analistica/ex-5/main.c

#include <gsl/gsl_monte_plain.h>
#include <gsl/gsl_monte_miser.h>
#include <gsl/gsl_monte_vegas.h>
#include <gsl/gsl_monte.h>
#include <math.h>


// Function which must be passed to the gsl_function.
double function (double * x, size_t dim, void * params){
  // Avoid warning when no parameters are passed to the function.
  (void)(params);
  return exp(x[0]); 
}


// Function which prints out the results when called.
void results (char *title, double result, double error)
{
  printf ("---------------------------\n%s\n", title);
  printf ("result:  % .10f\n", result);
  printf ("sigma:   % .10f\n", error);
} 


int main(int argc, char** argv){

  // If no argument is given is input, an error signal is displayed
  // and the program quits.

  if (argc != 2)
    {
    fprintf(stderr, "usage: %s D\n", argv[0]);
    fprintf(stderr, "Computes the integral generating D points.\n");
    return EXIT_FAILURE;
    }

  // Some useful variables.
  double integral, error;
  size_t calls = 5000;
  size_t dims = 1;
  double lower[1] = {0};    // Integration lower limit
  double upper[1] = {1};    // Integration upper limit

  // Initialize an RNG.
  gsl_rng_env_setup();
  gsl_rng *r = gsl_rng_alloc(gsl_rng_default);

  // Define GSL function.
  gsl_monte_function expo = {&function, dims, NULL};
  expo.f = &function;
  expo.dim = 1;
  expo.params = NULL;

  {
    gsl_monte_vegas_state *s = gsl_monte_vegas_alloc (dims);
    gsl_monte_vegas_integrate (&expo, lower, upper, dims, calls,
                               r, s, &integral, &error);
    do { gsl_monte_vegas_integrate (&expo, lower, upper, dims,
                                    calls/5, r, s, &integral, &error);
    } while (fabs (gsl_monte_vegas_chisq (s) - 1.0) > 0.5);

    // Free memory.
    gsl_monte_vegas_free(s);
    
    // Display results
    results("Vegas", integral, error);
  }

  {
    gsl_monte_miser_state *s = gsl_monte_miser_alloc (dims);
    gsl_monte_miser_integrate (&expo, lower, upper, dims, calls,
                               r, s, &integral, &error);
    // Free memory.
    gsl_monte_miser_free (s);

    // Display results
    results ("Miser", integral, error);
  }

  {
    gsl_monte_plain_state *s = gsl_monte_plain_alloc (dims);
    gsl_monte_plain_integrate (&expo, lower, upper, dims, calls,
                               r, s, &integral, &error);
    // Display results
    results ("Montecarlo", integral, error);

    // Free memory.
    gsl_monte_plain_free (s);
  }

  // Free memory.
  gsl_rng_free(r);

  return EXIT_SUCCESS;
}