ellipsoid_monte_carlo_test


ellipsoid_monte_carlo_test, a C++ program 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 GNU LGPL license.

Related Data and Programs:

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

Source Code:


Last revised on 26 February 2020.