(algorithmic technique)
Definition: A randomized algorithm that may produce incorrect results, but with bounded error probability.
Generalization (I am a kind of ...)
heuristic.
See also Las Vegas algorithm, RP.
Note: From Algorithms and Theory of Computation Handbook, 15-21, Copyright © 1999 by CRC Press LLC. Appearing in the Dictionary of Computer Science, Engineering and Technology, Copyright © 2000 CRC Press LLC. From Algorithms and Theory of Computation Handbook, 15-21, Copyright © 1999 by CRC Press LLC. Appearing in the Dictionary of Computer Science, Engineering and Technology, Copyright © 2000 CRC Press LLC.
A Monte Carlo algorithm gives more precise results the longer you run it. A Las Vegas algorithm gives exactly the right answer, but the run time is indeterminate.
Author: CRC-A
An excellent tutorial introduction with history. An example of calculating Pi.
If you have suggestions, corrections, or comments, please get in touch with Paul E. Black.
Entry modified Mon Jan 10 11:15:49 2005.
HTML page formatted Wed Oct 26 09:47:49 2005.
Cite this as:
Algorithms and Theory of Computation Handbook, CRC Press LLC, 1999, "Monte Carlo algorithm", from
Dictionary of Algorithms and Data
Structures, Paul E. Black, ed.,
NIST.
http://www.nist.gov/dads/HTML/monteCarlo.html
