line_monte_carlo


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

Licensing:

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

Languages:

line_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:

line_monte_carlo_test

line_fekete_rule, an Octave code which approximates the location of fekete points in an interval [a,b]. a family of sets of fekete points, indexed by size n, represents an excellent choice for defining a polynomial interpolant.

line_felippa_rule, an Octave code which returns the points and weights of a felippa quadrature rule over the interior of a line segment in 1d.

line_grid, an Octave code which computes a grid of points over the interior of a line segment in 1d.

line_integrals, an Octave code which returns the exact value of the integral of any monomial 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:


Last revised on 25 October 2022.