SIMPLEX_MONTE_CARLO is a C++ library which uses the Monte Carlo method to estimate the integral of a function F(X) over the interior of the unit simplex in M dimensions.
The interior of the unit simplex in M dimensions is defined by the constraints:
0 <= X(1:M)
sum ( 1 <= I <= M ) X(I) <= 1
The functions F(X) are monomials, having the form
F(X) = product ( 1 <= I <= M ) X(I)^E(I)
where the exponents are nonnegative integers.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
SIMPLEX_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
BALL_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;
CIRCLE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;
CUBE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit cube in 3D;
DISK_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;
ELLIPSE_MONTE_CARLO a C++ library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.
ELLIPSOID_MONTE_CARLO a C++ library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.
HYPERBALL_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;
HYPERBALL_VOLUME_MONTE_CARLO, a C++ program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;
HYPERCUBE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions.
HYPERSPHERE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in M dimensions;
LINE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.
POLYGON_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of a polygon in 2D.
PYRAMID_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit pyramid in 3D;
SIMPLEX_GM_RULE, a C++ library which defines Grundmann-Moeller quadrature rules over the interior of a triangle in 2D, a tetrahedron in 3D, or over the interior of the simplex in M dimensions.
SIMPLEX_GRID, a C++ library which generates a regular grid of points over the interior of an arbitrary simplex in M dimensions.
SIMPLEX_INTEGRALS, a C++ library which returns the exact value of the integral of any monomial over the interior of the unit simplex in M dimensions.
SPHERE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the surface of the unit sphere in 3D.
SPHERE_TRIANGLE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3D;
SQUARE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D.
TETRAHREDRON_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.
TRIANGLE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of a triangle in 2D.
WEDGE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.
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