line_monte_carlo, a Fortran77 code which uses the Monte Carlo method to estimate the integral of a function F(X) over the length of the unit line in 1D.
The information on this web page is distributed under the MIT license.
line_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.
ball_monte_carlo, a Fortran77 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 Fortran77 library which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;
CUBE_MONTE_CARLO, a Fortran77 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 Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;
ELLIPSE_MONTE_CARLO a Fortran77 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 Fortran77 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 Fortran77 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 Fortran77 program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;
HYPERCUBE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions;
HYPERSPHERE_MONTE_CARLO, a Fortran77 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_FEKETE_RULE, a Fortran77 library which approximates the location of Fekete points in an interval [A,B]. A family of sets of Fekete points, indexed by size N, represents an excellent choice for defining a polynomial interpolant.
LINE_FELIPPA_RULE, a Fortran77 library which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.
LINE_GRID, a Fortran77 library which computes a grid of points over the interior of a line segment in 1D.
LINE_INTEGRALS, a Fortran77 library which returns the exact value of the integral of any monomial over the length of the unit line in 1D.
LINE_NCO_RULE, a Fortran77 library which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.
POLYGON_MONTE_CARLO, a Fortran77 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 Fortran77 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 Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.
SPHERE_MONTE_CARLO, a Fortran77 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 Fortran77 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 Fortran77 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 Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.
TRIANGLE_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.
WEDGE_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.