Efficient memory allocation for MonteCarlo simulation

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Alessandro Cerrano 2017-10-20

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/362278-efficient-memory-allocation-for-montecarlo-simulation

评论： Jan 2017-10-20

Hi, I am a beginner with Matlab and have an issue, maybe someone can help I need to perdorm a MC simulation, I have data for 8760 hours (1 year), i need to create a normal distribution for a variable Vf, and run the code at least 10000 times,

The code is like

n=10000;
L=length(data_es1);
for i=1:1:n
 %L is 8760, data_es1(j,2) is the mean while data_es1(j,12) is st.deviation
    for j=1:1:L
        Vf(j,i)=data_es1(j,2)+data_es1(j,12).*randn;
end

This would create a 10000x8760 matrix, that is very big, and I have several variables to manage in this way (Vf plus at least 5 others), I have encourred a "out of memory" problem,

Any idea to run the code smarter and save memory/busy problems?

Thank you

Alex