TETRAHEDRON_MONTE_CARLO
Monte Carlo Integral Estimates over a Tetrahedron

TETRAHEDRON_MONTE_CARLO is a C++ library which estimates the integral of a function over a tetrahedron using the Monte Carlo method.

The library makes it relatively easy to compare different methods of producing sample points in the tetrahedron, and to vary the tetrahedron over which integration is carried out.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

FELIPPA is a C++ library which defines quadrature rules for lines, triangles, quadrilaterals, pyramids, wedges, tetrahedrons and hexahedrons.

GM_RULES is a C++ library which defines Grundmann-Moeller rules for quadrature over a triangle, tetrahedron, or general M-dimensional simplex.

KEAST is a C++ library which defines a number of quadrature rules for a tetrahedron.

NCC_TETRAHEDRON is a C++ library which defines Newton-Cotes Closed quadrature rules on a tetrahedron.

NCO_TETRAHEDRON is a C++ library which defines Newton-Cotes Open quadrature rules on a tetrahedron.

NINT_EXACTNESS_TET is a C++ program which investigates the polynomial exactness of a quadrature rule for the tetrahedron.

RANDOM_DATA, a C++ library which generates sample points for various probability distributions, spatial dimensions, and geometries;

STROUD is a C++ library which defines quadrature rules for a variety of multidimensional reqions.

TETRAHEDRON_MONTE_CARLO is available in a C++ version and a FORTRAN90 version and a MATLAB version.

TRIANGLE_MONTE_CARLO, a C++ program which uses the Monte Carlo method to estimate integrals over a triangle.

Reference:

1. Claudio Rocchini, Paolo Cignoni,
   Generating Random Points in a Tetrahedron,
   Journal of Graphics Tools,
   Volume 5, Number 4, 2000, pages 9-12.
2. Reuven Rubinstein,
   Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks,
   Krieger, 1992,
   ISBN: 0894647644,
   LC: QA298.R79.
3. Greg Turk,
   Generating Random Points in a Triangle,
   in Graphics Gems I,
   edited by Andrew Glassner,
   AP Professional, 1990,
   ISBN: 0122861663,
   LC: T385.G697

Source Code:

• tetrahedron_monte_carlo.C, the source code.
• tetrahedron_monte_carlo.H, the include file.
• tetrahedron_monte_carlo.csh, commands to compile the source code.

Examples and Tests:

• tetrahedron_monte_carlo_prb.C, a sample calling program.
• tetrahedron_monte_carlo_prb.csh, commands to compile and run the sample program.
• tetrahedron_monte_carlo_prb_output.txt, the output file.

List of Routines:

• I4_MAX returns the maximum of two I4's.
• I4_MIN returns the minimum of two I4's.
• R8MAT_DET_4D computes the determinant of a 4 by 4 R8MAT.
• R8MAT_TRANSPOSE_PRINT prints an R8MAT, transposed.
• R8MAT_TRANSPOSE_PRINT_SOME prints some of an R8MAT, transposed.
• R8VEC_SUM returns the sum of an R8VEC.
• R8VEC_UNIFORM_01_NEW returns a new unit pseudorandom R8VEC.
• REFERENCE_TO_PHYSICAL_TET4 maps TET4 reference points to physical points.
• S_LEN_TRIM returns the length of a string to the last nonblank.
• TETRAHEDRON_INTEGRAND_01 evaluates 1 integrand function.
• TETRAHEDRON_INTEGRAND_02 evaluates 3 integrand functions.
• TETRAHEDRON_INTEGRAND_03 evaluates 6 integrand functions.
• TETRAHEDRON_INTEGRAND_04 evaluates 10 integrand functions.
• TETRAHEDRON_INTEGRAND_05 evaluates 15 integrand functions.
• TETRAHEDRON_MONTE_CARLO applies the Monte Carlo rule to integrate a function.
• TETRAHEDRON_UNIT_SAMPLE_01 selects points from the unit tetrahedron.
• TETRAHEDRON_UNIT_SAMPLE_02 selects points from the unit tetrahedron.
• TETRAHEDRON_UNIT_SAMPLE_03 selects points from the unit tetrahedron.
• TETRAHEDRON_UNIT_SAMPLE_04 selects points from the unit tetrahedron.
• TETRAHEDRON_VOLUME computes the volume of a tetrahedron.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.