Created
September 10, 2013 15:30
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A Monte Carlo Integral calculator
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#include <stdio.h> | |
#include <stdlib.h> | |
#include <time.h> | |
#include <math.h> | |
double f(double x) | |
{ | |
return exp(x) * x; | |
} | |
double random(int fs, int ls) | |
{ | |
return ((rand() / (double) RAND_MAX) * (ls - fs)) + fs; | |
} | |
int main() | |
{ | |
srand(time(NULL)); | |
int N, it, b, a, i, j; | |
// For a = 2 and b = 5 and f(x) = x * e^x | |
double realvalue = 586.264; | |
printf("Input number of iterations: "); | |
scanf("%d", &it); | |
printf("Input number of samples: "); | |
scanf("%d", &N); | |
printf("Input the boundaries (a, b): "); | |
scanf("%d %d", &a, &b); | |
double sum = 0, ans = 0; | |
// Monte Carlo Method Calculation | |
for (i = 0; i < it; i++) | |
for (j = 0; j < N; j++) | |
{ | |
double vl = random(a, b); | |
sum += f(vl); | |
} | |
sum /= it; | |
sum = (sum * (b - a)) / N; | |
// Midpoint Rule Calculation | |
double dif = (b - a) / ((double)N); | |
for (j = 0; j < N; j++) | |
{ | |
double vl = j * dif + a; | |
ans += f(vl) * dif; | |
} | |
printf("Real Value: %lf\n", realvalue); | |
printf("Integral: %lf, error: %0.3lf%%\n", sum, (100 * fabs(sum - realvalue) / realvalue)); | |
printf("Integral (using the midpoint rule): %0.3lf, error %0.3lf%%\n", ans, (100 * fabs(ans - realvalue) / realvalue)); | |
} |
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