Talk:Monte Carlo methods: Difference between revisions

 
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: Now repaired [[User:Hout|Hout]] ([[User talk:Hout|talk]]) 00:20, 16 November 2016 (UTC)
 
==other REXX (output) examples==
Here are some other REXX examples (runs):
<pre>
scale: 1
234567890123456789012345678901234567890123456789012345678901234567890123
 
true pi= 3.141592653589793238462643383279502884197169399375105820974944592307816406+
times= 5000000000000
 
100,000 repetitions: Monte Carlo pi is accurate to 3 places.
200,000 repetitions: Monte Carlo pi is accurate to 4 places.
2,700,000 repetitions: Monte Carlo pi is accurate to 5 places.
2,800,000 repetitions: Monte Carlo pi is accurate to 6 places.
17,700,000 repetitions: Monte Carlo pi is accurate to 8 places.
682,600,000 repetitions: Monte Carlo pi is accurate to 10 places.
</pre>
 
<pre>
scale: 1
234567890123456789012345678901234567890123456789012345678901234567890123
 
true pi= 3.141592653589793238462643383279502884197169399375105820974944592307816406+
times= 5000000000000
 
100,000 repetitions: Monte Carlo pi is accurate to 4 places.
700,000 repetitions: Monte Carlo pi is accurate to 5 places.
6,000,000 repetitions: Monte Carlo pi is accurate to 6 places.
6,100,000 repetitions: Monte Carlo pi is accurate to 7 places.
133,700,000 repetitions: Monte Carlo pi is accurate to 8 places.
362,300,000 repetitions: Monte Carlo pi is accurate to 9 places.
623,300,000 repetitions: Monte Carlo pi is accurate to 10 places.
</pre>
 
<pre>
1 2 3 4 5 6 7
scale: 1
234567890123456789012345678901234567890123456789012345678901234567890123
 
true pi= 3.141592653589793238462643383279502884197169399375105820974944592307816406+
times= 5000000000000
 
100,000 repetitions: Monte Carlo pi is accurate to 4 places.
12,900,000 repetitions: Monte Carlo pi is accurate to 5 places.
36,200,000 repetitions: Monte Carlo pi is accurate to 6 places.
38,400,000 repetitions: Monte Carlo pi is accurate to 7 places.
69,500,000 repetitions: Monte Carlo pi is accurate to 8 places.
476,200,000 repetitions: Monte Carlo pi is accurate to 10 places.
1,959,100,000 repetitions: Monte Carlo pi is accurate to 11 places.
4,006,300,000 repetitions: Monte Carlo pi is accurate to 12 places.
</pre>
 
<pre>
scale: 1
234567890123456789012345678901234567890123456789012345678901234567890123
 
true pi= 3.141592653589793238462643383279502884197169399375105820974944592307816406+
times= 5000000000000
 
100,000 repetitions: Monte Carlo pi is accurate to 3 places.
900,000 repetitions: Monte Carlo pi is accurate to 4 places.
2,100,000 repetitions: Monte Carlo pi is accurate to 5 places.
4,900,000 repetitions: Monte Carlo pi is accurate to 6 places.
471,400,000 repetitions: Monte Carlo pi is accurate to 7 places.
471,600,000 repetitions: Monte Carlo pi is accurate to 8 places.
491,100,000 repetitions: Monte Carlo pi is accurate to 9 places.
</pre>
 
== Error in all languages ==
Hello!
Regarding Monte Carlo methods the results are not very good in most languages. You can even get worse result with more samples.
Please if anyone with insight could explain this!
 
Have you tested RDRAND and Monte Carlo methods? I have found some results on MASM32.com.
Two links:
http://masm32.com/board/index.php?topic=2441.0
http://masm32.com/board/index.php?topic=2432.0
The last is for 64 bit and the mc1.zip is OK.
It looks good for Intel Ivy Bridge but not so good for AMD (slower and higher error).
 
Best regards
Oldboy 1948