triangle_monte_carlo

triangle_monte_carlo, a C++ code which estimates the integral of a function over a general triangle using the Monte Carlo method.

The library makes it relatively easy to compare different methods of producing sample points in the triangle, and to vary the triangle over which integration is carried out.

Licensing:

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

Languages:

triangle_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:

triangle_monte_carlo_test

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

Reference:

1. Claudio Rocchini, Paolo Cignoni,
   Generating Random Points in a Tetrahedron,
   Journal of Graphics Tools,
   Volume 5, Number 4, 2000, pages 9-12.
2. Reuven Rubinstein,
   Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks,
   Krieger, 1992,
   ISBN: 0894647644,
   LC: QA298.R79.
3. Greg Turk,
   Generating Random Points in a Triangle,
   in Graphics Gems I,
   edited by Andrew Glassner,
   AP Professional, 1990,
   ISBN: 0122861663,
   LC: T385.G697

Source Code:

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