Calculate PI using Monte Carlo

Estimate the value of PI using a Monte Carlo simulation.

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open Fmat.Numerics
open Fmat.Numerics.MatrixFunctions
open Fmat.Numerics.BasicStat

let calcPi n =
    let x = rand [1;n]
    let y = rand [1;n]
    let d = x .* x + y .* y
    let circ = new Matrix(d .< 1.0)
    let m = sum(circ,1)
    float(m)/(float)n*4.0

let pi = calcPi 4000000

namespace Fmat

namespace Fmat.Numerics

module MatrixFunctions

from Fmat.Numerics

module BasicStat

from Fmat.Numerics

val calcPi : n:int -> float

Full name: Script.calcPi

val n : int

val x : Matrix<float,FloatLib>

val rand : size:seq<int> -> Matrix<float,FloatLib>

Full name: Fmat.Numerics.BasicStat.rand

val y : Matrix<float,FloatLib>

val d : Matrix<float,FloatLib>

val circ : Matrix

Multiple items
type Matrix = Matrix<float,FloatLib>

Full name: Fmat.Numerics.Matrix

--------------------
new : data:'T [,] -> Matrix<'T,'S>
   (+0 other overloads)
new : data:'T [,,] -> Matrix<'T,'S>
   (+0 other overloads)
new : data:'T [,,,] -> Matrix<'T,'S>
   (+0 other overloads)
new : data:seq<'T> -> Matrix<'T,'S>
   (+0 other overloads)
new : data:seq<'T list> -> Matrix<'T,'S>
   (+0 other overloads)
new : data:seq<seq<'T>> -> Matrix<'T,'S>
   (+0 other overloads)
new : data:seq<'T []> -> Matrix<'T,'S>
   (+0 other overloads)
new : data:'T -> Matrix<'T,'S>
   (+0 other overloads)
new : boolMatrix:__BoolMatrix -> Matrix<'T,'S>
   (+0 other overloads)
new : size:seq<int> * data:matrixData<'T> -> Matrix<'T,'S>
   (+0 other overloads)

val m : Matrix<float,FloatLib>

val sum : matrix:Matrix<float,FloatLib> * dim:int -> Matrix<float,FloatLib>

Full name: Fmat.Numerics.BasicStat.sum

Multiple items
val float : value:'T -> float (requires member op_Explicit)

Full name: Microsoft.FSharp.Core.Operators.float

--------------------
type float = System.Double

Full name: Microsoft.FSharp.Core.float

--------------------
type float<'Measure> = float

Full name: Microsoft.FSharp.Core.float<_>

val pi : float

Full name: Script.pi

Raw view Test code New version

More information

Link:	http://fssnip.net/h2
Posted:	11 years ago
Author:	Phillip Trelford
Tags:	monte carlo , simulation , math , pi