Monte Carlo Estimate of Integrals Over Unit Hypercube in M Dimensions

**HYPERCUBE_MONTE_CARLO**
is a Python 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 FORTRAN90 version and
a MATLAB version and
a Python version.

BALL_MONTE_CARLO, a Python 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 Python library which uses the Monte Carlo method to estimate integrals over the circumference of the unit circle in 2D.

CUBE_MONTE_CARLO, a Python 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 Python library which uses the Monte Carlo method to estimate integrals over the interior of a disk in 2D.

DISK01_MONTE_CARLO, a Python library which uses the Monte Carlo method to estimate integrals over the interior of the unit disk in 2D.

DISK01_QUARTER_MONTE_CARLO, a Python 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 Python 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 Python 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 Python 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_GRID, a Python library which computes a grid of points over the interior of a hypercube in M dimensions.

HYPERCUBE_INTEGRALS, a Python 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 Python 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 Python library which applies a Monte Carlo method to estimate the integral of a function over the length of the unit line segment in 1D;

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

SPHERE_MONTE_CARLO, a Python library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in 3D;

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

TRIANGLE01_MONTE_CARLO, a Python library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.

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

- hypercube_monte_carlo_test.py, the source code.
- hypercube_monte_carlo.sh, runs all the tests.
- hypercube_monte_carlo.txt, the output file.

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