蒙特卡洛方法matlab程序

hattrick110

贴一个蒙特卡洛方法的matlab程序，供大家使用。
( D  t) t& P3 F祝大家比赛都能取得好成绩
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& q7 F% d! f0 S% Example Monte Carlo Simulation in Matlab
+ _) g, [6 J# G8 s% {8 V: O% Function: y = x2^2/x1
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% Generate n samples from a normal distribution
1 ^3 [& ~7 {; z9 p- x% r = ( randn(n,1) * sd ) + mu
8 t4 H) L( ^3 `  g  [1 S+ f! F* b" f  K% mu : mean
% sd : standard deviation
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0 A$ u/ g& T9 b* P! m7 B2 B/ ^% Generate n samples from a uniform distribution
& u3 E) \9 [* Z- q% r = a + rand(n,1) * (b-a)
% a : minimum
% b : maximum
n = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
/ n* K# R9 o7 z2 D0 I% x1 ~ Normal distribution N(mean=100,sd=5)
% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
x2 = 5 + rand(n,1) * ( 15 - 5 );
$ W  ]9 `( Y8 q& Y. a% --- Run the simulation
; W* f; K- g1 a2 H% Note the use of element-wise multiplication
' T; V, S9 c2 I; [" T1 Ly = x2.^2 ./ x1;
9 N- {2 I# l  C( J& ?# G/ g2 W: Q% --- Create a histogram of the results (50 bins)
hist(y,50);
2 _. X3 j& O8 t$ L% --- Calculate summary statistics
y_mean = mean(y)
y_std = std(y)
1 l) n% `4 n& r! yy_median = median(y)

mma

多谢拉！！！！！！！

sjtucat5

thankyouverymuch

tzhggx

顶啊！不错啊！

BigTou

谢谢啦...................

rever99

个盲目反卷积程序是用模拟退火法做的，想请教

jafy2009

哈哈哈。。。谢谢！！！

eyehappy

thank you!!!!

cherry_s1218

看看。。。。。。

shuxinjian24134

xinga!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!