Examples

Estimating Pi using Monte Carlo method

pi.py estimates the value of Pi using NumPy's and both rocRAND's pseudo-random (Monte Carlo method) and quasi-random (Quasi-Monte Carlo method) number generators.

The example requires Matplotlib.

References:

• https://en.wikipedia.org/wiki/Monte_Carlo_method
• https://en.wikipedia.org/wiki/Quasi-Monte_Carlo_method