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#+TITLE: n-sphere Monte Carlo Method
This repository is the source code accompanying the following papers.
- [[https://arxiv.org/abs/2101.00936][An O(n) algorithm for generating uniform random vectors in n-dimensional cones]]
- [[https://arxiv.org/abs/2007.06808][An algorithm for estimating volumes and other integrals in n dimensions]]
Most of the code has been ported to Python and is in the /python/
directory. So, if you wish, you can ignore the rest of this document,
and jump straight there.
* Build
Build dependencies are
- cmake and make (for the build system)
- [[https://github.com/sph-mn/sph-sc][sph-sc]] (to generate C sources from SC sources)
- [[https://www.gnu.org/software/indent/][indent]] (optional; to indent the generated sources)
- [[https://www.gnu.org/software/gsl/][GNU Scientific Library]] (for vector and scientific functions)
- [[https://gnu.org/software/guile][GNU Guile]] (for the scheme wrappers)
The easiest way to install these dependencies is to use [[https://guix.gnu.org/][GNU Guix]].
#+BEGIN_SRC shell
$ guix shell
#+END_SRC
To build, run the following commands.
#+BEGIN_SRC shell
$ cmake -B build
$ make -C build
#+END_SRC
* Usage
See examples in the /examples/ directory. You can build and run them,
for example, using the following commands. /pre-inst-env/ is a shell
wrapper that sets the necessary environment variables so that headers
and dynamic libraries are found correctly.
#+BEGIN_SRC shell
$ ./build/pre-inst-env gcc -lgsl -lgslcblas -lnsmc examples/generate-cone-vector.c -o generate-cone-vector
$ ./build/pre-inst-env ./generate-cone-vector
#+END_SRC
* Citing
If you use this code for your research, please cite one or more of the
following papers as relevant.
- [[https://arxiv.org/abs/2101.00936][An O(n) algorithm for generating uniform random vectors in n-dimensional cones]]
- [[https://arxiv.org/abs/2007.06808][An algorithm for estimating volumes and other integrals in n dimensions]]
* License
The source code is free software released under the terms of the [[https://www.gnu.org/licenses/gpl.html][GNU
General Public License]], either version 3 of the License, or (at your
option) any later version.
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