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easai/integral-monte-carlo
这个程序来用蒙特卡罗方法和 MISER 方法计算积分。MISER 方法是分割积分范围,随机在各个领域进行采样,根据被积函数值的方差将方差最大的领域分割成更小的领域,在那里进行更多的采样,并提高精度。 以下是测试用例的预期输出结果及说明。公差是 1e-3 ...
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