/monte_carlo_integration

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Monte Carlo Integration using C

Common examples along with a simple script (using Python) for rendering deviation versus N runs.

I have abstracted the randomise position and condition from the Monte Carlo function with the intent of providing alternatives.

In this case I have implemented various conditions with tests.

TODO : Implement alternative position generating methods.

Suggestions

  • A 3D grid technique
  • Spherical, Cylindrical and Circular randomisation