SQUARE_MONTE_CARLO is a C library which estimates the integral of a function over the interior of the unit square in 2D.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SQUARE_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.
BALL_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;
CIRCLE_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the circumference of the unit circle in 2D.
CUBE_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit cube in 3D;
DISK_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;
DISK_QUARTER_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit quarter disk in 2D;
ELLIPSE_MONTE_CARLO a C library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.
ELLIPSOID_MONTE_CARLO a C library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.
HYPERBALL_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;
HYPERBALL_VOLUME_MONTE_CARLO, a C program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;
HYPERCUBE_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions;
HYPERSPHERE_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit hypersphere in M dimensions;
LINE_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.
POLYGON_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of a polygon in 2D.
PYRAMID_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit pyramid in 3D;
SIMPLEX_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.
SPHERE_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in 3D;
SPHERE_TRIANGLE_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3D;
SQUARE_ARBQ_RULE, a C library which returns quadrature rules, with exactness up to total degree 20, over the interior of the symmetric square in 2D, by Hong Xiao and Zydrunas Gimbutas.
SQUARE_FELIPPA_RULE, a C library which returns the points and weights of a Felippa quadrature rule over the interior of a square in 2D.
SQUARE_GRID, a C library which computes a grid of points over the interior of a square in 2D.
SQUARE_INTEGRALS, a C library which returns the exact value of the integral of any monomial over the interior of the unit square in 2D.
SQUARE_SYMQ_RULE, a C library which returns symmetric quadrature rules, with exactness up to total degree 20, over the interior of the symmetric square in 2D, by Hong Xiao and Zydrunas Gimbutas.
TETRAHEDRON_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.
TRIANGLE_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the interior of a triangle in 2D.
WEDGE_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.
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