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。
祝大家比赛都能取得好成绩
4 C1 ]' D  T$ h

% Example Monte Carlo Simulation in Matlab
- J- S# c! G8 _: U" }' g) R& Q- Y. z% Function: y = x2^2/x1
3 ^6 O  t$ o; m. D1 ~%
% Generate n samples from a normal distribution
% r = ( randn(n,1) * sd ) + mu
9 @6 o: S" E- I" f% mu : mean
% sd : standard deviation
0 B2 c2 T$ [" z) \5 c%
4 Y  }) r2 s; V! B% Generate n samples from a uniform distribution
5 y1 q7 U4 g6 T% r = a + rand(n,1) * (b-a)
0 B2 b% b5 E2 c5 o# w9 g/ h: b/ E% a : minimum
, E" j+ t; E) f* `% b : maximum
2 N/ `+ e  `. x; N  A, G+ B4 Mn = 100000; % The number of function evaluations
, N4 x9 P% z, _) G# b" {4 c% --- Generate vectors of random inputs
" i. H5 a! L; _0 U) z4 M3 }% x1 ~ Normal distribution N(mean=100,sd=5)
4 e/ w7 z0 A0 L9 o. k5 _7 j% x2 ~ Uniform distribution U(a=5,b=15)
3 D2 C4 I% Q/ Vx1 = ( randn(n,1) * 5 ) + 100;
x2 = 5 + rand(n,1) * ( 15 - 5 );
0 N/ Z- C7 D8 D" P! L6 `% --- Run the simulation
% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
% --- Create a histogram of the results (50 bins)
hist(y,50);
+ R: I, ~6 E8 s! w- C6 F% --- Calculate summary statistics
y_mean = mean(y)
. y% B! g! z1 Ky_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!