simplex_monte_carlo_test

simplex_monte_carlo_test, a MATLAB program which calls simplex_monte_carlo() to use the Monte Carlo method to estimate the integral of a function F(X) over the interior of the unit simplex in M dimensions.

Licensing:

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

Related Data and Programs:

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

Source Code:

• simplex_monte_carlo_test.m, calls all the tests.
• simplex_monte_carlo_test.sh, runs all the tests.
• simplex_monte_carlo_test.txt, the output file.

• simplex_monte_carlo_test01.m, uses SIMPLEX01_SAMPLE to estimate integrals over the interior of the unit simplex in 3D.
• simplex_monte_carlo_test02.m, uses SIMPLEX01_SAMPLE to estimate integrals over the interior of the unit simplex in 6D.