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TRIANGLE_MONTE_CARLO\ Monte Carlo Integral Estimates over the Unit Triangle in 2D {#triangle_monte_carlo-monte-carlo-integral-estimates-over-the-unit-triangle-in-2d align=”center”} ===========================================================


TRIANGLE_MONTE_CARLO is a C++ library which uses the Monte Carlo method to estimate the integral of a function F(X,Y) over the interior of the unit triangle in 2D.

The interior of the unit triangle in 2D is defined by the constraints:

        0 <= X
        0 <= Y
             X + Y <= 1

The functions F(X,Y) are monomials, having the form

        F(X,Y) = X^E(1) * Y^E(2)

where the exponents are nonnegative integers.

Licensing: {#licensing align=”center”}

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

Languages: {#languages align=”center”}

TRIANGLE_MONTE_CARLO is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

BALL_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit ball in 3D;

CIRCLE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function on the circumference of the unit circle in 2D;

CUBE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit cube in 3D;

DISK_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit disk in 2D;

DISK_QUARTER_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit quarter disk in 2D;

ELLIPSE_MONTE_CARLO a C++ library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipse in 2D.

ELLIPSOID_MONTE_CARLO a C++ library which uses the Monte Carlo method to estimate the value of integrals over the interior of an ellipsoid in M dimensions.

HYPERBALL_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hyperball in M dimensions;

HYPERCUBE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit hypercube in M dimensions.

HYPERSPHERE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function on the surface of the unit sphere in M dimensions;

LINE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the length of the unit line in 1D.

POLYGON_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of a polygon in 2D.

PYRAMID_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate integrals of a function over the interior of the unit pyramid in 3D;

SIMPLEX_GM_RULE, a C++ library which defines Grundmann-Moeller quadrature rules over the interior of a triangle in 2D, a tetrahedron in 3D, or over the interior of the simplex in M dimensions.

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

SPHERE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the surface of the unit sphere in 3D.

SPHERE_TRIANGLE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over a spherical triangle on the surface of the unit sphere in 3D;

SQUARE_MONTE_CARLO, a C++ library which applies a Monte Carlo method to estimate the integral of a function over the interior of the unit square in 2D.

TETRAHEDRON_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of a tetrahedron in 3D.

TRIANGLE_ANALYZE, a C++ program which reads a triangle defined in a file, and uses the triangle_properties() library to compute angles, area, centroid, circumcircle, edge lengths, incircle, orientation, orthocenter, and quality.

TRIANGLE_DUNAVANT_RULE, a C++ library which sets up a Dunavant quadrature rule over the interior of a triangle in 2D.

TRIANGLE_FEKETE_RULE, a C++ library which defines Fekete rules for interpolation or quadrature over the interior of a triangle in 2D.

TRIANGLE_FELIPPA_RULE, a C++ library which returns Felippa’s quadratures rules for approximating integrals over the interior of a triangle in 2D.

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

TRIANGLE_LYNESS_RULE, a C++ library which returns Lyness-Jespersen quadrature rules over the interior of a triangle in 2D.

TRIANGLE_SYMQ_RULE, a C++ library which returns efficient symmetric quadrature rules, with exactness up to total degree 50, over the interior of an arbitrary triangle in 2D, by Hong Xiao and Zydrunas Gimbutas.

TRIANGLE_WANDZURA_RULE, a C++ library which sets up a quadrature rule of exactness 5, 10, 15, 20, 25 or 30 over the interior of a triangle in 2D.

WEDGE_MONTE_CARLO, a C++ library which uses the Monte Carlo method to estimate integrals over the interior of the unit wedge in 3D.

Reference: {#reference align=”center”}

  1. Claudio Rocchini, Paolo Cignoni,\ Generating Random Points in a Tetrahedron,\ Journal of Graphics Tools,\ Volume 5, Number 4, 2000, pages 9-12.
  2. Reuven Rubinstein,\ Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks,\ Krieger, 1992,\ ISBN: 0894647644,\ LC: QA298.R79.
  3. Greg Turk,\ Generating Random Points in a Triangle,\ in Graphics Gems I,\ edited by Andrew Glassner,\ AP Professional, 1990,\ ISBN: 0122861663,\ LC: T385.G697

Source Code: {#source-code align=”center”}

Examples and Tests: {#examples-and-tests align=”center”}

List of Routines: {#list-of-routines align=”center”}

You can go up one level to the C++ source codes.


Last revised on 14 January 2014.