Slide #0

ECE673 – Week 2
Computer Simulation
Learning Objectives
– Create vectors and matrices in the widely-used computer program
called Matlab, and perform numerical operations on them
– Become familiar with basic Matlab functions
– Plot functions and data in Matlab
– Understand how to simulate random events in Matlab
– Estimate characteristics such as average values and histograms in
Matlab
Slide #HOME

Week 1 – Lessons
Lesson 1.1Introduction to Matlab Lesson 1.2
Computer Simulation of Random Phenomen
a
Slide #1.1

Lesson 1.1

Introduction to Matlab

Note: NJIT students can download

Matlab from NJIT’s website.
Slide #1.2

Introduction to Matlab
• Overview of Matlab
– In MATLAB we can perform operations on scalars,
vectors and matrices.
– Examples of making scalars, vectors and matrices in
Matlab:
>> x=-2 >> x=[1;0;-3] >> x=[4,2,3;1,-1,0]

x= x= x=

-2 1 4 2 3
0 1 -1 0
-3
Slide #1.3

Overview of Matlab

• Addition, Multiplication, Transpose

>> x=[3,-1;8,0] >> z=x+y >> 3*x
y=[-2,9;7,2]
z= ans =
x=
1 8 9 -3
3 -1 15 2 24 0
8 0
>> z=x*y >> x'

y= z= ans =

-2 9 -13 25 3 8
7 2 -16 72 -1 0
Slide #1.4

Overview of Matlab
• Using colon “:” to specify intervening values
>> x=[3:6] >> a=[4:0.5:6]' >> b=[2:7;6:-2:-4]'

x= a= b=

3 4 5 6 4.0000 2 6
4.5000 3 4
>> y=[3:6]' 5.0000 4 2
5.5000 5 0
y= 6.0000 6 -2
7 -4
3
4
5
6
Slide #1.5

Overview of Matlab
• Element-by-element operation using the dot symbol
“.” before the operation
>> b=[-1:3] >> x=[3,-1;8,0] >> z=x./y

b= x= z=

-1 0 1 2 3 3 -1 -3.0000 -0.2500
8 0 4.0000 0
>> a=b.^2
>> y=[-1,4;2,5] >> t=x.*y
a=
y= t=
1 0 1 4 9
-1 4 -3 -4
2 5 16 0
Slide #1.6

Overview of Matlab
• Making a “for” loop:
– Using for loop to create a column vector where the i-th element is
equal to i 2

>> for i=1:5 >> x

x(i,1)=i^2;
end x =

1
4
9
16
25
Slide #1.7

Overview of Matlab
• Use of the “if” statement:
– Randomly simulate the digits 3 and -3 using the if statement and store
in a variable called x :
a=rand;
if a>0.5
x=3;
else
x=-3;
end
– In Matlab “rand” generates randomly a number between 0 and 1.
– The above code simulates the random variable x such that x is either
3 or -3, with a probability of 0.5.
Slide #1.8

Overview of Matlab
Slide #1.9

Useful MATLAB Functions

Slide #1.10

Plotting in Matlab
Slide #1.11

Plotting in Matlab

• Example:
9

clear all 8

x=[-3:0.5:3]; 7

y=x.^2; 6

plot(x,y) 5

2
y=x
xlabel('x') 4

ylabel('y=x^2') 3

grid 2

0
-3 -2 -1 0 1 2 3
x
Slide #End of Lesson

End of Lesson
Click here to return to the main menu.
Slide #2.1

Lesson 1.1

Computer Simulation of Random

Phenomena
Slide #2.2

Computer Simulation of Random Phenomena

• Why Use Computer Simulations?

– To build intuition and find new results.

– To understand and analyze complex problems that cannot be

handled mathematically and analytically.
Slide #2.3

Computer Simulation of Random Phenomena

• Basics of Monte Carlo (Random) Computer Simulations in
Matlab
Example: If the possible values of x are {-1.6,4,9} with probabilities {0.2,0.1,0.7},
then write a Matlab code to simulate 10 values of x (see a similar code in page 18 of
the textbook).
for i=1:10
u=rand; % generates a random number between 0 and 1
if u<=0.2
x(i,1)=-1.6;
elseif u>0.2 & u<=0.3
x(i,1)=4;
elseif u>0.3
x(i,1)=9;
end
end
Slide #2.4

Computer Simulation of Random Phenomena

• Determining Characteristics of Random Variables

– Probability Density Function

– Average Value
Slide #2.5

Determining Characteristics of Random

Variables
• Probability Density Function

Roughly speaking, the probability density function (PDF)

of a random variable is a function which shows the
chance of the random variable taking different values.
Example: PDF of a Gaussian or normal random
variable (which will be discussed thoroughly in week 3):
Slide #2.6

Probability Density Function (continued)

• Plotting the Gaussian or normal PDF between - 4 and 4
x=[-4:0.01:4];
plot(x,(1/sqrt(2*pi))*exp(-0.5*x.^2))
0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0
-4 -3 -2 -1 0 1 2 3 4
Slide #2.7

Probability Density Function (continued)

• The Matlab “randn” command generates Gaussian or normal
random numbers whose PDF is:
• To estimate the PDF of random 3000
data, one can use the “hist”
command in Matlab, which shows 2500
the histogram of data: 2000
y=randn(10000,1); % generates
10000 normal random numbers 1500

hist(y); % creates the histogram

of the data in y 1000

• Note: PDF graph in the previous 500

slide and the histogram here have
almost the same bell shape. 0
-4 -3 -2 -1 0 1 2 3 4
Slide #2.8

Determining Characteristics of Random Variables

• Average Value

– Suppose we have 6 observations x = [x1, x2, …, x6] and would

like to find their average.
– This is the formula for calculating the average:

1 6
average   xi
6 i 1
Slide #2.9

Average Value (continued)

• Finding the average in Matlab
– This code can be used to find the average of x1, x2, …, x6 :
x=[1 2 -4 0 3.7 11];
y=0;
for i=1:6
y=y+x(i);
end
average=y/6

– Or, we can directly use the “mean” function in Matlab:

x=[1 2 -4 0 3.7 11];
average=mean(x)
Slide #End of Lesson

End of Lesson
Click here to return to the main menu.
Reference

Kay, S. (2006). Intuitive probability and random

processes using Matlab. Springer.