TRIANGLE_MONTE_CARLO
Monte Carlo Integral Estimates over the Unit Triangle in 2D


TRIANGLE_MONTE_CARLO is a C library which uses the Monte Carlo method to estimate the integral of a function F(X,Y) over the interior of the unit triangle in 2D.

The interior of the unit triangle in 2D is defined by the constraints:

        0 <= X
        0 <= Y
             X + Y <= 1
      
The functions F(X,Y) are monomials, having the form
        F(X,Y) = X^E(1) * Y^E(2)
      
where the exponents are nonnegative integers.

Licensing:

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

Languages:

TRIANGLE_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

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 applies a Monte Carlo method to estimate the integral of a function on 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;

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 sphere 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 uses the Monte Carlo method to estimate integrals over 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_MONTE_CARLO, a C library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D.

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_EXACTNESS, a C program which investigates the monomial exactness quadrature rule over the interior of a triangle in 2D.

TRIANGLE_FEKETE_RULE, a C library which defines Fekete rules for interpolation or quadrature over the interior of a triangle in 2D.

TRIANGLE_FELIPPA_RULE, a C library which returns Felippa's quadratures rules for approximating integrals over the interior of a triangle in 2D.

TRIANGLE_INTEGRALS, a C library which returns the exact value of the integral of any monomial over the interior of the unit triangle in 2D.

TRIANGLE_NCC_RULE, a C library which defines Newton-Cotes Closed (NCC) quadrature rules over the interior of a triangle in 2D.

TRIANGLE_NCO_RULE, a C library which defines Newton-Cotes Open (NCO) quadrature rules over the interior of a triangle in 2D.

TRIANGLE_SYMQ_RULE, a C library which returns efficient symmetric quadrature rules, with exactness up to total degree 50, over the interior of an arbitrary triangle in 2D, by Hong Xiao and Zydrunas Gimbutas.

WEDGE_MONTE_CARLO, a C library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

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:

Examples and Tests:

List of Routines:

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


Last revised on 13 January 2014.