Monte Carlo Estimate of Integrals Over Unit Hypercube in M Dimensions

**HYPERCUBE_MONTE_CARLO**
is a MATLAB library which
estimates the integral of a function
over the interior of the unit hypercube in M dimensions.

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

**HYPERCUBE_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 MATLAB 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the circumference of the unit circle in 2D.

CUBE_MONTE_CARLO, a MATLAB 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 MATLAB 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 MATLAB 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 MATLAB 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 MATLAB 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 MATLAB 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_GRID, a MATLAB library which computes a grid of points over the interior of a hypercube in M dimensions.

HYPERCUBE_INTEGRALS, a MATLAB library which returns the exact value of the integral of any monomial over the interior of the unit hypercube in M dimensions.

HYPERSPHERE_MONTE_CARLO, a MATLAB 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

POLYGON_MONTE_CARLO, a MATLAB 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 MATLAB 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

SPHERE_MONTE_CARLO, a MATLAB 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 MATLAB 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 MATLAB 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 MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.

TRIANGLE_MONTE_CARLO, a MATLAB library which uses the Monte Carlo method to estimate integrals over the interior of a triangle in 2D.

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

- hypercube01_volume.m, returns the volume of the unit cube in M dimensions.
- hypercube01_monomial_integral.m, integrates a monomial in the unit cube in M dimensions.
- hypercube01_sample.m, samples points from the unit cube in M dimensions.
- monomial_value.m, evaluates a monomial.
- r8mat_uniform_01.m, returns a uniform pseudorandom R8MAT.
- timestamp.m, prints the current YMDHMS date as a time stamp.

- hypercube_monte_carlo_test.m, a sample calling program.
- hypercube_monte_carlo_test01.m, estimates integrals in 3D.
- hypercube_monte_carlo_test02.m, estimates integrals in 6D.
- hypercube_monte_carlo_test_output.txt, the output file.

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