/* nag_multid_quad_monte_carlo (d01gbc) Example Program.
 *
 * Copyright 1991 Numerical Algorithms Group.
 *
 * Mark 2, 1991.
 * Mark 6 revised, 2000.
 * Mark 7 revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

#include <nag.h>
#include <nagx04.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, double x[]);
#ifdef __cplusplus
}
#endif

#define MAXCLS 20000

int main(int argc, char *argv[])
{
  FILE         *fpout;

  Integer      exit_status = 0, k, maxcls = MAXCLS, mincls, ndim = 4;
  NagError     fail;
  Nag_MCMethod method;
  Nag_Start    cont;
  double       *a = 0, acc, *b = 0, *comm_arr = 0, eps, finest;

  INIT_FAIL(fail);

  /* Check for command-line IO options */
  fpout = nag_example_file_io(argc, argv, "-results", NULL);
  fprintf(fpout,
          "nag_multid_quad_monte_carlo (d01gbc) Example Program Results\n");
  if (ndim >= 1)
    {
      if (!(a = NAG_ALLOC(ndim, double)) ||
          !(b = NAG_ALLOC(ndim, double)))
        {
          fprintf(fpout, "Allocation failure\n");
          exit_status = -1;
          goto END;
        }
    }
  else
    {
      fprintf(fpout, "Invalid ndim.\n");
      exit_status = 1;
    }
  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 (d01gbc).
   * Multi-dimensional quadrature, using Monte Carlo method
   */
  nag_multid_quad_monte_carlo(ndim, f, method, cont, a, b, &mincls, maxcls,
                              eps,
                              &finest, &acc, &comm_arr,
                              &fail);
  if (fail.code == NE_NOERROR || fail.code == NE_QUAD_MAX_INTEGRAND_EVAL)
    {
      if (fail.code == NE_QUAD_MAX_INTEGRAND_EVAL)
        {
          fprintf(fpout,
                  "Error from nag_multid_quad_monte_carlo (d01gbc).\n%s\n",
                  fail.message);
          exit_status = 2;
        }
      fprintf(fpout, "Requested accuracy    = %11.2e\n", eps);
      fprintf(fpout, "Estimated value       = %10.5f\n", finest);
      fprintf(fpout, "Estimated accuracy    = %11.2e\n", acc);
      fprintf(fpout, "Number of evaluations = %5ld\n", mincls);
    }
  else
    {
      fprintf(fpout, "Error from nag_multid_quad_monte_carlo (d01gbc).\n%s\n",
              fail.message);
      fprintf(fpout, "%s\n", fail.message);
      exit_status = 1;
    }
 END:
  if (fpout != stdout) fclose(fpout);
  if (a) NAG_FREE(a);
  if (b) NAG_FREE(b);
  /* Free memory allocated internally */
  if (comm_arr) NAG_FREE(comm_arr);
  return exit_status;
}


static double NAG_CALL f(Integer ndim, double x[])
{
  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]));
}