triangle_monte_carlo


triangle_monte_carlo, a Fortran77 code which estimates the integral of a function over a general triangle using the Monte Carlo method.

The library makes it relatively easy to compare different methods of producing sample points in the triangle, and to vary the triangle over which integration is carried out.

Licensing:

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

Languages:

triangle_monte_carlo is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

triangle_monte_carlo_test

ball_monte_carlo, a Fortran77 library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;

circle_monte_carlo, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;

DISK_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;

HYPERBALL_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;

HYPERBALL_VOLUME_MONTE_CARLO, a Fortran77 program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

HYPERSPHERE_MONTE_CARLO, a Fortran77 library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in M dimensions;

SPHERE_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the surface of the unit sphere in 3D.

TETRAHEDRON_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over a tetrahedron.

TRIANGLE01_MONTE_CARLO, a Fortran77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.

Reference:

  1. Claudio Rocchini, Paolo Cignoni,
    Generating Random Points in a Tetrahedron,
    Journal of Graphics Tools,
    Volume 5, Number 4, 2000, pages 9-12.
  2. Reuven Rubinstein,
    Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks,
    Krieger, 1992,
    ISBN: 0894647644,
    LC: QA298.R79.
  3. Greg Turk,
    Generating Random Points in a Triangle,
    in Graphics Gems I,
    edited by Andrew Glassner,
    AP Professional, 1990,
    ISBN: 0122861663,
    LC: T385.G697

Source Code:


Last revised on 12 December 2023.