hypercube_monte_carlo

hypercube_monte_carlo, a C code which estimates the integral of a function over the interior of the unit hypercube in M dimensions.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

hypercube_monte_carlo is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

hypercube_monte_carlo_test

c_monte_carlo, a C code which uses Monte Carlo sampling to estimate areas and integrals.

Source Code:

• hypercube_monte_carlo.c, the source code.
• hypercube_monte_carlo.sh, compiles the source code.
• hypercube_monte_carlo.h, the include file.