| dex1.c: | raw Monte Carlo (MC) procedure for I0(1). |
| dex2.c: | antithetic variates MC procedure for I0(1). |
| dex22.c: | antithetic variates MC procedure for I0(1) with shortened range (0 <= x < pi/2 instead of pi). |
| dex3.c: |
control variates MC procedure for I0(1) using first 3
terms of expansion for exp(-cos(x)): phi(x) = 1 - cos(x) + 0.5*cos(x)*cos(x), even though on (0 <= x < pi) integration of the first order (cos(x)) term should vanish. This term is important for the control. |
| Exercise 2.2: |
MC solution to 3-D elliptic partial differential equation, (1/2) Lap u - v(x,y,z) u = 0, on an ellipsoidal domain (x*x/(a*a) + y*y/(b*b) + z*z/(c*c) <= 1). |
| Exercise 2.2, MPI version: |
MPI version of MC solution to 3-D elliptic
partial differential equation, (1/2) Lap u - v(x,y,z) u = 0, on an ellipsoidal domain (x*x/(a*a) + y*y/(b*b) + z*z/(c*c) <= 1). |
| gausstst3.c: | test program for 3 normal random number generators, including ziggurat (Section 2.5.3 and 2.5.3.1). |
| ggl.c: | general linear congruential random number generator (Section 2.5.2). |
| ghgrng.c: | Gaston H. Gonnet's polynomial RNG and simple tests (Section 2.5.2). |
| ghgrng16.c: | Gaston H. Gonnet's polynomial RNG generated 16/time (Section 2.5.2) - this needs rngheader.h . |
| lapack.tgz: | Lapack example including utility ilaenv and makefile (from Sections 2.2.2.1 and 2.2.2.2). |
| masterFFT.c: |
master test/routines for binary radix FFT (complex, Section 2.4)
with symmeteries. (real, real even, real odd, in Section 2.4.1). |
| rngheader.h: |
header file for ghgrng16.c above zufall.c
= tests and routines for two term lagged Fibonacci random number generator: modification of NETLIB package of the same name. (Sections 2.5.2 and 2.5.3). |