nintlib_test 15-Feb-2019 08:28:15 nintlib_test MATLAB version Test nintlib. Test routines for estimating the integral of of F(X) in the hypercube [A,B]^DIM_NUM. DIM_NUM = 2 A(1:DIM_NUM) = 0.000000 B(1:DIM_NUM) = 1.000000 F(X(1:DIM_NUM)) = 1 BOX_ND: 1.000000000000 25 P5_ND: 1.000000000000 9 ROMBERG_ND: 1.000000000000 500 SAMPLE_ND: 1.000000000000 120 P5_ND + : 1.000000000000 9 P5_ND + : 1.000000000000 36 P5_ND + : 1.000000000000 144 P5_ND + : 1.000000000000 576 P5_ND + : 1.000000000000 2304 P5_ND + : 1.000000000000 9216 MONTE_CARLO_ND: 1.000000000000 80000 MONTE_CARLO_ND: 1.000000000000 640000 MONTE_CARLO_ND: 1.000000000000 5120000 F(X(1:DIM_NUM)) = sum ( X(1:DIM_NUM) ) BOX_ND: 1.000000000000 25 P5_ND: 1.000000000000 9 ROMBERG_ND: 1.000000000000 500 SAMPLE_ND: 1.000000000000 120 P5_ND + : 1.000000000000 9 P5_ND + : 1.000000000000 36 P5_ND + : 1.000000000000 144 P5_ND + : 1.000000000000 576 P5_ND + : 1.000000000000 2304 P5_ND + : 1.000000000000 9216 MONTE_CARLO_ND: 1.000907164602 80000 MONTE_CARLO_ND: 1.000739429931 640000 MONTE_CARLO_ND: 1.000005554863 5120000 F(X(1:DIM_NUM)) = sum( X(1:DIM_NUM)^2 ) BOX_ND: 0.666666666667 25 P5_ND: 0.666666666667 9 ROMBERG_ND: 0.666666666667 1400 SAMPLE_ND: 0.665987531604 120 P5_ND + : 0.666666666667 9 P5_ND + : 0.666666666667 36 P5_ND + : 0.666666666667 144 P5_ND + : 0.666666666667 576 P5_ND + : 0.666666666667 2304 P5_ND + : 0.666666666667 9216 MONTE_CARLO_ND: 0.667819604893 80000 MONTE_CARLO_ND: 0.667282233853 640000 MONTE_CARLO_ND: 0.666683290312 5120000 F(X(1:DIM_NUM)) = sum ( X(1:DIM_NUM)^3 ) BOX_ND: 0.500000000000 25 P5_ND: 0.500000000000 9 ROMBERG_ND: 0.500000000000 1400 SAMPLE_ND: 0.499693384220 120 P5_ND + : 0.500000000000 9 P5_ND + : 0.500000000000 36 P5_ND + : 0.500000000000 144 P5_ND + : 0.500000000000 576 P5_ND + : 0.500000000000 2304 P5_ND + : 0.500000000000 9216 MONTE_CARLO_ND: 0.501318719528 80000 MONTE_CARLO_ND: 0.500500318386 640000 MONTE_CARLO_ND: 0.500027233189 5120000 F(X(1:DIM_NUM)) = exp(sum(X(1:DIM_NUM))) BOX_ND: 2.952492442010 25 P5_ND: 2.952489609987 9 ROMBERG_ND: 2.952492134614 500 SAMPLE_ND: 2.949428500673 120 P5_ND + : 2.952489609987 9 P5_ND + : 2.952492396633 36 P5_ND + : 2.952492441299 144 P5_ND + : 2.952492442001 576 P5_ND + : 2.952492442012 2304 P5_ND + : 2.952492442013 9216 MONTE_CARLO_ND: 2.955625715044 80000 MONTE_CARLO_ND: 2.954484581193 640000 MONTE_CARLO_ND: 2.952438915818 5120000 F(X(1:DIM_NUM)) = 1/(1+sum(X(1:DIM_NUM)^2)) BOX_ND: 0.639510304013 25 P5_ND: 0.639380432842 9 ROMBERG_ND: 0.639510327294 500 SAMPLE_ND: 0.639697555310 120 P5_ND + : 0.639380432842 9 P5_ND + : 0.639510041677 36 P5_ND + : 0.639510349723 144 P5_ND + : 0.639510351837 576 P5_ND + : 0.639510351870 2304 P5_ND + : 0.639510351870 9216 MONTE_CARLO_ND: 0.639188454565 80000 MONTE_CARLO_ND: 0.639253291527 640000 MONTE_CARLO_ND: 0.639493683875 5120000 DIM_NUM = 3 A(1:DIM_NUM) = 0.000000 B(1:DIM_NUM) = 1.000000 F(X(1:DIM_NUM)) = 1 BOX_ND: 1.000000000000 125 P5_ND: 1.000000000000 19 ROMBERG_ND: 1.000000000000 9000 SAMPLE_ND: 1.000000000000 400 MONTE_CARLO_ND: 1.000000000000 80000 MONTE_CARLO_ND: 1.000000000000 640000 MONTE_CARLO_ND: 1.000000000000 5120000 F(X(1:DIM_NUM)) = sum ( X(1:DIM_NUM) ) BOX_ND: 1.500000000000 125 P5_ND: 1.500000000000 19 ROMBERG_ND: 1.500000000000 9000 SAMPLE_ND: 1.500000000000 400 MONTE_CARLO_ND: 1.500613061507 80000 MONTE_CARLO_ND: 1.501136572023 640000 MONTE_CARLO_ND: 1.500122597765 5120000 F(X(1:DIM_NUM)) = sum( X(1:DIM_NUM)^2 ) BOX_ND: 1.000000000000 125 P5_ND: 1.000000000000 19 ROMBERG_ND: 1.000000000000 36000 SAMPLE_ND: 1.000221038315 400 MONTE_CARLO_ND: 1.000572844439 80000 MONTE_CARLO_ND: 1.001088430020 640000 MONTE_CARLO_ND: 1.000095161934 5120000 F(X(1:DIM_NUM)) = sum ( X(1:DIM_NUM)^3 ) BOX_ND: 0.750000000000 125 P5_ND: 0.750000000000 19 ROMBERG_ND: 0.750000000000 36000 SAMPLE_ND: 0.750387770055 400 MONTE_CARLO_ND: 0.750625272234 80000 MONTE_CARLO_ND: 0.750957524110 640000 MONTE_CARLO_ND: 0.750072334492 5120000 F(X(1:DIM_NUM)) = exp(sum(X(1:DIM_NUM))) BOX_ND: 5.073214111767 125 P5_ND: 5.072870243744 19 ROMBERG_ND: 5.073214111706 36000 SAMPLE_ND: 5.072253233876 400 MONTE_CARLO_ND: 5.077761255083 80000 MONTE_CARLO_ND: 5.077951302513 640000 MONTE_CARLO_ND: 5.073762960816 5120000 F(X(1:DIM_NUM)) = 1/(1+sum(X(1:DIM_NUM)^2)) BOX_ND: 0.535856697388 125 P5_ND: 0.535741189906 19 ROMBERG_ND: 0.535856704763 9000 SAMPLE_ND: 0.535815750597 400 MONTE_CARLO_ND: 0.535856839289 80000 MONTE_CARLO_ND: 0.535495209781 640000 MONTE_CARLO_ND: 0.535823626554 5120000 DIM_NUM = 4 A(1:DIM_NUM) = 0.000000 B(1:DIM_NUM) = 1.000000 F(X(1:DIM_NUM)) = 1 BOX_ND: 1.000000000000 625 P5_ND: 1.000000000000 33 ROMBERG_ND: 1.000000000000 170000 SAMPLE_ND: 1.000000000000 1416 MONTE_CARLO_ND: 1.000000000000 80000 MONTE_CARLO_ND: 1.000000000000 640000 MONTE_CARLO_ND: 1.000000000000 5120000 F(X(1:DIM_NUM)) = sum ( X(1:DIM_NUM) ) BOX_ND: 2.000000000000 625 P5_ND: 2.000000000000 33 ROMBERG_ND: 2.000000000000 170000 SAMPLE_ND: 2.000000000000 1416 MONTE_CARLO_ND: 2.001565341027 80000 MONTE_CARLO_ND: 2.000930310568 640000 MONTE_CARLO_ND: 2.000288991837 5120000 F(X(1:DIM_NUM)) = sum( X(1:DIM_NUM)^2 ) BOX_ND: 1.333333333333 625 P5_ND: 1.333333333333 33 ROMBERG_ND: 1.333333333333 980000 SAMPLE_ND: 1.334074780064 1416 MONTE_CARLO_ND: 1.334255232317 80000 MONTE_CARLO_ND: 1.334319016176 640000 MONTE_CARLO_ND: 1.333675964523 5120000 F(X(1:DIM_NUM)) = sum ( X(1:DIM_NUM)^3 ) BOX_ND: 1.000000000000 625 P5_ND: 1.000000000000 33 ROMBERG_ND: 1.000000000000 980000 SAMPLE_ND: 1.000093821362 1416 MONTE_CARLO_ND: 1.000585048644 80000 MONTE_CARLO_ND: 1.000901122575 640000 MONTE_CARLO_ND: 1.000332289984 5120000 F(X(1:DIM_NUM)) = exp(sum(X(1:DIM_NUM))) BOX_ND: 8.717211620128 625 P5_ND: 8.714951853523 33 ROMBERG_ND: 8.717211619899 980000 SAMPLE_ND: 8.720000617987 1416 MONTE_CARLO_ND: 8.724291323138 80000 MONTE_CARLO_ND: 8.723717732250 640000 MONTE_CARLO_ND: 8.719024855747 5120000 F(X(1:DIM_NUM)) = 1/(1+sum(X(1:DIM_NUM)^2)) BOX_ND: 0.459360474862 625 P5_ND: 0.459299029954 33 ROMBERG_ND: 0.459360450369 170000 SAMPLE_ND: 0.459211867082 1416 MONTE_CARLO_ND: 0.459106902126 80000 MONTE_CARLO_ND: 0.459123710700 640000 MONTE_CARLO_ND: 0.459269644767 5120000 nintlib_test Normal end of execution. 15-Feb-2019 08:30:12 diary off