ellipsoid_monte_carlo

ellipsoid_monte_carlo, an Octave code which uses the Monte Carlo method to estimate the value of an integral over the interior of an ellipsoid in M dimensions.

Licensing:

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

Languages:

ellipsoid_monte_carlo is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

ellipsoid_monte_carlo_test

octave_monte_carlo, an Octave code which uses Monte Carlo sampling to estimate areas and integrals.

Source Code:

• ellipsoid_sample.m, samples points uniformly from an ellipsoid.
• ellipsoid_volume.m, returns the volume of an ellipsoid.
• hypersphere_unit_volume.m, volume of a unit hypersphere in M dimensions.
• monomial_value.m, evaluates a monomial.
• r8mat_print.m, prints an R8MAT.
• r8mat_print_some.m, prints some of an R8MAT.
• r8mat_transpose_print.m, prints an R8MAT, transposed.
• r8mat_transpose_print_some.m, prints some of an R8MAT, transposed.
• r8po_fa.m, factors an R8PO matrix.
• r8po_sl.m, solves an R8PO system factored by R8PO_FA.
• r8vec_print.m, prints an R8VEC.
• uniform_in_sphere01_map.m, maps uniform points into the unit sphere.