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
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% Example Monte Carlo Simulation in Matlab
% Function: y = x2^2/x1
%
% Generate n samples from a normal distribution
% r = ( randn(n,1) * sd ) + mu
! t- j$ |9 M! H% A: n3 `% G3 ~2 \% mu : mean
& o) R. Q/ u1 s7 @. D% sd : standard deviation
4 G- W$ l  T, Y6 N, G5 l* u%
% Generate n samples from a uniform distribution
  E4 H. ?4 L6 N* q& N2 N% r = a + rand(n,1) * (b-a)
+ N6 f4 n2 K% a4 e, A8 [- G: B- \; P9 f% a : minimum
% |8 N4 A3 @) P$ q8 D% b : maximum
1 X8 Z$ X! W$ ~. G7 U! s4 |n = 100000; % The number of function evaluations
( B7 }0 w* y( h$ `. g& m" Y  F6 S* M% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
; |8 T4 X/ z, A% l" `  B1 Q& b1 f% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
8 L& s: E" M) kx2 = 5 + rand(n,1) * ( 15 - 5 );
% g9 }% S* ?4 l& d/ b6 O5 \% --- Run the simulation
& y( J5 K9 Y& L9 i1 W6 \' @2 R  f% Note the use of element-wise multiplication
1 ^* c7 n. \# B" g7 N' S% iy = x2.^2 ./ x1;
9 b# J! F0 X$ h+ l. s: M% --- Create a histogram of the results (50 bins)
6 H/ C' c* Y0 o4 A1 \hist(y,50);
3 s  u1 V1 J1 A+ @# W) P* f% --- Calculate summary statistics
y_mean = mean(y)
y_std = std(y)
- X2 K/ E, [* F4 j) V# a# Ty_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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!