q1471341.mp1074.integration
Class MonteCarloIntegrator

java.lang.Object
  extended byq1471341.mp1074.integration.Integrator
      extended byq1471341.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