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.math4.random;
019
020import org.apache.commons.rng.UniformRandomProvider;
021import org.apache.commons.rng.sampling.distribution.NormalizedGaussianSampler;
022import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler;
023
024/**
025 * Random generator that generates normally distributed samples.
026 *
027 * @since 1.2
028 */
029public class GaussianRandomGenerator implements NormalizedRandomGenerator {
030    /** Gaussian distribution sampler. */
031    private final NormalizedGaussianSampler sampler;
032
033    /**
034     * Creates a new generator.
035     *
036     * @param generator Underlying random generator.
037     */
038    public GaussianRandomGenerator(final UniformRandomProvider generator) {
039        sampler = new MarsagliaNormalizedGaussianSampler(generator);
040    }
041
042    /**
043     * Generates a random scalar with zero mean and unit standard deviation.
044     *
045     * @return a random value sampled from a normal distribution.
046     */
047    @Override
048    public double nextNormalizedDouble() {
049        return sampler.sample();
050    }
051}