1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.apache.commons.math.random;
19
20 import java.util.Arrays;
21
22 /**
23 * A {@link RandomVectorGenerator} that generates vectors with uncorrelated
24 * components. Components of generated vectors follow (independent) Gaussian
25 * distributions, with parameters supplied in the constructor.
26 *
27 * @version $Revision: 620312 $ $Date: 2008-02-10 12:28:59 -0700 (Sun, 10 Feb 2008) $
28 * @since 1.2
29 */
30
31 public class UncorrelatedRandomVectorGenerator
32 implements RandomVectorGenerator {
33
34 /** Simple constructor.
35 * <p>Build an uncorrelated random vector generator from
36 * its mean and standard deviation vectors.</p>
37 * @param mean expected mean values for each component
38 * @param standardDeviation standard deviation for each component
39 * @param generator underlying generator for uncorrelated normalized
40 * components
41 */
42 public UncorrelatedRandomVectorGenerator(double[] mean,
43 double[] standardDeviation,
44 NormalizedRandomGenerator generator) {
45 if (mean.length != standardDeviation.length) {
46 throw new IllegalArgumentException("dimension mismatch");
47 }
48 this.mean = (double[]) mean.clone();
49 this.standardDeviation = (double[]) standardDeviation.clone();
50 this.generator = generator;
51 }
52
53 /** Simple constructor.
54 * <p>Build a null mean random and unit standard deviation
55 * uncorrelated vector generator</p>
56 * @param dimension dimension of the vectors to generate
57 * @param generator underlying generator for uncorrelated normalized
58 * components
59 */
60 public UncorrelatedRandomVectorGenerator(int dimension,
61 NormalizedRandomGenerator generator) {
62 mean = new double[dimension];
63 standardDeviation = new double[dimension];
64 Arrays.fill(standardDeviation, 1.0);
65 this.generator = generator;
66 }
67
68 /** Generate an uncorrelated random vector.
69 * @return a random vector as a newly built array of double
70 */
71 public double[] nextVector() {
72
73 double[] random = new double[mean.length];
74 for (int i = 0; i < random.length; ++i) {
75 random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble();
76 }
77
78 return random;
79
80 }
81
82 /** Mean vector. */
83 private double[] mean;
84
85 /** Standard deviation vector. */
86 private double[] standardDeviation;
87
88 /** Underlying scalar generator. */
89 private NormalizedRandomGenerator generator;
90
91 }