Estimating High Dimensional Integrals Using Parallel Monte Carlo Techniques

A CS584 Final Project
by
Randy Smith

December 12, 1998

This page contains links to all the files associated with my final project. Please contact me should you encounter any broken links or other unpleasant things. This page is mirrored at http://students.cs.byu.edu/~smithr/584project/.

Final products and data
paper.html The final paper.
images/ jpegs and gifs used in the writeup (paper.html)
data The Quattro Pro 8 workbook containing the data I collected.


Primary source code
p_md_rgn.c The scripted, parallel Monte Carlo Integral Estimate main code
formulc.c mathematical function interpreter c code
formulc.h mathematical function interpreter header file
Makefile The makefile
func A scripted integral. Although any integral can be evaluated,
it must be located in a file named "func".
func.in1 Integral 1 (from the paper) in scripted form
func.in2 Integral 2 (from the paper) in scripted form


Secondary source code
p_2d_hc.c A hardcoded parallel version of integral 2, used primarily for comparison.
p_3d_hc.c A hardcoded parallel version of integral 1, used primarily for comparison.
serial_2d_box.c Estimates a 2d integral in serial. This was actually the first program I
wrote that successfully performed estimates using the MC method.