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📄 monte-carlo-simulation-with-mcs-libre-howto.ps

📁 随机数 基于c++的Monte Carlo源代码
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rf end%%EndProlog%%BeginSetup%%Feature: *Resolution 600dpiTeXDict begin%%PaperSize: A4%%EndSetup%%Page: 1 11 0 bop Fj 488 937 a(Monte-) n(Carlo) 35 b(Simulat) n(ion) h(with) f(MCS-) n(libre) g(HO) -5 b(WT) m(O) p Fi 1646 1190 a(D.) 25b(E.) f(W) l(illiams) 1690 1394 y(June) g(8,) h(2002) pFh 448 1786 a(Contents) p Fg 448 1993 a(1) 92 b(Intr) n(oduction) 2315b(2) 448 2197 y(2) 92 b(A) -5 b(uthor) 2529 b(2) 4482401 y(3) 92 b(Monte-Carlo) 24 b(Simulation) 1856 b(2) pFf 585 2514 a(3.1) 96 b(Uses) 23 b(of) h(Monte-Car) r(lo) f(Simulatio) r(n) 56 b(.) 45 b(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(2) 585 2626 y(3.2) 96b(Monte-Car) r(lo) 23 b(Simulatio) r(n) g(with) g(MCS-libre) 32b(.) 45 b(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(3) p Fg 448 2830 a(4) 92 b(Getting) 23 b(MCS-libr) n(e) 2080b(3) 448 3034 y(5) 92 b(Compiling) 23 b(and) f(Linking) g(with) g(MCS-libr) n(e) 1269 b(3) 448 3238 y(6) 92 b(Sampling) 22b(Fr) n(om) h(Statis) r(tical) h(Distrib) n(utions) 1264b(4) p Ff 585 3351 a(6.1) 96 b(Sampling) 24 b(from) f(a) h(Normal) f(Distribution) 80 b(.) 45 b(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(4) 585 3464 y(6.2) 96 b(Sampling) 24b(from) f(a) h(Uniform) f(Distributio) r(n) 43 b(.) i(.) g(.) g(.) g(.)h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171b(5) 585 3577 y(6.3) 96 b(Streams) 67 b(.) 45 b(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171b(5) p Fg 448 3780 a(7) 92 b(Collecti) r(ng) 22 b(Statist) r(ics) h(Fr)n(om) h(Simulations) 1322 b(5) p Ff 585 3893 a(7.1) 96b(Declarin) r(g) 23 b(a) g(Statisti) r(cal) g(Collec) r(tion) h(Object)50 b(.) 45 b(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(5) 585 4006 y(7.2) 96 b(Adding) 24 b(V) -10b(alues) 27 b(.) 46 b(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(6) 585 4119 y(7.3) 96 b(Retrie) n(vin) r(g) 23b(Statisti) r(cal) g(Info) r(rmation) k(.) 45 b(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171b(6) p Fg 448 4323 a(8) 92 b(A) 22 b(Detaile) r(d) g(Example) h(Simulation) 1583 b(7) 448 4527 y(9) 92 b(Pr) n(ecisi) r(on) 22b(and) h(Err) n(or) 2034 b(9) p Ff 585 4640 a(9.1) 96b(Precisio) r(n) 89 b(.) 45 b(.) g(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(9) 585 4753 y(9.2) 96b(Operato) r(r) 23 b(Error) j(.) 46 b(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) h(.) f(.) g(.) g(.) g(.) 171 b(9) p Fg 448 4956 a(10) 47b(Impr) n(o) o(v) o(eme) r(nts) 22 b(to) i(MCS-libr) n(e) f(Planned)1370 b(9) p Ff 1920 5225 a(1) p 90 rotate dyy eop%%Page: 2 22 1 bop Fh 448 573 a(1) 120 b(Intr) n(oduction) p Ff448 780 a(This) 34 b(docu) r(ment) f(deta) r(ils) h(ho) n(w) f(to) h(perfor) r(m) e(Monte) r(-Carlo) i(simulat) r(ion) g(using) h(the) f(MCS-) 448 893 y(libr) r(e) 23 b(toolk) r(it) g(for) h(C++.) pFh 448 1185 a(2) 120 b(A) -6 b(uthor) p Ff 448 1392 a(D.) 23b(E.) g(W) l(illia) r(ms) g(wrote) i(both) g(MCS-libre) g(and) f(this) h(doc) r(ument.) 31 b(The) 24 b(auth) r(or) g(may) g(be) h(con-) 4481505 y(tact) r(ed) e(for) h(an) o(y) f(reas) r(on) g(at) 5891643 y(D.) g(E.) f(W) l(illiams) 589 1756 y(Attn:) 30b(MCS-libre) 589 1869 y(720) 25 b(NW) d(5th) i(St.) j(#54) 5891982 y(Corv) n(al) r(lis,) c(OR) f(9733) r(0) 589 2095y(UNITED) f(ST) -8 b(A) e(T) n(ES) 589 2233 y(or) 5892370 y(willia) r(da@engr) m(.orst.edu) 24 b(with) g(the) g(subje) r(ct)f(\224MCS-libre\224) r(.) 589 2508 y(Chang) r(es) g(in) h(these) g(add)r(resses) g(will) g(be) f(note) r(d) g(in) g(late) r(r) g(releas) r(es)g(of) g(this) i(documen) r(t.) p Fh 448 2801 a(3) 120b(Monte-Carlo) 30 b(Simulation) p Ff 448 3008 a(Monte) r(-Carlo) 23b(simula) r(tion) h(is) e(a) h(someti) r(mes) f(ele) o(gan) r(t) g(\(an) r(d) g(someti) r(mes) h(crude\)) h(method) g(for) 4483121 y(simula) r(ting) 29 b(comple) q(x) f(syste) r(ms.) 43b(P) o(arameters) 30 b(that) f(af) n(fect) g(the) g(sys) r(tem) f(are) h(select) r(ed) f(from) 448 3234 y(rand) r(om) k(distri) r(b) n(utio) r(ns) g(and) h(the) g(syst) r(em) f(respon) r(se) g(to) h(these) g(v) n(alu) r(es) f(is) h(then) g(calcu) r(lated.) 448 3347y(Repeat) r(ing) i(this) g(proc) r(ess) g(man) o(y) f(times) h(prod) r(uces) g(ofte) r(n) f(usefu) r(l) g(infor) r(mation) h(abou) r(t) f(the) 448 3459 y(syst) r(em.) 28 b(The) 23 b(method) h(is) g(espec) r(ially) g(usefu) r(l) f(for) h(e) o(xaminin) r(g) f(non-l) r(inear) h(syst) r(ems.) p Fe 448 3709 a(3.1) 99 b(Uses) 25 b(of) g(Monte-Carlo) g(Simulation) p Ff 448 3883 a(Monte) r(-Carlo) f(simulati) r(on) f(pro) o(v) q(es) g(usefu) r(l) g(in) g(the) h(following) f(areas) r(:) 5894021 y(F) o(actory) i(Simulation) 589 4134 y(Discre) r(te-Ev) o(ent) f(Simulatio) r(n) 589 4247 y(Ev) n(olu) r(tiona) r(ry) f(Algorit) r(hms)589 4359 y(Mark) o(e) r(t) g(Simulation) 589 4472 y(Algor) r(ithm) g(T)-6 b(esting) 589 4585 y(Eco-sy) r(stem) 23 b(Simulati) r(on) 5894698 y(Systems) h(Scienc) r(e) 589 4811 y(Optimiza) r(tion) 19205225 y(2) p 90 rotate dyy eop%%Page: 3 33 2 bop Ff 589 573 a(This) 33 b(list) g(is) f(by) h(no) g(means) g(e) o(xhaus) r(ti) n(v) o(e.) 56 b(The) 32 b(autho) r(r) g(w) o(ould) h(lik)o(e) g(to) g(hear) g(of) f(othe) r(r) 448 686 y(crea) r(ti) n(v) o(e) 23b(appl) r(icatio) r(ns) g(of) h(the) f(tech) r(nolo) r(gy) -6b(.) p Fe 448 927 a(3.2) 99 b(Monte-Carlo) 26 b(Simulation) f(with) g(MCS-libr) n(e) p Ff 448 1101 a(MCS-libre) g(is) f(a) g(C++) g(tool) r(kit) g(to) h(f) o(acili) r(te) f(Monte-) r(Carlo) g(simula) r(tion.) 32b(It) 24 b(is) g(co) o(v) o(er) r(ed) g(unde) r(r) 4481214 y(GNU') -5 b(s) 31 b(Lessor) i(General) g(Public) f(Licens) r(e) f(\(LGPL\).) f(The) i(LGP) n(L) f(w) o(as) h(chose) r(n) f(to) h(allow)448 1327 y(incl) r(usion) 24 b(of) g(the) g(librar) r(y) f(into) h(prop) r(rietary) h(softw) o(are) r(.) 589 1440 y(The) g(remain) r(der)h(of) f(this) h(docume) r(nt) f(detai) r(ls) g(ho) n(w) g(to) g(emplo) o(y) h(MCS-libre) g(for) f(simula) r(-) 448 1553 y(tion) r(.) pFh 448 1837 a(4) 120 b(Getting) 30 b(MCS-libr) n(e) pFf 448 2044 a(MCS-libre) 24 b(is) f(rele) r(ased) h(on) f(sou) r(rceforge.net) r(.) p Fh 448 2329 a(5) 120 b(Compiling) 31b(and) f(Linkin) r(g) g(with) g(MCS-lib) r(r) n(e) pFf 448 2536 a(When) 24 b(compi) r(ling) g(your) g(pro) r(grams,) f(be) h(sure) g(tha) r(t) f(the) h(locati) r(on) f(of) h(the) g(MCS-libre) g(heade) r(r) 448 2649 y(\002les) g(is) f(kno) n(wn) h(to) f(the) h(compil) r(er) -5 b(.) 28 b(F) o(or) 23 b(GNU) e(g++,) j(this) g(is) f(acco) r(mplishe) r(d) g(as) g(foll) r(o) n(ws:) p Fc448 2813 a(g++) 48 b(-c) f(some_) r(progra) r(m_usi) r(ng_mcs) r(Libre)r(.cpp) g(-I/) r(usr/lo) r(cal/i) r(nclude) p Ff 5892977 a(where) p Fc 495 3124 a(/usr/l) r(ocal/) r(includ) r(e) pFf 448 3270 a(is) 24 b(the) g(locati) r(on) f(of) h(the) g(MCS-libre) g(heade) r(r) f(\002les.) 28 b(If) c(these) g(\002les) g(are) f(ins) r(talled) h(some) n(wher) r(e) 448 3383 y(else) r(,) 38b(be) f(sure) g(to) f(chan) r(ge) g(the) h(direc) r(tory) g(speci) r(\002ed) f(by) g(the) h(\223-I\224) g(optio) r(n) f(to) g(the) h(prope)r(r) 448 3496 y(loca) r(tion.) g(In) 26 b(man) o(y) g(case) r(s,) g(if)g(the) g(hea) r(der) g(\002les) g(are) h(in) f(a) f(stan) r(dard) i(inclu) r(de) f(direc) r(tory) -6 b(,) 27 b(the) 4483609 y(\223-I\224) d(opti) r(on) f(and) h(dire) r(ctory) g(spec) r(i\002cation) h(is) e(unne) r(cessar) r(y) g(due) h(to) f(compi) r(ler)g(sett) r(ings.) 589 3722 y(T) -7 b(o) 30 b(link) h(prog) r(rams) f(usin) r(g) g(MCS-libre,) i(the) e(loc) r(ation) h(and) g(name) g(of) f(the) h(requi) r(red) f(li-) 448 3835 y(brar) r(y) 23b(must) g(be) h(gi) n(v) o(en.) 29 b(F) o(or) 23 b(GNU) e(g++,) j(this)g(is) f(acco) r(mplishe) r(d) g(as) g(foll) r(o) n(ws:) pFc 448 3999 a(g++) 48 b(-o) f(some_) r(progra) r(m_usi) r(ng_mcs) r(Libre) h(some_) r(progr) r(am_usi) r(ng_mc) r(sLibre) r(.o) f(-L/us) r(r/loc) r(al/lib) h(-lmc) r(sLibre) p Ff 589 4163 a(Similar) 24b(to) f(the) h(abo) o(v) q(e) e(case) r(,) p Fc 495 4310a(/usr/l) r(ocal/) r(lib) p Ff 448 4457 a(is) i(the) f(loc) r(ation) h(of) g(the) f(MCS-libre) h(libra) r(ry) -6 b(.) 28 b(Chang) r(e) 23b(this) h(locat) r(ion) g(if) f(neces) r(sary) -6 b(.) 29b(The) p Fc 495 4604 a(-lmcsL) r(ibre) p Ff 448 4751a(ar) n(g) r(ument) e(tells) h(the) f(link) q(er) g(the) g(name) g(of) g(the) h(library) g(to) f(use.) 40 b(Often,) 28 b(the) f(\223-L) -8b(\224) 26 b(ar) n(g) r(ument) 448 4863 y(and) k(direc) r(tory) f(name)h(can) f(be) g(omitte) r(d) f(if) h(MCS-libre) g(is) g(inst) r(alled) h(in) f(a) f(stan) r(dard) i(librar) r(y) 448 4976 y(dire) r(ctory) 24b(and) g(the) g(link) o(e) r(r) f(is) g(set) h(to) f(loo) r(k) g(in) g(that) h(dire) r(ctory) l(.) 1920 5225 y(3) p 90 rotatedyy eop%%Page: 4 44 3 bop Fh 448 573 a(6) 120 b(Sampling) 31 b(Fr) n(om) e(Statistical) g(Distrib) n(utions) p Ff 448 780 a(A) e(class) h(calle) r(d) pFb 27 w(mcsLibr) m(e) p Ff 27 w(f) o(aci) r(lites) g(samplin) r(g) f(durin) r(g) g(simulat) r(ion.) 41 b(Be) o(gin) 27 b(by) h(includ) r(ing) 448 893 y(the) c(nece) r(ssary) g(head) r(er) f(\002le:) pFc 448 1080 a(#inc) r(lude) 48 b("mcsLi) r(bre.h) r(") pFf 589 1268 a(Then) 24 b(decla) r(re) f(an) h(objec) r(t) f(of) g(type)h(mcsLibre) r(:) p Fc 448 1456 a(mcsL) r(ibre) 48 b(sample) r(sourc) r(e;) p Ff 589 1643 a(This) 24 b(initia) r(lizes) g(MCS-libre) g(using) g(the) g(def) o(a) r(ult) g(100) g(rando) r(m) e(numbe) r(r) h(seeds.)589 1756 y(T) -7 b(o) 23 b(use) h(an) f(alte) r(rnati) n(v) o(e) h(set)g(of) f(seed) r(s) g(store) r(d) g(in) g(a) g(\002le,) g(use) pFc 448 1944 a(mcsL) r(ibre) 48 b(sample) r(sourc) r(e\(file) r(name\)) r(;) p Ff 589 2131 a(F) o(or) 32 b(e) o(xample) r(,) h(in) g(the) f(e) o(xtra) p 1540 2131 28 4 v 34 w(seed) r(s) g(direc) r(tory) h(there) g(are) g(lists) g(of) f(seed) r(s) g(that) h(can) f(be) 4482244 y(used) r(:) p Fc 448 2432 a(mcsL) r(ibre) 48 b(sample) r(sourc) r(e\(``\230/) r(MCS-l) r(ibre/e) r(xtra_) r(seeds/) r(ten_s) r(eeds'') r(\);) p Ff 589 2619 a(These) 34 b(lists) g(contai) r(n) e(lar) n(g) r

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