PYRAMID_MONTE_CARLO
Monte Carlo Estimate of Integrals in Unit Pyramid

PYRAMID_MONTE_CARLO is a FORTRAN77 library which estimates the integral of a function F(X,Y,Z) over the interior of the unit pyramid in 3D.

The unit pyramid has a square base of area 4, and a height of 1. Specifically, the integration region is:

        - ( 1 - Z ) <= X <= 1 - Z
        - ( 1 - Z ) <= Y <= 1 - Z
                  0 <= Z <= 1.
      

Licensing:

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

Languages:

PYRAMID_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.

Related Data and Programs:

BALL_MONTE_CARLO, a FORTRAN77 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 FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function over the circumference of the unit circle in 2D.

CUBE_MONTE_CARLO, a FORTRAN77 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 FORTRAN77 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 FORTRAN77 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 FORTRAN77 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 FORTRAN77 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 FORTRAN77 program which applies a Monte Carlo method to estimate the volume of the unit hyperball in M dimensions;

HYPERCUBE_MONTE_CARLO, a FORTRAN77 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 FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit hypersphere in M dimensions;

LINE_MONTE_CARLO, a FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function over the length of the unit line in 1D;

POLYGON_MONTE_CARLO, a FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of a polygon in 2D.

PYRAMID_EXACTNESS, a FORTRAN77 program which investigates the monomial exactness of a quadrature rule over the interior of a pyramid in 3D.

PYRAMID_FELIPPA_RULE, a FORTRAN77 library which returns Felippa's quadratures rules for approximating integrals over the interior of a pyramid in 3D.

PYRAMID_GRID, a FORTRAN77 library which computes a grid of points over the interior of the unit pyramid in 3D;

PYRAMID_INTEGRALS, a FORTRAN77 library which returns the exact value of the integral of any monomial over the interior of the unit pyramid in 3D.

PYRAMID_RULE, a FORTRAN77 library which computes quadrature rules for the unit pyramid in 3D.

SIMPLEX_MONTE_CARLO, a FORTRAN77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit simplex in M dimensions.

SPHERE_MONTE_CARLO, a FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in 3D;

SPHERE_TRIANGLE_MONTE_CARLO, a FORTRAN77 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 FORTRAN77 library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D;

TETRAHEDRON_MONTE_CARLO, a FORTRAN77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit tetrahedron in 3D.

TRIANGLE_MONTE_CARLO, a FORTRAN77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit triangle in 2D.

WEDGE_MONTE_CARLO, a FORTRAN77 library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

Source Code:

• pyramid_monte_carlo.f, the source code.
• pyramid_monte_carlo.sh, BASH commands to compile the source code.

Examples and Tests:

• pyramid_monte_carlo_prb.f, a sample calling program.
• pyramid_monte_carlo_prb.sh, BASH commands to compile and run the sample program.
• pyramid_monte_carlo_prb_output.txt, the output file.

List of Routines:

• MONOMIAL_VALUE evaluates a monomial.
• PYRAMID01_INTEGRAL: monomial integral in a unit pyramid.
• PYRAMID01_SAMPLE: sample the unit pyramid.
• PYRAMID01_VOLUME: volume of a unit pyramid with square base.
• R8_CHOOSE computes the binomial coefficient C(N,K) as an R8.
• R8_MOP returns the I-th power of -1 as an R8.
• R8MAT_TRANSPOSE_PRINT prints an R8MAT, transposed.
• R8MAT_TRANSPOSE_PRINT_SOME prints some of an R8MAT, transposed.
• R8MAT_UNIFORM_01 fills an R8MAT with unit pseudorandom numbers.
• TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the FORTRAN77 source codes.