Recycling Monte Carlo

Example of waste recycling Monte Carlo (WRMC).

Implements WRMC and standard MC for the harmonic oscillator.

References

• D. Frenkel, Speed-up of Monte Carlo simulations by sampling of rejected states, PNAS 101, 17575 (2004)
• http://www.scala-lang.org/documentation/getting-started.html
• http://joelabrahamsson.com/learning-scala/