TwoDollarsEsq
/ MonteCarloIntegration.swift
Last active
May 31, 2019 19:06
In mathematics, Monte Carlo integration is a technique for numerical integration using random numbers. It is a particular Monte Carlo method that numerically computes a definite integral. While other algorithms usually evaluate the integrand at a regular grid, Monte Carlo randomly choose points at which the integrand is evaluated.
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| import Foundation | |
| extension Double { static var e: Double { return 2.72 } } | |
| let function: Func1D = sqrt | |
| let bounds: Bounds = (0, 4) | |
| // Using compact 1D interfaces | |
| // 1D | |
| mc(in: bounds, f: function, N: 1000) |