hypercube_monte_carlo_test


hypercube_monte_carlo_test, a C++ code which calls hypercube_monte_carlo(), which estimates the integral of a function over the interior of the unit hypercube in M dimensions.

Licensing:

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

Related Data and Programs:

hypercube_monte_carlo, a C++ code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions.

Source Code:


Last revised on 18 March 2020.