38 lines
851 B
C
38 lines
851 B
C
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#include <stdio.h>
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#include <math.h>
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#include <stdlib.h>
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#include <gsl/gsl_rng.h>
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int main(int argc, char** argv){
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size_t size = atoi(argv[1]); // size of the generated sample
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// Initialize an RNG.
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gsl_rng_env_setup();
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gsl_rng *r = gsl_rng_alloc(gsl_rng_default);
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// Random points (x, y) generation: x in [0,1), y in [0,3)
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// get if y < exp(x)
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// leave if y > exp(x)
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size_t in = 0;
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size_t total = 0;
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do{
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double x = gsl_rng_uniform(r);
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double y = 3 * gsl_rng_uniform(r);
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if (y <= exp(x)){
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in++;
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}
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total++;
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} while (total < size);
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// The integral is esitmated thorugh the proportion:
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// integral : 3 = in : total
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double integral = 3.0*(double)in/(double)total;
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printf("∫exp(x)dx in [0,1]:\t%.07f\n", integral);
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// Free memory
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gsl_rng_free(r);
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return EXIT_SUCCESS;
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}
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