001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018package org.apache.commons.math3.random;
019
020import java.util.Arrays;
021
022import org.apache.commons.math3.exception.DimensionMismatchException;
023
024/**
025 * A {@link RandomVectorGenerator} that generates vectors with uncorrelated
026 * components. Components of generated vectors follow (independent) Gaussian
027 * distributions, with parameters supplied in the constructor.
028 *
029 * @version $Id: UncorrelatedRandomVectorGenerator.java 1416643 2012-12-03 19:37:14Z tn $
030 * @since 1.2
031 */
032
033public class UncorrelatedRandomVectorGenerator
034  implements RandomVectorGenerator {
035
036    /** Underlying scalar generator. */
037    private final NormalizedRandomGenerator generator;
038
039    /** Mean vector. */
040    private final double[] mean;
041
042    /** Standard deviation vector. */
043    private final double[] standardDeviation;
044
045  /** Simple constructor.
046   * <p>Build an uncorrelated random vector generator from
047   * its mean and standard deviation vectors.</p>
048   * @param mean expected mean values for each component
049   * @param standardDeviation standard deviation for each component
050   * @param generator underlying generator for uncorrelated normalized
051   * components
052   */
053  public UncorrelatedRandomVectorGenerator(double[] mean,
054                                           double[] standardDeviation,
055                                           NormalizedRandomGenerator generator) {
056    if (mean.length != standardDeviation.length) {
057        throw new DimensionMismatchException(mean.length, standardDeviation.length);
058    }
059    this.mean              = mean.clone();
060    this.standardDeviation = standardDeviation.clone();
061    this.generator = generator;
062  }
063
064  /** Simple constructor.
065   * <p>Build a null mean random and unit standard deviation
066   * uncorrelated vector generator</p>
067   * @param dimension dimension of the vectors to generate
068   * @param generator underlying generator for uncorrelated normalized
069   * components
070   */
071  public UncorrelatedRandomVectorGenerator(int dimension,
072                                           NormalizedRandomGenerator generator) {
073    mean              = new double[dimension];
074    standardDeviation = new double[dimension];
075    Arrays.fill(standardDeviation, 1.0);
076    this.generator = generator;
077  }
078
079  /** Generate an uncorrelated random vector.
080   * @return a random vector as a newly built array of double
081   */
082  public double[] nextVector() {
083
084    double[] random = new double[mean.length];
085    for (int i = 0; i < random.length; ++i) {
086      random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble();
087    }
088
089    return random;
090
091  }
092
093}