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。
/ G0 X$ m, m0 M, ]0 A$ \祝大家比赛都能取得好成绩
2 T4 R! V! N0 a" _: l' V
- b- Z! M3 @7 W9 R% R
. i8 n6 k. q/ Y9 g% Example Monte Carlo Simulation in Matlab
% Function: y = x2^2/x1
1 ^. d  N# q0 `. S1 x# U%
% Generate n samples from a normal distribution
( H4 z4 c% ^6 l. Q2 U& [4 L, O% r = ( randn(n,1) * sd ) + mu
1 H$ Q# ~+ W  V9 D: @* B% mu : mean
& c4 N+ K; C9 }+ ]9 m( h8 K, P% sd : standard deviation
# Q, Q' Z* B2 d" I/ e1 L; o%
7 {5 ]1 y* f" h. t3 k$ k% Generate n samples from a uniform distribution
% r = a + rand(n,1) * (b-a)
% a : minimum
% b : maximum
n = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
9 E8 Z: c( B0 q( F, v" V, Q; M: d, b% x1 ~ Normal distribution N(mean=100,sd=5)
" f) n! h8 X* L" l& j( O% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
, x+ \5 n; T) C' b! b6 Tx2 = 5 + rand(n,1) * ( 15 - 5 );
% \( u# L" j$ B) W% --- Run the simulation
9 J/ ]% x* H/ ?: W- n% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
  m% ~6 O! T! J# ~* F7 d% n# g9 T3 x/ ~hist(y,50);
% --- Calculate summary statistics
y_mean = mean(y)
y_std = std(y)
y_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!