square_monte_carlo

square_monte_carlo, an Octave code which estimates the integral of a function over the interior of the unit square in 2D.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

square_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:

square_monte_carlo_test

octave_monte_carlo, an Octave code which uses Monte Carlo sampling to estimate areas and integrals.

square_integrals, an Octave code which returns the exact value of the integral of any monomial over the interior of the unit square in 2d.

Source Code:

• monomial_value.m, evaluates a monomial.
• r8mat_uniform_01.m, returns a uniform pseudorandom R8MAT.
• square01_area.m, returns the area of the unit square in 2D.
• square01_monomial_integral.m, integrates a monomial in the unit square in 2D.
• square01_sample.m, samples points from the unit square in 2D.