NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_quad_multid_quad_monte_carlo_1 (d01xbc) Example Program Results
(User-supplied callback f, first invocation.)
Requested accuracy    =    1.00e-02
Estimated value       =    0.57554
Estimated accuracy    =    8.20e-03
Number of evaluations =  1728