C# 클래스 Accord.Math.Integration.MonteCarloIntegration

Monte Carlo method for multi-dimensional integration.

In mathematics, Monte Carlo integration is a technique for numerical integration using random numbers. It is a particular Monte Carlo method that numerically computes a definite integral. While other algorithms usually evaluate the integrand at a regular grid, Monte Carlo randomly choose points at which the integrand is evaluated. This method is particularly useful for higher-dimensional integrals. There are different methods to perform a Monte Carlo integration, such as uniform sampling, stratified sampling and importance sampling.

상속: INumericalIntegration, IMultidimensionalIntegration

파일 보기 프로젝트 열기: accord-net/framework 1 사용 예제들

공개 메소드들

메소드	설명
Clone ( ) : object	Creates a new object that is a copy of the current instance.
Compute ( ) : bool	Computes the area of the function under the selected Range. The computed value will be available at this object's Area.
Integrate ( double>.Func func, double a, double b, int samples ) : double	Computes the area under the integral for the given function, in the given integration interval, using a Monte Carlo integration algorithm.
Integrate ( double>.Func func, double a, double b ) : double	Computes the area of the function under the selected Range. The computed value will be available at this object's Area.
Integrate ( double>.Func func, double a, double b, int samples ) : double	Computes the area of the function under the selected Range. The computed value will be available at this object's Area.
MonteCarloIntegration ( int parameters ) : System	Constructs a new Monte Carlo integration method.
MonteCarloIntegration ( int parameters, double>.Func function ) : System	Constructs a new Monte Carlo integration method.
Reset ( ) : void	Manually resets the previously computed area and error estimates, so the integral can be computed from scratch without reusing previous computations.

메소드 상세

Clone() 공개 메소드

Creates a new object that is a copy of the current instance.

public Clone ( ) : object
리턴	object

Compute() 공개 메소드

Computes the area of the function under the selected Range. The computed value will be available at this object's Area.

public Compute ( ) : bool
리턴	bool

Integrate() 공개 정적인 메소드

Computes the area under the integral for the given function, in the given integration interval, using a Monte Carlo integration algorithm.

public static Integrate ( double>.Func func, double a, double b, int samples ) : double
func	double>.Func	The unidimensional function whose integral should be computed.
a	double	The beginning of the integration interval.
b	double	The ending of the integration interval.
samples	int	The number of points that should be sampled.
리턴	double

Integrate() 공개 정적인 메소드

Computes the area of the function under the selected Range. The computed value will be available at this object's Area.

public static Integrate ( double>.Func func, double a, double b ) : double
func	double>.Func
a	double
b	double
리턴	double

Integrate() 공개 정적인 메소드

Computes the area of the function under the selected Range. The computed value will be available at this object's Area.

public static Integrate ( double>.Func func, double a, double b, int samples ) : double
func	double>.Func
a	double
b	double
samples	int
리턴	double

MonteCarloIntegration() 공개 메소드

Constructs a new Monte Carlo integration method.

public MonteCarloIntegration ( int parameters ) : System
parameters	int	The number of parameters expected by the integrand.
리턴	System

MonteCarloIntegration() 공개 메소드

Constructs a new Monte Carlo integration method.

public MonteCarloIntegration ( int parameters, double>.Func function ) : System
parameters	int	The number of parameters expected by the .
function	double>.Func	The function to be integrated.
리턴	System

Reset() 공개 메소드

Manually resets the previously computed area and error estimates, so the integral can be computed from scratch without reusing previous computations.

public Reset ( ) : void
리턴	void