simplex_monte_carlo


simplex_monte_carlo, a MATLAB 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.

The interior of the unit simplex in M dimensions is defined by the constraints:

        0 <= X(1:M)
        sum ( 1 <= I <= M ) X(I) <= 1
      
The functions F(X) are monomials, having the form
        F(X) = product ( 1 <= I <= M ) X(I)^E(I)
      
where the exponents are nonnegative integers.

Licensing:

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

Languages:

simplex_monte_carlo is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

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simplex_monte_carlo_test

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square_monte_carlo, a MATLAB code which applies a monte carlo method to estimate the integral of a function over the interior of the unit square in 2d.

tetrahredron_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit tetrahedron in 3d.

triangle_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of a triangle in 2d.

triangle01_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit triangle in 2d.

wedge_monte_carlo, a MATLAB code which uses the monte carlo method to estimate integrals over the interior of the unit wedge in 3d.

Source Code:


Last revised on 16 March 2019.