simplex_monte_carlo_test

simplex_monte_carlo_test, a Fortran77 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 MIT license

Related Data and Programs:

simplex_monte_carlo, a Fortran77 code 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.

Source Code:

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