# 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.

### 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.

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### Source Code:

Last revised on 16 March 2019.