ellipsoid_monte_carlo_test

ellipsoid_monte_carlo_test, a FORTRAN77 code which calls ellipsoid_monte_carlo(), which uses 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 FORTRAN77 code which uses the Monte Carlo method to estimate the value of an integral over the interior of an ellipsoid in M dimensions.

Source Code:

• ellipsoid_monte_carlo_test.f, a sample calling program.
• ellipsoid_monte_carlo_test.sh, BASH commands to compile and run the sample program.
• ellipsoid_monte_carlo_test.txt, the output file.