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Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
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Classic uniform Monte Carlo mean estimator. More...
#include <array>#include <cstddef>#include <cstdint>#include <functional>#include <random>#include "MCMeanEstimator.tpp"Go to the source code of this file.
Classes | |
| struct | mc::estimators::MeanEstimate< dim > |
| Result of Monte Carlo mean estimation. More... | |
| class | mc::estimators::MCMeanEstimator< dim > |
| Uniform Monte Carlo mean estimator. More... | |
Namespaces | |
| namespace | mc |
| namespace | mc::estimators |
Classic uniform Monte Carlo mean estimator.
Estimates the mean of a function over a domain using uniform sampling. For integration: ∫_Ω f(x) dx ≈ V_Ω · (1/N) ∑ f(xᵢ) where xᵢ ~ Unif(box).
Definition in file MCMeanEstimator.hpp.