ellipsoid_monte_carlo_test

ellipsoid_monte_carlo_test, a C++ code which calls ellipsoid_monte_carlo() to use the Monte Carlo method to estimate the value of an integral over the interior of an ellipsoid in M dimensions.

Licensing:

The computer code and data files made available on this web page are distributed under the MIT license

Related Data and Programs:

ellipsoid_monte_carlo, a C++ code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.

Source Code:

• ellipsoid_monte_carlo_test.cpp, a sample calling program.
• ellipsoid_monte_carlo_test.sh, runs all the tests.
• ellipsoid_monte_carlo_test.txt, the output file.