ellipsoid_monte_carlo

ellipsoid_monte_carlo, an Octave code which uses 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 MIT license

Languages:

ellipsoid_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:

ellipsoid_monte_carlo_test

annulus_monte_carlo an Octave code which uses the Monte Carlo method to estimate the integral of a function over the interior of a circular annulus in 2D.

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

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

cube_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit cube in 3D;

disk_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the interior of the general disk in 2D.

disk01_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the interior of the unit disk in 2D.

disk01_quarter_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit quarter disk in 2D;

ellipse, an Octave code which performs various geometric calculations for ellipses and ellipsoids.

ellipse_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function over the interior of an ellipse in 2D.

line_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function over the length of the unit line in 1D;

simplex_monte_carlo, an Octave code which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

Source Code:

• ellipsoid_sample.m, samples points uniformly from an ellipsoid.
• ellipsoid_volume.m, returns the volume of an ellipsoid.
• hypersphere_unit_volume.m, volume of a unit hypersphere in M dimensions.
• monomial_value.m, evaluates a monomial.
• r8mat_print.m, prints an R8MAT.
• r8mat_print_some.m, prints some of an R8MAT.
• r8mat_transpose_print.m, prints an R8MAT, transposed.
• r8mat_transpose_print_some.m, prints some of an R8MAT, transposed.
• r8po_fa.m, factors an R8PO matrix.
• r8po_sl.m, solves an R8PO system factored by R8PO_FA.
• r8vec_print.m, prints an R8VEC.
• uniform_in_sphere01_map.m, maps uniform points into the unit sphere.