MONTE_CARLO_RULE is a FORTRAN90 program which generates a dataset of N random M-dimensional points, regards it as a quadrature rule for the unit hypercube, and writes out three files of information.
monte_carlo_rule m n swhere
The data is written to three files:
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
MONTE_CARLO_RULE is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
LINE_NCO_RULE, a FORTRAN90 library which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.
POWER_RULE, a FORTRAN90 program which constructs a power rule, that is, a product quadrature rule from identical 1D factor rules.
QUADRATURE_RULES_UNIFORM, a dataset directory which contains quadrature rules for M-dimensional unit cubes, based on a uniform pseudorandom sequence. stored as a file of abscissas, a file of weights, and a file of region limits.
SPARSE_GRID_CC_DATASET, a FORTRAN90 program which creates a Clenshaw-Curtis sparse grid and write the data to three files.
SPARSE_GRID_GL_DATASET, a FORTRAN90 program which creates a Gauss-Legendre sparse grid and write the data to three files.
SPARSE_GRID_HERMITE_DATASET, a FORTRAN90 program which creates a Gauss-Hermite sparse grid and write the data to three files.
SPARSE_GRID_LAGUERRE_DATASET, a FORTRAN90 program which creates a Gauss-Laguerre sparse grid and write the data to three files.
SPARSE_GRID_MIXED_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on a mixture of 1D rules.
SPARSE_GRID_OPEN_DATASET, a FORTRAN90 program which creates a sparse grid dataset based on open rules (Fejer 2, Gauss-Patterson, Newton-Cotes-Open).
You can go up one level to the FORTRAN90 source codes.