A-M baby

Task/Monte-Carlo-methods/C/monte-carlo-methods.c

@@ -0,0 +1,36 @@
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+
+double pi(double tolerance)
+{
+	double x, y, val, error;
+	unsigned long sampled = 0, hit = 0, i;
+
+	do {
+		/* don't check error every turn, make loop tight */
+		for (i = 1000000; i; i--, sampled++) {
+			x = rand() / (RAND_MAX + 1.0);
+			y = rand() / (RAND_MAX + 1.0);
+			if (x * x + y * y < 1) hit ++;
+		}
+
+		val = (double) hit / sampled;
+		error = val * sqrt(val * (1 - val) / sampled) * 4;
+		val *= 4;
+
+		/* some feedback, or user gets bored */
+		fprintf(stderr, "Pi = %f +/- %5.3e at %ldM samples.\r",
+			val, error, sampled/1000000);
+	} while (!hit || error > tolerance);
+              /* !hit is for completeness's sake; if no hit after 1M samples,
+                 your rand() is BROKEN */
+
+	return val;
+}
+
+int main()
+{
+	printf("Pi is %f\n", pi(3e-4)); /* set to 1e-4 for some fun */
+	return 0;
+}