line_monte_carlo


line_monte_carlo, a Fortran90 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.

Licensing:

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

Languages:

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.

Related Data and Programs:

line_monte_carlo_test

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

line_fekete_rule, a Fortran90 code 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 Fortran90 code which returns the points and weights of a Felippa quadrature rule over the interior of a line segment in 1D.

line_grid, a Fortran90 code which computes a grid of points over the interior of a line segment in 1D.

line_integrals, a Fortran90 code which returns the exact value of the integral of any monomial over the length of the unit line in 1D.

line_nco_rule, a Fortran90 code which computes a Newton Cotes Open (NCO) quadrature rule, using equally spaced points, over the interior of a line segment in 1D.

Source Code:


Last revised on 27 July 2020.