LINE_MONTE_CARLO is a C++ library which estimates the integral of F(X) over the length of the unit line in 1D.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
LINE_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 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;
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_FEKETE_RULE, a C++ library which approximates the location of Fekete points in an interval [A,B]. A family of sets of Fekete points, indexed by size N, represents an excellent choice for defining a polynomial interpolant.
LINE_FELIPPA_RULE, a C++ library which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.
LINE_GRID, a C++ library which computes a grid of points over the interior of a line segment in 1D.
LINE_INTEGRALS, a C++ library which returns the exact value of the integral of any monomial over the length of the unit line in 1D.
LINE_NCC_RULE, a C++ library which computes a Newton Cotes Closed (NCC) quadrature rule for the line, that is, for an interval of the form [A,B], using equally spaced points which include the endpoints.
LINE_NCO_RULE, a C++ library which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment 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_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_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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