ellipsoid_monte_carlo_test


ellipsoid_monte_carlo_test, a MATLAB code which calls ellipsoid_monte_carlo(), which applies 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 MATLAB code which applies a Monte Carlo method to estimate the integral of a function over the interior of an ellipsoid in 3D.

Source Code:


Last revised on 10 January 2019.