第7章蒙特卡罗方法(附录).docVIP

第7章 7.2.1 均匀分布随机数 例题7.2.1计算程序 ! rand1.for program rand1 implicit none real r integer n,c,x,i open(5,file=rand1.txt) n = 32768 c = 889 x = 13 do i = 1,1000 x = c*x-n*int(c*x/n) r = real(x)/(n-1) write(5,(f8.5)) r end do end !!!!!!rand2.for!!!!! program rand2 implicit none integer, parameter :: n=1000 integer ix,i real r open(5,file=rand2.txt) ix=32765 do i=1,n call rand(ix,r) write(5,(f8.6)) r end do end program rand2 subroutine rand(ix,r) i=ix*259 ix=i-i/32768*32768 r=float(ix)/32768 return end 7.2.3 随机抽样 例题7.2.2计算程序 % 例题7_2_2.mfigure(1); set(gca,FontSize,16); t = rand(1000,1); y = -log(t); z = exp(-y); plot(y,z,.); xlabel(图7.2-2 例题7.2.2-指数分布抽样)==================================================== 例题7.2.5计算程序 ! 例题7.2.5 program scores parameter(nmax=10,mmax=13) real(8) x(nmax),y(nmax),l(0:nmax),z(mmax),ys(mmax),r integer i,j,k data x/5.0,15.0,25.0,35.0,45.0,55.0,65.0,75.0,85.0,95.0/ data y/0,0,0,0,0.08,0.19,0.31,0.27,0.11,0.04/ open(2,file=scores_old.txt) open(5,file=scores_new.txt) ! mmax个抽样学生成绩 open(7,file=scores_sample.txt) write(2,(2f15.5)) (x(i),y(i),i=1,nmax) ix=32765 l(0)=0 do i=1,nmax l(i)=l(i-1)+y(i) end do do j=1,mmax call rand(ix,r) do k=1,nmax if(r.le.l(k)) goto 11 end do 11 z(j)=x(k) end do write(5,*) (z(i),i=1,mmax) ys=0 do i=1,mmax k=z(i)/float(nmax) ! 确定抽样学生所在的分数段 ys(k)=ys(k)+1.0 ! 统计每个分数段的学生数 end do do i=1,nmax ys(i)=ys(i)/float(mmax) write(7,*) x(i),ys(i) end do end subroutine rand(ix,r) integer i real(8) r i=ix*259 ix=i-i/32768*32768 r=float(ix)/32768 return end ==================================================== 7.3.1 方程求根的M-C方法 例题7.3.1计算程序 ! 例题3.1 program roots_MC1 implicit none real b,bmax,a,h,f,x open(5,file=x.txt) b=0.0; bmax=4.0; h=0.3 4 a=b b=b+h if((f(a)*f(b)).gt.0.0) goto 4 call sr(a,b,x) write(5,(f12.8)) x write(*,(f12.8)) x if(b.lt.bmax) goto 4 end