/* nag_multid_quad_monte_carlo_1 (d01xbc) Example Program.
 *
 * Copyright 1998 Numerical Algorithms Group.
 *
 * Mark 5, 1998.
 * Mark 6 revised, 2000.
 * Mark 7 revised, 2001.
 * Mark 8 revised, 2004.
 *
 */

#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)
{

  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");
  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 = %5ld\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:
  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, const double x[], Nag_User *comm)
{
  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]));
}