SIMPLEX_MONTE_CARLO is a FORTRAN90 library which uses the Monte Carlo method to estimate the integral of a function F(X) over the interior of the unit simplex in M dimensions.
The interior of the unit simplex in M dimensions is defined by the constraints:
0 <= X(1:M) sum ( 1 <= I <= M ) X(I) <= 1The functions F(X) are monomials, having the form
F(X) = product ( 1 <= I <= M ) X(I)^E(I)where the exponents are nonnegative integers.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SIMPLEX_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 FORTRAN90 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 FORTRAN90 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 FORTRAN90 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 FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;
ELLIPSE_MONTE_CARLO a FORTRAN90 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 FORTRAN90 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 FORTRAN90 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 FORTRAN90 program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;
HYPERCUBE_MONTE_CARLO, a FORTRAN90 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 FORTRAN90 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 FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function over the length of the unit line in 1D;
POLYGON_MONTE_CARLO, a FORTRAN90 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 FORTRAN90 library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit pyramid in 3D;
SIMPLEX_GM_RULE, a FORTRAN90 library which defines Grundmann-Moeller quadrature rules over the interior of a triangle in 2D, a tetrahedron in 3D, or over the interior of the simplex in M dimensions.
SIMPLEX_GRID, a FORTRAN90 library which generates a regular grid of points over the interior of an arbitrary simplex in M dimensions.
SIMPLEX_INTEGRALS, a FORTRAN90 library which returns the exact value of the integral of any monomial over the interior of the unit simplex in M dimensions.
SPHERE_MONTE_CARLO, a FORTRAN90 library which uses the Monte Carlo method to estimate integrals over the surface of the unit sphere in 3D.
SPHERE_TRIANGLE_MONTE_CARLO, a FORTRAN90 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 FORTRAN90 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D;
TETRAHREDRON_MONTE_CARLO, a FORTRAN90 library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.
TRIANGLE_MONTE_CARLO, a FORTRAN90 library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.
WEDGE_MONTE_CARLO, a FORTRAN90 library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.
You can go up one level to the FORTRAN90 source codes.