hypercube_monte_carlo, a Fortran90 code which estimates the integral of a function over the interior of the unit hypercube in M dimensions.
The information on this web page is distributed under the MIT license.
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.
f90_monte_carlo, a Fortran90 code which uses Monte Carlo sampling to estimate areas and integrals.
hypercube_grid, a Fortran90 code which computes a grid of points over the interior of a hypercube in M dimensions.
hypercube_integrals, a Fortran90 code which returns the exact value of the integral of any monomial over the interior of the unit hypercube in M dimensions.