13 August 2014 01:44:27 PM

ELLIPSE_MONTE_CARLO_PRB
  C++ version
  Test the ELLIPSE_MONTE_CARLO library.

TEST01
  Use ELLIPSE01_SAMPLE to estimate integrals
  in the ellipse x' * A * x <= r^2.

         N        1              X               Y               X^2               XY             Y^2             X^3

         1          2.1241          0.4556       -0.376066        0.097722      -0.0806627       0.0665814       0.0209604
         2          2.1241      -0.0306358         0.14778      0.00449434      -0.0030764       0.0105018    -0.000181719
         4          2.1241         0.27587          -0.312       0.0417762      -0.0231694        0.140882      0.00700437
         8          2.1241      0.00333166       -0.251031       0.0251927      -0.0180584       0.0825508    -0.000312286
        16          2.1241      0.00534942       0.0718986       0.0230367     -0.00985476        0.117591    -0.000846337
        32          2.1241      -0.0576574       -0.184163       0.0317003      -0.0195772         0.14922     -0.00135138
        64          2.1241      -0.0250151       0.0240724       0.0278674      -0.0233873        0.145951    -2.51368e-06
       128          2.1241      0.00421042      -0.0629404       0.0285123      -0.0227768         0.14764     4.84888e-05
       256          2.1241      0.00164242        0.058142       0.0283226      -0.0196689        0.135295     -8.2932e-05
       512          2.1241      0.00756784       0.0170093       0.0281605      -0.0224068        0.141451     0.000239302
      1024          2.1241     -0.00767481      -0.0145921        0.029834      -0.0230815        0.149816    -0.000185755
      2048          2.1241     -0.00493584       0.0207855       0.0283452      -0.0212838        0.140061    -4.84776e-05
      4096          2.1241     -0.00768025     -0.00135906       0.0294489      -0.0226947        0.142611    -0.000155983
      8192          2.1241    -0.000663898       0.0085225       0.0296095      -0.0221527        0.141227    -3.36923e-05
     16384          2.1241    -0.000849378      0.00544156        0.029545      -0.0227768        0.141865      3.1835e-05
     32768          2.1241     -0.00121951    -0.000488945       0.0296223      -0.0228369        0.141868    -4.55365e-05
     65536          2.1241      0.00128864     -0.00146042       0.0296739      -0.0225971        0.140368     2.10398e-05

ELLIPSE_MONTE_CARLO_PRB
  Normal end of execution.

13 August 2014 01:44:27 PM