hyperball_monte_carlo

hyperball_monte_carlo, a Fortran90 code which estimates the integral of F(X) over the interior of the unit hyperball in M dimensions.

Licensing:

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

Languages:

hyperball_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:

hyperball_monte_carlo_test

f90_monte_carlo, a Fortran90 code which uses Monte Carlo sampling to estimate areas and integrals.

hyperball_integrals, a Fortran90 code which returns the exact value of the integral of any monomial over the interior of the unit hyperball in M dimensions.

Reference:

1. Gerald Folland,
   How to Integrate a Polynomial Over a Sphere,
   American Mathematical Monthly,
   Volume 108, Number 5, May 2001, pages 446-448.

Source Code:

• hyperball_monte_carlo.f90, the source code.
• hyperball_monte_carlo.sh, compiles the source code.