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 * @since 1.2 030 */ 031 032public class UncorrelatedRandomVectorGenerator 033 implements RandomVectorGenerator { 034 035 /** Underlying scalar generator. */ 036 private final NormalizedRandomGenerator generator; 037 038 /** Mean vector. */ 039 private final double[] mean; 040 041 /** Standard deviation vector. */ 042 private final double[] standardDeviation; 043 044 /** Simple constructor. 045 * <p>Build an uncorrelated random vector generator from 046 * its mean and standard deviation vectors.</p> 047 * @param mean expected mean values for each component 048 * @param standardDeviation standard deviation for each component 049 * @param generator underlying generator for uncorrelated normalized 050 * components 051 */ 052 public UncorrelatedRandomVectorGenerator(double[] mean, 053 double[] standardDeviation, 054 NormalizedRandomGenerator generator) { 055 if (mean.length != standardDeviation.length) { 056 throw new DimensionMismatchException(mean.length, standardDeviation.length); 057 } 058 this.mean = mean.clone(); 059 this.standardDeviation = standardDeviation.clone(); 060 this.generator = generator; 061 } 062 063 /** Simple constructor. 064 * <p>Build a null mean random and unit standard deviation 065 * uncorrelated vector generator</p> 066 * @param dimension dimension of the vectors to generate 067 * @param generator underlying generator for uncorrelated normalized 068 * components 069 */ 070 public UncorrelatedRandomVectorGenerator(int dimension, 071 NormalizedRandomGenerator generator) { 072 mean = new double[dimension]; 073 standardDeviation = new double[dimension]; 074 Arrays.fill(standardDeviation, 1.0); 075 this.generator = generator; 076 } 077 078 /** Generate an uncorrelated random vector. 079 * @return a random vector as a newly built array of double 080 */ 081 public double[] nextVector() { 082 083 double[] random = new double[mean.length]; 084 for (int i = 0; i < random.length; ++i) { 085 random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble(); 086 } 087 088 return random; 089 090 } 091 092}