User:Jackliddle/Metropolis algorithm

The Metropolis Algorithm is used in the Monte Carlo methods for importance sampling probablity distributions.

Description

For generating a sequence of gauge field configurations $\Sigma$ distributed with a probability density $e^{-S}$. Expectation values of Quantum Mechanical observables can then be calculated

$<O>={\frac {1}{n}}\sum _{i=m+1}^{m+n}O(\Sigma _{i})$

where the first m steps bring the system into equilbrium.

Pseudo Code

using Wikicode

See also

• Metropolis-Hastings algorithm