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
018 package org.apache.commons.math3.random;
019
020 import java.util.Arrays;
021
022 import 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
033 public 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 }