VEGAS Monte Carlo code for integrating a function

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Vincenzo Savona
Vincenzo Savona 2014 年 3 月 18 日
回答済み: Image Analyst 2014 年 6 月 27 日
I need a matlab code that implements the VEGAS Monte Carlo sampling method to integrate numerically a given function. I need both 1-D and 2-D integrals. In spite of my efforts, I was unable to find any matlab code for this task, and I don't feel like translating one of the existing C++ or Fortran codes (e.g. Numerical Recipes).
Thank you very much.

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Image Analyst
Image Analyst 2014 年 6 月 27 日
I guess not much will get done then.

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