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Update snippet 'Calculate PI using Monte Carlo'
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Estimate the value of PI using a Monte Carlo simulation.
Source code
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
Tags
monte carlo
simulation
math
pi
monte carlo
simulation
math
pi
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