ellipsoid_monte_carlo

ellipsoid_monte_carlo, a C++ code which uses the Monte Carlo method to estimate the value of an integral over the interior of an ellipsoid in M dimensions.

Licensing:

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

Languages:

ellipsoid_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 an Octave version and a Python version.

Related Data and Programs:

ellipsoid_monte_carlo_test

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

Source Code:

• ellipsoid_monte_carlo.cpp, the source code.
• ellipsoid_monte_carlo.sh, compiles the source code.
• ellipsoid_monte_carlo.hpp, the include file.