**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.

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

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.

- 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.