Monte Carlo(蒙特卡罗)
Monte Carlo 是一种基于计算机的求解方法,利用计算机在input domain上产生一组随机数,通过这一组随机数计算出一组结果。通过这样的一个反复过程最终大致得到待求解值。
具体过程:
- Define a domain of possible inputs
- Generate inputs randomly from a probability distribution over the domain
- Perform a deterministic computation on the inputs
- Aggregate the results
代码:
注意:1. 通过text动态的显示文本,要将上一次的text删除,通过它的句柄删除它;
2. 画图的动态显示,需要pause函数暂停才能显示;
i=0;
h=figure(1);
count1 = 0;
count2 = 0;
while i<100000
location = rand(1,2);
if sum((location).^2)<1
count1 = count1 + 1;
plot(location(1),location(2),'Color','r','Marker','.','LineWidth', 4);
axis([0 1 0 1])
hold all;
else
count2 = count2 + 1;
plot(location(1), location(2), 'Color', 'b','Marker', '.','LineWidth', 4);
end
i =i+1;
pi = double(4*count1/i);
pause(0.0000001);
if i ==1
ha = text(0.5,1.06,['n = ', num2str(i)]);
hb = text(0.8,1.06,['\pi = ', num2str(pi)]);
else
delete(ha);
delete(hb);
ha = text(0.5,1.06,['n = ', num2str(i)]);
hb = text(0.8,1.06,['\pi = ', num2str(pi)]);
end
end