/// Compute the integral.
/// @param totalCount number of Monte Carlo trials.
/// @param upperLimit value larger than the maximum of the function over the integral range.
/// @return integral value
public double Result(int totalCount, double upperLimit)
{
int n = _a.Length;
double[] x = new double[n];
int hits = 0;
Random random = new Random();
for (int count = 0; count < totalCount; count++)
{
for (int i = 0; i < n; i++)
{
x[i] = _a[i] + random.NextDouble() * _range[i];
}
if (random.NextDouble() * upperLimit <= _f.Value(x))
{
hits++;
}
}
double answer = upperLimit * (hits / (double)totalCount);
for (int i = 0; i < n; i++)
{
answer *= _range[i];
}
return(answer);
}
/// @return double value of the function
/// @param x double distance from the origin in unit of direction.
public double Value(double x)
{
try
{
return(_f.Value(ArgumentAt(x).ToComponents()));
}
catch (DhbIllegalDimension) { return(double.NaN); }
}
/// (used by the Simplex algorithm).
/// @param v double[]
public void ContractFrom(double[] v)
{
for (int i = 0; i < _position.Length; i++)
{
_position[i] += v[i];
_position[i] *= 0.5;
}
_value = _f.Value(_position);
}
/// Constructor method.
/// @param v double[]
/// @param f DhbInterfaces.IManyVariableFunction
public OptimizingVector(double[] v, IManyVariableFunction func)
{
_position = v;
_f = func;
_value = _f.Value(_position);
}