hyperball_volume_monte_carlo_test


hyperball_volume_monte_carlo_test, a C++ program which calls hyperball_volume_monte_carlo(), which investigates the behavior of a Monte Carlo procedure when it is applied to compute the integral of a discontinuous function. In particular, our integration region is the M-dimensional unit hypercube and our function f(x) is 1 if the point x is inside the unit hyperball of radius 1, and 0 otherwise.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

hyperball_volume_monte_carlo, a C++ program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

Source Code:


Last revised on 18 March 2020.