simplex_monte_carlo_test


simplex_monte_carlo_test, a C++ code which calls simplex_monte_carlo(), which uses the Monte Carlo method to estimate the integral of a function F(X) over the interior of the unit simplex in M dimensions.

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:

simplex_monte_carlo, a C++ code which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

Source Code:


Last revised on 13 April 2020.