matlab 求解体积,matlab实现凸体的体积计算

Volume Computation of Convex Bodies

We give a randomized algorithm to estimate the volume within a target relative error. The algorithm can reliably estimate the volume of 100-dimensional bodies within a few minutes. To our knowledge, no current algorithm can handle dimensions this high.

The implementation needs a description of a convex body as the intersection of halfspaces and an ellipsoid (optional). The algorithm works in a series of phases, which start out with a distribution very concentrated around a single point inside the body, and slowly flatten to the uniform distribution (i.e. the volume). In each phase, a sequence of sample points from Markov chain is used to estimate the change in volume. When a phase is sufficiently close to the uniform distribution, we will have an estimate for the volume.

In addition to the volume (i.e. uniform distribution), it can also compute the volume of a spherical Gaussian restricted to a convex set.