Code covered by the BSD License
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I=montec(f,a,b,n)
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I=montec2var(g,a,b,c,d,n)
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I=montec2vvar(g,cx,dx,a,b,c,d...
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[i]=simpson(f,a,b,n)
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View all files
from
Montecarlo
by Jordi Soler Penades
Integrates funcion using Monte-Carlo method
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| I=montec(f,a,b,n)
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function I=montec(f,a,b,n)
%I=montec('f',a,b,k);
%Calculates integral using montecarlo method
for k=1:n
s=2.^k;
t=rand(1,s);
x=a+t.*(b-a);
for i=1:s
y(i)=feval(f,x(i));
end
I(k)=((b-a)./s)*sum(y);
end
plot(I);
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