Recitation 6: Monte-Carlo Integration - Caltech

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Integration ● ● But what if we don't have a defined function? e.g. find the area of the union of shapes below:
Monte-Carlo Integration ● Solution: Monte-Carlo Integration ▸ Saturate space with a lot of random points ▸ If a point is in one of the shapes, it's in the union of them ▸ Calculate ratio of # of points in union to total points ▸ Area = # points in union / # total points in space * area of space
Page 1 and 2: CS179 GPU Programming: Recitation 6
Page 3: Integration ● We can use discrete
Page 7 and 8: Randomness on the GPU ● Remember
Page 9 and 10: Randomness on the GPU ● Solution:
Page 11 and 12: CURAND Host API ● ● Pretty easy
Page 13 and 14: CURAND Device API ● ● What if y
Page 15 and 16: CURAND Device API ● When states a
Page 17 and 18: Linear Algebra ● Many libraries a
Page 19 and 20: Reduction ● Recall our reduction

Recitation 6: Monte-Carlo Integration - Caltech

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