org.apache.commons.rng.examples.integration

Class MonteCarloIntegration

java.lang.Object

org.apache.commons.rng.examples.integration.MonteCarloIntegration

Direct Known Subclasses:

ComputePi

public abstract class MonteCarloIntegration
extends Object

Monte-Carlo method for approximating an integral on a n-dimensional unit cube.

Constructor Summary

Constructors

Constructor and Description
MonteCarloIntegration(RandomSource source, int dimension) Simulation constructor.

Method Summary

Modifier and Type	Method and Description
double	integrate(long n) Run the Monte-Carlo integration.
protected abstract boolean	isInside(double... point) Indicates whether the given points is inside the region whose integral is computed.

Methods inherited from class java.lang.Object

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

Constructor Detail

MonteCarloIntegration

public MonteCarloIntegration(RandomSource source,
                             int dimension)

Simulation constructor.

Parameters:

source - RNG algorithm.

dimension - Integration domain dimension.

Method Detail

integrate

public double integrate(long n)

Run the Monte-Carlo integration.

Parameters:

n - Number of random points to generate.

Returns:

the integral.

isInside

protected abstract boolean isInside(double... point)

Indicates whether the given points is inside the region whose integral is computed.

Parameters:

point - Point whose coordinates are random numbers uniformly distributed in the unit interval.

Returns:

true if the point is inside.