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56 lines
1.7 KiB
C++
56 lines
1.7 KiB
C++
5 years ago
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/*----------- NUMERICAL INTEGRATION USING MONTE CARLO METHOD ----------*/
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/* THIS PROGRAM INTEGRATES A FUNCTION USING MONTE CARLO METHOD.
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IT USES PSEUDORANDOM NUMBERS FOR INTEGRATION.
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f(x) = x*x*x + 7*x*x + 8*x + 1
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INPUTS : Number of random numbers to be used for integration.
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OUTPUTS : Integration of f(x) over 0 to 1. */
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/*------------------------------ PROGRAM ---------------------------*/
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#include<stdio.h>
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#include<stdlib.h>
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#include<time.h>
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#include<conio.h>
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void main()
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{
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double f ( double x); /* FUNCTION TO EVALUATE f(x) */
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double x,sum,n,k;
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clrscr();
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printf("\n Computational Techniques - J. S. CHITODE");
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printf("\n NUMERICAL INTEGRATION USING MONTE CARLO METHOD\n");
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printf("\n The function being integrated over"
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" limits (0,1) is \n\n"
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" f(x) = x*x*x + 7*x*x + 8*x + 1\n");
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randomize(); /* INITIALIZATION OF PSEUDORANDOM NUMBER GENERATOR */
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printf("\nEnter the number of pseudorandom numbers\nto be "
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"used for monte carlo integration = ");
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scanf("%lf",&n);
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k = n;
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sum = 0;
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while(n-- > 0)
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{
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x = rand()/(RAND_MAX + 1.0);
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/* CALLING PSEUDORANDOM NUMBER GENERATOR */
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sum = sum + f(x);
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}
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sum = sum/k;
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printf("\nThe result of integration is = %lf",sum);
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}
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/*--------------------------------------------------------------------*/
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double f ( double x)
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{
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double fx;
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fx = x*x*x + 7*x*x + 8*x + 1;
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/* EVALUATION OF f(x) AT x = PSEUDORANDOM NUMBER */
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return(fx);
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}
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/*------------------------- END OF PROGRAM --------------------------*/
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