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

#include <nag.h>
#include <stdio.h>
#include <nag_stdlib.h>
#include <math.h>
#include <nagd01.h>

#ifdef __cplusplus
extern "C" {
#endif
static double f(Integer  ndim, double x[]);
#ifdef __cplusplus
}
#endif

#define NDIM 4
#define MAXCLS 20000

int main(void)
{

  double a[4], b[4];
  Integer k, mincls;
  double finest;
  double acc, eps;
  Integer ndim = NDIM;
  Integer maxcls = MAXCLS;
  static NagError fail;
  double *comm_arr = (double *)0;
  Nag_MCMethod method;
  Nag_Start cont;

  Vprintf("d01gbc Example Program Results\n");
  for (k=0; k<4; ++k)
    {
      a[k] = 0.0;
      b[k] = 1.0;
    }
  eps = 0.01;
  mincls = 1000;
  method = Nag_ManyIterations;
  cont = Nag_Cold;
  d01gbc(ndim, f, method, cont, a, b, &mincls, maxcls, eps,
         &finest, &acc, &comm_arr, &fail);
  if (fail.code != NE_NOERROR)
    Vprintf("%s\n", fail.message);
  if (fail.code == NE_NOERROR || fail.code == NE_QUAD_MAX_INTEGRAND_EVAL)
    {
      Vprintf("Requested accuracy    = %10.2e\n",eps);
      Vprintf("Estimated value       = %10.5f\n", finest);
      Vprintf("Estimated accuracy    = %10.2e\n", acc);
      Vprintf("Number of evaluations = %5ld\n", mincls);
      /* Free memory allocated internally */
      NAG_FREE(comm_arr);
      return EXIT_SUCCESS;
    }
  else
    return EXIT_FAILURE;
}


static double 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[3])*(x[1]+1.0+x[3]));
}