Advances in High Energy Physics / 2014 / Article / Alg 3

Research Article

High Performance Numerical Computing for High Energy Physics: A New Challenge for Big Data Science

Algorithm 3

1-Dimensional Monte Carlo Markovian Algorithm.
(1)   Generate according with
(2)   if     then               Generate the initial state.
(3)     ;          Compute the initial probability.
(4)    Retain   ;
(5)   end if
(6)   if     then          Discard all generated and computed data.
(7)     ; ;
(8)    Delete   ;
(9)    EXIT.                 The algorithm ends here.
(10)  end if
(11)    ;
(12)  while (1) do              Infinite loop until a successful EXIT.
(13)   Generate according with
(14)   if     then          Generate a new state and new probability.
(15)     ;
(16)    Retain   ;
(17)   end if
(18)   if     then           Discard all generated and computed data.
(19)     ; ;
(20)    Retain   ;  Delete   ;
(21)    EXIT.                    The algorithm ends here.
(22)   end if
(23)    ;
(24)  end while