mc-integrate-cpp

Single-header C++ library for Monte Carlo integration with support for multidimensional integrals and optional multithreading for faster computation.

Get started

Build

To configure the project and compile tests run:

./build.sh

Usage

To use the library in your own project download the header in include/integrate.hpp.

#include "integrate.hpp"

Examples

See the tests/ directory for example usage of all integration functions:

• integrate_MC
• integrate_MC_ndim
• integrate_MC_dist
• integrate_trapezoid