Does Matlab have a library for Monte Carlo integration
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Hello,
I have been doing some reading and I cannot seem to find a simple to use matlab library to do Monte Carlo integration in n dimentions. For my needs I want to integrate a function over a n dimentional square.
Thank you very much for the inputs and ideas.
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John D'Errico
on 29 Jun 2021
Edited: John D'Errico
on 29 Jun 2021
Do they have a "library"? Not really what I would call a "library". Maybe you might. But why would they? They offer random number generation functions, which is all you need. In this case, all you need is the function RAND. RAND can generate sets of points that lie uniformly inside an n-dimensional square.
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