hypercube_monte_carlo

hypercube_monte_carlo, a MATLAB code which estimates the integral of a function over the interior of the unit hypercube in M dimensions.

Licensing:

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

Languages:

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.

Related Data and Programs:

hypercube_monte_carlo_test

hypercube_grid, a MATLAB code which computes a grid of points over the interior of a hypercube in M dimensions.

hypercube_integrals, a MATLAB code which returns the exact value of the integral of any monomial over the interior of the unit hypercube in M dimensions.

matlab_monte_carlo, a MATLAB code which uses Monte Carlo sampling to estimate areas and integrals.

Source Code:

• hypercube01_volume.m, returns the volume of the unit cube in M dimensions.
• hypercube01_monomial_integral.m, integrates a monomial in the unit cube in M dimensions.
• hypercube01_sample.m, samples points from the unit cube in M dimensions.
• monomial_value.m, evaluates a monomial.