Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 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 | import org.apache.commons.math.exception.DimensionMismatchException; |
| 23 | |
| 24 | /** |
| 25 | * A {@link RandomVectorGenerator} that generates vectors with uncorrelated |
| 26 | * components. Components of generated vectors follow (independent) Gaussian |
| 27 | * distributions, with parameters supplied in the constructor. |
| 28 | * |
| 29 | * @version $Revision: 962515 $ $Date: 2010-07-09 15:15:28 +0200 (ven. 09 juil. 2010) $ |
| 30 | * @since 1.2 |
| 31 | */ |
| 32 | |
| 33 | public class UncorrelatedRandomVectorGenerator |
| 34 | implements RandomVectorGenerator { |
| 35 | |
| 36 | /** Underlying scalar generator. */ |
| 37 | private final NormalizedRandomGenerator generator; |
| 38 | |
| 39 | /** Mean vector. */ |
| 40 | private final double[] mean; |
| 41 | |
| 42 | /** Standard deviation vector. */ |
| 43 | private final double[] standardDeviation; |
| 44 | |
| 45 | /** Simple constructor. |
| 46 | * <p>Build an uncorrelated random vector generator from |
| 47 | * its mean and standard deviation vectors.</p> |
| 48 | * @param mean expected mean values for each component |
| 49 | * @param standardDeviation standard deviation for each component |
| 50 | * @param generator underlying generator for uncorrelated normalized |
| 51 | * components |
| 52 | */ |
| 53 | public UncorrelatedRandomVectorGenerator(double[] mean, |
| 54 | double[] standardDeviation, |
| 55 | NormalizedRandomGenerator generator) { |
| 56 | if (mean.length != standardDeviation.length) { |
| 57 | throw new DimensionMismatchException(mean.length, standardDeviation.length); |
| 58 | } |
| 59 | this.mean = mean.clone(); |
| 60 | this.standardDeviation = standardDeviation.clone(); |
| 61 | this.generator = generator; |
| 62 | } |
| 63 | |
| 64 | /** Simple constructor. |
| 65 | * <p>Build a null mean random and unit standard deviation |
| 66 | * uncorrelated vector generator</p> |
| 67 | * @param dimension dimension of the vectors to generate |
| 68 | * @param generator underlying generator for uncorrelated normalized |
| 69 | * components |
| 70 | */ |
| 71 | public UncorrelatedRandomVectorGenerator(int dimension, |
| 72 | NormalizedRandomGenerator generator) { |
| 73 | mean = new double[dimension]; |
| 74 | standardDeviation = new double[dimension]; |
| 75 | Arrays.fill(standardDeviation, 1.0); |
| 76 | this.generator = generator; |
| 77 | } |
| 78 | |
| 79 | /** Generate an uncorrelated random vector. |
| 80 | * @return a random vector as a newly built array of double |
| 81 | */ |
| 82 | public double[] nextVector() { |
| 83 | |
| 84 | double[] random = new double[mean.length]; |
| 85 | for (int i = 0; i < random.length; ++i) { |
| 86 | random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble(); |
| 87 | } |
| 88 | |
| 89 | return random; |
| 90 | |
| 91 | } |
| 92 | |
| 93 | } |