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# README - Monte Carlo Methods
# Folders:
1. integral_basic
1. pi
1. prng
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## Integral Basic
### Files:
1. integral1d.c
1. integral1d_mpi.c
1. integral1d_OMP.c
#### integral1d.c
* This example computes integral of ( 1 / (1 + x * x) ) in x=[0,1] by using importance sampling Monte Carlo method
* This code is a serial algorithm, no need for any external library
* This is one of the code sample from the PRACE CodeVault. You can find more code samples available for download from the PRACE CodeVault here: https://gitlab.com/PRACE-4IP/CodeVault
* **Relase Date:** 28 January 2016
* **Version:** 1.0 (initial version)
* **Contributors:** Ahmet Tuncer DURAK (UHeM, ITU, TURKEY), Samet DEMIR (ITU, TURKEY)
* **Copyright:** None. The code is free to copy, modify and use, but comes with no warranty and therefore usage is at your own risk.
* **Language:** This code sample file is written in C. No external libraries are required.
* **Parallelisation Implementation:** This file is a serial code
* **Level of the code sample complexity:** Code sample complexity is simple and intended for new starters.
* **Instructions on how to compile the code:** Load a supported programming environment or compiler [GNU, PGI, Intel, Clang], Use the CodeVault CMake infrastructure, see main README.md
* **Instructions on how to run the code:** ./7_montecarlo_integral1d_serial trial#
* **Sample input:** There is one already in the code (1 / (1 + x * x)), can be changed from the code.
* **Sample output:** For a trial of 100 output is
computed value of the integral= 0.784455
true value of the integral= 0.785398
error= 0.000943
#### integral1d_mpi.c
* This code sample computes integral of ( 1 / (1 + x * x) ) in x=[0,1] by using importance sampling Monte Carlo method
* A MPI framework is needed to run the code
* This is one of the code sample from the PRACE CodeVault. You can find more code samples available for download from the PRACE CodeVault here: https://gitlab.com/PRACE-4IP/CodeVault
* **Relase Date:** 28 January 2016
* **Version: 1.0** (initial version)
* **Contributors:** Ahmet Tuncer DURAK (UHeM, ITU, TURKEY), Samet DEMIR (ITU, TURKEY)
* **Copyright:** None. The code is free to copy, modify and use, but comes with no warranty and therefore usage is at your own risk.
* **Language:** This code sample file is written in C.
* **Parallelisation Implementation:** MPI
* **Level of the code sample complexity:** Code sample complexity is simple and intended for new starters.
* **Instructions on how to compile the code:** Load a supported programming environment or compiler [GNU, PGI, Intel, Clang], Use the CodeVault CMake infrastructure, see main README.md
* **Instructions on how to run the code:** mpirun -n 4 ./7_montecarlo_integral1d_serial #trial (for 4 process)
* **Sample input:** mpirun -n 4 ./7_montecarlo_integral1d_serial 1000
* **Sample output:** For a trial of 100 output is
computed value of the integral= 0.784455
true value of the integral= 0.785398
error= 0.000943
#### integral1d_OMP.c
* This code sample computes integral of ( 1 / (1 + x * x) ) in x=[0,1] by using importance sampling Monte Carlo method
* Additional pre-requisites: OpenMP
* **Relase Date:** 28 January 2016
* **Version:** 1.0 (initial version)
* **Contributors:** Ahmet Tuncer DURAK (UHeM, ITU, TURKEY), Samet DEMIR (ITU, TURKEY)
* **Copyright:** None. The code is free to copy, modify and use, but comes with no warranty and therefore usage is at your own risk.
* **Language:** This code sample file is written in C.
* **Parallelisation Implementation:** OpenMP
* **Level of the code sample complexity:** Code sample complexity is simple and intended for new starters.
* **Instructions on how to compile the code:** Load a supported programming environment or compiler [GNU, PGI, Intel, Clang], Use the CodeVault CMake infrastructure, see main README.md
* **Instructions on how to run the code:** ./7_montecarlo_integral1d_openmp thread# trial#
* **Sample input:** ./7_montecarlo_integral1d_openmp 4 10000
* **Sample output:** For a trial of 100 output is
computed value of the integral= 0.784455
true value of the integral= 0.785398
error= 0.000943
## Pi
### Files
1. pi_mpi.c
1. pi_omp.c
1. pi_serial.c
1. pi_shared.c
1. pi_shared.h
#### pi_serial.c
* This code sample calculates the value of pi by using Monte Carlo Methods.
* This code is a serial algorithm, no need for any external library
* This is one of the code sample from the PRACE CodeVault. You can find more code samples available for download from the PRACE CodeVault here: https://gitlab.com/PRACE-4IP/CodeVault
* **Relase Date:** 28 January 2016
* **Version:** 1.0 (initial version)
* **Contributors:** Ahmet Tuncer DURAK (UHeM, ITU, TURKEY), Samet DEMIR ( ITU, TURKEY)
* **Copyright:** None. The code is free to copy, modify and use, but comes with no warranty and therefore usage is at your own risk.
* **Language:** This code sample file is written in C. No external libraries are required.
* **Parallelisation Implementation:** This file is a serial code
* **Level of the code sample complexity:** Code sample complexity is simple and intended for new starters.
* **Instructions on how to compile the code:** Load a supported programming environment or compiler [GNU, PGI, Intel, Clang], Use the CodeVault CMake infrastructure, see main README.md
* **Instructions on how to run the code:** ./7_montecarlo_pi_serial seed# N
seed (integer): seed for the pseudo random number generator
a negative value indicates current timestamp
N (integer) : number of random samples to use
* **Sample input:** ./7_montecarlo_pi_serial 10 100000
* **Sample output:** 10 100000 1 3.142156 0.000563 (seed N thread calculated_pi error)
#### pi_omp.c
* This code sample calculates the value of pi by using Monte Carlo Methods.
* **Additional pre-requisites:** OpenMP
* This is one of the code sample from the PRACE CodeVault. You can find more code samples available for download from the PRACE CodeVault here: https://gitlab.com/PRACE-4IP/CodeVault
* **Relase Date:** 28 January 2016
* **Version:** 1.0 (initial version)
* **Contributors:** Ahmet Tuncer DURAK (UHeM, ITU, TURKEY), Samet DEMIR ( ITU, TURKEY)
* **Copyright:** None. The code is free to copy, modify and use, but comes with no warranty and therefore usage is at your own risk.
* **Language:** This code sample file is written in C. No external libraries are required.
* **Parallelisation Implementation:** OpenMP
* **Level of the code sample complexity:** Code sample complexity is simple and intended for new starters.
* **Instructions on how to compile the code:** Load a supported programming environment or compiler [GNU, PGI, Intel, Clang], Use the CodeVault CMake infrastructure, see main README.md
* **Instructions on how to run the code:** ./7_montecarlo_pi_omp seed# N
seed (integer): seed for the pseudo random number generator
a negative value indicates current timestamp
N (integer) : number of random samples to use
* **Sample input:** ./7_montecarlo_pi_serial 10 100000
* **Sample output:** 10 100000 1 3.142156 0.000563 (seed N thread calculated_pi error)
#### pi_mpi.c
* This code sample calculates the value of pi by using Monte Carlo Methods.
* **Additional pre-requisites:** MPI
* This is one of the code sample from the PRACE CodeVault. You can find more code samples available for download from the PRACE CodeVault here: https://gitlab.com/PRACE-4IP/CodeVault
* **Relase Date:** 28 January 2016
* **Version:** 1.0 (initial version)
* **Contributors:** Ahmet Tuncer DURAK (UHeM, ITU, TURKEY), Samet DEMIR ( ITU, TURKEY)
* **Copyright:** None. The code is free to copy, modify and use, but comes with no warranty and therefore usage is at your own risk.
* **Language:** This code sample file is written in C. No external libraries are required.
* **Parallelisation Implementation:** MPI
* **Level of the code sample complexity:** Code sample complexity is simple and intended for new starters.
* **Instructions on how to compile the code:** Load a supported programming environment or compiler [GNU, PGI, Intel, Clang], Use the CodeVault CMake infrastructure, see main README.md
* **Instructions on how to run the code:** mpirun -n 4 ./7_montecarlo_pi_omp seed# N# (for 4 process)
seed (integer): seed for the pseudo random number generator
a negative value indicates current timestamp
N (integer) : number of random samples to use
* **Sample input:** mpirun -n 4 ./7_montecarlo_pi_omp 10 10000
* **Sample output:** 10 100000 1 3.142156 0.000563 (seed N thread calculated_pi error)