ellipsoid_monte_carlo_test, a FORTRAN90 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.
The computer code and data files made available on this web page are distributed under the MIT license
ellipsoid_monte_carlo, a FORTRAN90 code which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.