Monte Carlo in Mathematica ?
- To: mathgroup at smc.vnet.net
- Subject: [mg23899] Monte Carlo in Mathematica ?
- From: Madhusudan Singh <chhabra at eecs.umich.edu>
- Date: Thu, 15 Jun 2000 00:51:41 -0400 (EDT)
- Organization: EECS Dept. Univ. of Michigan
- Sender: owner-wri-mathgroup at wolfram.com
I have a complicated problem to solve in Mathematica.
Basically,
a=Sum[Integrate[.....,{},{},{}],{}] ;(*The integral is over three
variables*)
Print[N[a,MaxPoints->2000]];
This yields an error that 2000 is not a machine sized real number in the
range $MinPrecision(0 in my case) and $MaxPrecision(1x10^6 in my case).
I have even tried MaxPoints->($MinPrecision+$MaxPrecision)/2 ! Had I not
been in a hurry, I would have probably found this amusing.
The usual adaptive recursive algorithm for NIntegrate takes too long and
I want Mathematica to give me an approximate answer by using Monte Carlo
(or so the Mathematica book indicates) by using MaxPoints.
Any ideas ?
With regards,
Madhusudan Singh.