random-simulation-3.cpp

很好的随机模拟例题

// Monte Carlo Simulation
// Written by Microsoft Visual C++
// Copyright by UTLab @ Tsinghua University
// http://orsc.edu.cn/UTLab

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "UTLab.h"

main()
{
  int i, n=3000;
  double a, b, c, sum[3001];

  for(i=1; i<=n; i++) {
	  a=myexp(1);
	  b=myn(2,1);
	  c=myu(0,3);
	  sum[i]=a+b*b+c*c*c;
  }

   printf("L = %3.4f\n",findmaxn(sum,1,3000,2400));
  return 1;
}