SIMPLEX_INTEGRALS
Integrals Inside the Unit Simplex in M Dimensions

SIMPLEX_INTEGRALS is a Python library which returns the exact value of the integral of any monomial over the interior of the unit simplex in M dimensions.

The interior of the unit simplex in M dimensions is defined by

        0 <= X(1:M)
        sum ( 1 <= I <= M ) X(I) <= 1
      

The integrands are all of the form

        f(x) = product ( 1 <= I <= M) X(I)^E(I)
      

Licensing:

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

Languages:

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

Related Data and Programs:

BALL_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit ball in 3D.

CIRCLE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the surface of the unit circle in 2D.

CUBE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit cube in 3D.

DISK01_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit disk in 2D.

HYPERBALL_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit hyperball in M dimensions.

HYPERCUBE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit hypercube in M dimensions.

HYPERSPHERE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the surface of the unit hypersphere in M dimensions.

LINE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the length of the unit line in 1D.

POLYGON_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of a polygon in 2D.

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

SIMPLEX_GRID, a Python library which generates a regular grid of points over the interior of an arbitrary simplex in M dimensions.

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

SPHERE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the surface of the unit sphere in 3D.

SQUARE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit square in 2D.

TETRAHEDRON_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit tetrahedron in 3D.

TRIANGLE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit triangle in 2D.

WEDGE_INTEGRALS, a Python library which returns the exact value of the integral of any monomial over the interior of the unit wedge in 3D.

Reference:

• Jean Lasserre, Konstantin Avrachenkov,
  The multidimensional version of the integral from A to B of X to the P,
  American Mathematics Monthly,
  Volume 108, Number 2, 2001, pages 151`-154.

Source Code:

• i4vec_print.py, prints an I4VEC.
• i4vec_transpose_print.py, prints an I4VEC "transposed", that is, 5 entries to a line.
• i4vec_uniform_ab.py, returns a uniform scaled pseudorandom I4VEC.
• monomial_value.py, evaluates a monomial.
• r8mat_print.py, prints an R8MAT.
• r8mat_print_some.py, prints some of an R8MAT.
• r8mat_transpose_print.py, prints an R8MAT, transposed.
• r8mat_transpose_print_some.py, prints some of an R8MAT, transposed.
• r8mat_uniform_ab.py, returns a scaled pseudorandom R8MAT.
• r8vec_print.py, prints an R8VEC.
• r8vec_uniform_01.py returns a unit pseudorandom R8VEC.
• simplex01_monomial.py, monomial integrals in the interior of the unit simplex in M dimensions.
• simplex01_sample.py samples points from the interior of the unit simplex in M dimensions.
• simplex01_volume.py computes the volume of the unit simplex in M dimensions.
• timestamp.py prints the current YMDHMS date as a time stamp.

Examples and Tests:

• simplex_integrals_test.py, calls all the tests.
• simplex_integrals_test.sh, runs all the tests.
• simplex_integrals_test.txt, the output file.

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