int max_num_samples,
 MathContext MC,
 int nthread)
             throws InternalErrorException

Full constructor

Parameters:

function - Function to integrate over

dist - Distribution to integrate function with

max_num_samples - maximum number of samples to integrate

MC - MathContext object to perform BigDecimal arithmetic with

nthread - number of threads to perform the integration

Throws:

InternalErrorException

Method Details

initialise

public void initialise(Function function)

Specified by:

initialise in interface Integrator

compute

public BigDecimal compute()
                   throws InternalErrorException

Fetches the results from the individual threads, and combines it to give the final answer

Specified by:

compute in interface Integrator

Returns:

Throws:

InternalErrorException