hypercube_monte_carlo

hypercube_monte_carlo, a Python code which estimates the integral of a function over the interior of the unit hypercube in M dimensions.

Licensing:

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

Languages:

hypercube_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:

hypercube_grid, a python code which computes a grid of points over the interior of a hypercube in m dimensions.

hypercube_integrals, a python code which returns the exact value of the integral of any monomial over the interior of the unit hypercube in m dimensions.

python_monte_carlo, a Python code which uses Monte Carlo sampling to estimate areas and integrals.

Source Code:

• hypercube_monte_carlo.py, the source code.
• hypercube_monte_carlo.sh, runs all the tests.
• hypercube_monte_carlo.txt, the output file.