/* nag_multid_quad_monte_carlo_1 (d01xbc) Example Program.
*
* NAGPRODCODE Version.
*
* Copyright 2016 Numerical Algorithms Group.
*
* Mark 26, 2016.
*
*/
#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <math.h>
#include <nagd01.h>
#ifdef __cplusplus
extern "C"
{
#endif
static double NAG_CALL f(Integer ndim, const double x[], Nag_User *comm);
#ifdef __cplusplus
}
#endif
#define MAXCLS 20000
int main(void)
{
static Integer use_comm[1] = { 1 };
Integer exit_status = 0, k, maxcls = MAXCLS, mincls, ndim = 4;
NagError fail;
Nag_MCMethod method;
Nag_Start cont;
Nag_User comm;
double *a = 0, acc, *b = 0, *comm_arr = 0, eps, finest;
INIT_FAIL(fail);
printf("nag_multid_quad_monte_carlo_1 (d01xbc) Example Program Results\n");
/* For communication with user-supplied functions: */
comm.p = (Pointer) &use_comm;
if (ndim >= 1) {
if (!(a = NAG_ALLOC(ndim, double)) || !(b = NAG_ALLOC(ndim, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
}
else {
printf("Invalid ndim.\n");
exit_status = 1;
return exit_status;
}
for (k = 0; k < ndim; ++k) {
a[k] = 0.0;
b[k] = 1.0;
}
eps = 0.01;
mincls = 1000;
method = Nag_ManyIterations;
cont = Nag_Cold;
/* nag_multid_quad_monte_carlo_1 (d01xbc).
* Multi-dimensional quadrature, using Monte Carlo method,
* thread-safe
*/
nag_multid_quad_monte_carlo_1(ndim, f, method, cont, a, b, &mincls, maxcls,
eps, &finest, &acc, &comm_arr, &comm, &fail);
if (fail.code == NE_NOERROR || fail.code == NE_QUAD_MAX_INTEGRAND_EVAL) {
if (fail.code == NE_QUAD_MAX_INTEGRAND_EVAL) {
printf("Error from nag_multid_quad_monte_carlo_1 (d01xbc).\n%s\n",
fail.message);
exit_status = 2;
}
printf("Requested accuracy = %11.2e\n", eps);
printf("Estimated value = %10.5f\n", finest);
printf("Estimated accuracy = %11.2e\n", acc);
printf("Number of evaluations = %5" NAG_IFMT "\n", mincls);
}
else {
printf("Error from nag_multid_quad_monte_carlo_1 (d01xbc).\n%s\n",
fail.message);
printf("%s\n", fail.message);
exit_status = 1;
}
END:
NAG_FREE(a);
NAG_FREE(b);
/* Free memory allocated internally */
NAG_FREE(comm_arr);
return exit_status;
}
static double NAG_CALL f(Integer ndim, const double x[], Nag_User *comm)
{
Integer *use_comm = (Integer *) comm->p;
if (use_comm[0]) {
printf("(User-supplied callback f, first invocation.)\n");
use_comm[0] = 0;
}
return x[0] * 4.0 * (x[2] * x[2]) * exp(x[0] * 2.0 * x[2]) /
((x[1] + 1.0 + x[ndim - 1]) * (x[1] + 1.0 + x[ndim - 1]));
}