中文说明:应用背景 这个算法已经在金融学、经济学、工程学、物理学、计算科学及计算机科学等多个领域广泛应用。而且这个算法本身并不复杂,只要掌握概率论及数理统计的基本知识,就可以学会并加以应用。由于这种算法与传统的确定性算法在解决问题的思路方面截然不同,作为计算机科学与技术相关人员以及程序员,掌握此算法,可以开阔思维,为解决问题增加一条新的思路。关键技术 很多实际问题的数学模型均可归结为求解形如f(x)=0的线性方程组或非线性方程组.求解非线性方程组的一般方法是 迭代法.由于用传统方法求解非线性方程组容易导致失败、精确度偏低或有效性偏差等问题,因而需要改进求解方法,以取得明显的效果.为了使求解线性或非线性方程组的工作变得更加高效、精确和便捷,可以采用求解线性和非线性方程组的通用算法,此即蒙特卡罗算法.
English Description:
Application background this algorithm has been widely used in many fields such as finance, economics, engineering, physics, computational science and computer science. And the algorithm itself is not complicated, as long as the probability of mastering the basic knowledge of mathematical statistics, you can learn and apply it. Because of this algorithm and the traditional deterministic algorithm in solving the problem of thinking is different, as a computer science and technology related personnel and programmers, master this algorithm, can open thinking, to solve the problem to increase a new idea.Key Technology mathematical models of many practical problems can be formulated as solving linear equations of F (x) =0. The general method of solving nonlinear equations is iterative method. Because the traditional method is used to solve the nonlinear equations, it is easy to solve the problem.