蒙特卡罗方法求一个三维积分（论坛帮顶）

在vs2008 sp1下编译

http://topic.csdn.net/u/20120312/13/a979f330-ff73-4e5d-ae92-d463c93de5bf.html?seed=498140863&r=77861318#r_77861318

#include <iostream>
#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <malloc.h>  //malloc() needed <stdlib.h> and <malloc.h>
using namespace std;


double rnd1(double *r)  
{
int m;
double s,u,v,p;
s=65536.0; u=2053.0; v=13849.0;
m=(int)(*r/s); *r=*r-m*s;
*r=u*(*r)+v;  
m=(int)(*r/s);
*r=*r-m*s;  
p=*r/s;
return(p);
}


double mtml(int n,double a[],double b[],double (*f)(int,double*))
{
int m,i;
double r,s,d,*x;


// In a C++ file, explicitly cast malloc's return.
x=(double *)malloc(n*sizeof(double));
r=1.0;d=10000.0;s=0.0;
for(m=0;m<=9999;m++)
{
for(i=0;i<=n-1;i++)
x[i]=a[i]+(b[i]-a[i])*rnd1(&r);
s=s+(*f)(n,x)/d;
}
for(i=0;i<=n-1;i++)
s=s*(b[i]-a[i]);
free(x);
return(s);
}


double mtmlf(int n,double x[])
{
int i;
double f;
f=0.0;
for(i=0;i<=n-1;i++)
f=f+x[i]*x[i];
return(f);
}


void main()
{
static double a[3]={1.0,1.0,1.0};
static double b[3]={2.0,2.0,2.0};
double mtmlf(int,double[]);
printf("\n");
printf("s=%e\n",mtml(3,a,b,mtmlf));
printf("\n");


std::cin.get();
}