line_monte_carlo


line_monte_carlo, a MATLAB code which uses the Monte Carlo method to estimate the integral of a function 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

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

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

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

line_ncc_rule, a MATLAB code which computes a Newton Cotes closed (ncc) quadrature rule for the line, that is, for an interval of the form [a,b], using equally spaced points which include the endpoints.

line_nco_rule, a MATLAB code which computes a Newton Cotes open (nco) quadrature rule, using equally spaced points, over the interior of a line segment in 1d.

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

Source Code:


Last revised on 15 February 2019.