ellipsoid_monte_carlo_test

ellipsoid_monte_carlo_test, an Octave 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 information on this web page is distributed under the MIT license.

Related Data and Programs:

ellipsoid_monte_carlo, an Octave code which applies a Monte Carlo method to estimate the integral of a function over the interior of an ellipsoid in 3D.

Source Code:

• ellipsoid_monte_carlo_test.m, calls all the tests.
• ellipsoid_monte_carlo_test.sh, runs all the tests.
• ellipsoid_monte_carlo_test.txt, the output file.

• ellipsoid_monte_carlo_test01.m, tests ellipsoid_sample() on a 2D ellipse centered at (0,0).
• ellipsoid_monte_carlo_test02.m, tests ellipsoid_sample() on a 2D ellipse centered at (2,3).
• ellipsoid_monte_carlo_test03.m, tests ellipsoid_sample() on a 3D ellipsoid centered at (1,2,3).