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。
% y/ p; |5 T) A5 k0 T: U祝大家比赛都能取得好成绩
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% Example Monte Carlo Simulation in Matlab
2 u5 Z. Y  P+ w1 S% Function: y = x2^2/x1
! r, ^, n. t  G2 p0 n8 R%
% Generate n samples from a normal distribution
$ |# T2 f3 b: P( _, o$ Q: S% r = ( randn(n,1) * sd ) + mu
2 Q  B2 f( ]$ U% mu : mean
1 ~6 U1 A  I. m% sd : standard deviation
%
+ Y; u- m  Q7 A) x1 p1 E9 N' y% Generate n samples from a uniform distribution
  \# X* ^5 t+ T: O- m% r = a + rand(n,1) * (b-a)
) z" z1 k7 B) d4 k2 h0 o) H% a : minimum
% b : maximum
n = 100000; % The number of function evaluations
% --- Generate vectors of random inputs
% x1 ~ Normal distribution N(mean=100,sd=5)
% x2 ~ Uniform distribution U(a=5,b=15)
x1 = ( randn(n,1) * 5 ) + 100;
2 e, R2 O3 t/ Y  S2 }; s' Ox2 = 5 + rand(n,1) * ( 15 - 5 );
; R8 [# h. D! ^6 e% --- Run the simulation
+ F! t3 C% _: J! r$ F7 ?9 A% Note the use of element-wise multiplication
y = x2.^2 ./ x1;
) V4 u( h. j1 G( f1 B( z8 V, s% --- Create a histogram of the results (50 bins)
hist(y,50);
& i& w! E( r, r2 Y4 I, _4 d% --- Calculate summary statistics
7 b* X# I8 t6 f" t+ a6 @y_mean = mean(y)
& v  o, E' ]5 C5 A2 U- My_std = std(y)
7 B- {- ?: N3 u: a( o% `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!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!