  We show how Monte Carlo approach can be used to study the double scaling
limit in matrix models. As an example, we study a solvable hermitian one-matrix
model with the double-well potential, which has been identified recently as a
dual description of noncritical string theory with worldsheet supersymmetry.
This identification utilizes the nonperturbatively stable vacuum unlike its
bosonic counterparts, and therefore it provides a complete constructive
formulation of string theory. Our data with the matrix size ranging from 8 to
512 show a clear scaling behavior, which enables us to extract the double
scaling limit accurately. The ``specific heat'' obtained in this way agrees
nicely with the known result obtained by solving the Painleve-II equation with
appropriate boundary conditions.
