program main c*********************************************************************72 c cc MAIN is the main program for SIMPLEX_MONTE_CARLO_PRB. c c Discussion: c c SIMPLEX_MONTE_CARLO_PRB tests the SIMPLEX_MONTE_CARLO library. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 15 January 2014 c c Author: c c John Burkardt c implicit none call timestamp ( ) write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'SIMPLEX_MONTE_CARLO_PRB' write ( *, '(a)' ) ' FORTRAN77 version' write ( *, '(a)' ) ' Test the SIMPLEX_MONTE_CARLO library.' call test01 ( ) call test02 ( ) c c Terminate. c write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'SIMPLEX_MONTE_CARLO_PRB' write ( *, '(a)' ) ' Normal end of execution.' write ( *, '(a)' ) ' ' call timestamp ( ) stop end subroutine test01 ( ) c*********************************************************************72 c cc TEST01 uses SIMPLEX_UNIT_SAMPLE to estimate integrals in 3D. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 15 January 2014 c c Author: c c John Burkardt c implicit none integer m parameter ( m = 3 ) integer n_max parameter ( n_max = 65536 ) integer e(m) integer e_test(m,10) double precision error double precision exact integer i integer j integer n double precision r8vec_sum double precision result(10) integer seed double precision simplex_unit_volume double precision value(n_max) double precision x(m,n_max) save e_test data e_test / & 0, 0, 0, & 1, 0, 0, & 0, 1, 0, & 0, 0, 1, & 2, 0, 0, & 1, 1, 0, & 1, 0, 1, & 0, 2, 0, & 0, 1, 1, & 0, 0, 2 / write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TEST01' write ( *, '(a)' ) & ' Use SIMPLEX_UNIT_SAMPLE for a Monte Carlo estimate of an' write ( *, '(a)' ) & ' integral over the interior of the unit simplex in 3D.' seed = 123456789 write ( *, '(a)' ) ' ' write ( *, '(a)' ) & ' N 1 X Y ' // & ' Z X^2 XY XZ' // & ' Y^2 YZ Z^2' write ( *, '(a)' ) ' ' n = 1 10 continue if ( n .le. 65536 ) then call simplex_unit_sample ( m, n, seed, x ) do j = 1, 10 do i = 1, m e(i) = e_test(i,j) end do call monomial_value ( m, n, e, x, value ) result(j) = simplex_unit_volume ( m ) * r8vec_sum ( n, value ) & / dble ( n ) end do write ( *, '(2x,i8,10(2x,g14.6))' ) n, result(1:10) n = 2 * n go to 10 end if write ( *, '(a)' ) ' ' do j = 1, 10 do i = 1, m e(i) = e_test(i,j) end do call simplex_unit_monomial_integral ( m, e, result(j) ) end do write ( *, '(2x,a8,10(2x,g14.6))' ) ' Exact', result(1:10) return end subroutine test02 ( ) c*********************************************************************72 c cc TEST02 uses SIMPLEX_UNIT_SAMPLE to estimate integrals in 6D. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 15 January 2014 c c Author: c c John Burkardt c implicit none integer m parameter ( m = 6 ) integer n_max parameter ( n_max = 65536 ) integer e(m) integer e_test(m,7) double precision error double precision exact integer i integer j integer n double precision r8vec_sum double precision result(7) integer seed double precision simplex_unit_volume double precision value(n_max) double precision x(m,n_max) save e_test data e_test / & 0, 0, 0, 0, 0, 0, & 1, 0, 0, 0, 0, 0, & 0, 2, 0, 0, 0, 0, & 0, 2, 2, 0, 0, 0, & 0, 0, 0, 4, 0, 0, & 2, 0, 0, 0, 2, 2, & 0, 0, 0, 0, 0, 6 / write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'TEST02' write ( *, '(a)' ) & ' Use SIMPLEX_UNIT_SAMPLE for a Monte Carlo estimate of an' write ( *, '(a)' ) & ' integral over the interior of the unit simplex in 6D.' seed = 123456789 write ( *, '(a)' ) ' ' write ( *, '(a)' ) & ' N' // & ' 1 ' // & ' U ' // & ' V^2 ' // & ' V^2W^2' // & ' X^4 ' // & ' Y^2Z^2' // & ' Z^6' write ( *, '(a)' ) ' ' n = 1 10 continue if ( n .le. 65536 ) then call simplex_unit_sample ( m, n, seed, x ) do j = 1, 7 do i = 1, m e(i) = e_test(i,j) end do call monomial_value ( m, n, e, x, value ) result(j) = simplex_unit_volume ( m ) * r8vec_sum ( n, value ) & / dble ( n ) end do write ( *, '(2x,i8,7(2x,g14.6))' ) n, result(1:7) n = 2 * n go to 10 end if write ( *, '(a)' ) ' ' do j = 1, 7 do i = 1, m e(i) = e_test(i,j) end do call simplex_unit_monomial_integral ( m, e, result(j) ) end do write ( *, '(2x,a8,7(2x,g14.6))' ) ' Exact', result(1:7) return end