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.math.random; 019 020 import java.util.Arrays; 021 022 import org.apache.commons.math.MathRuntimeException; 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 $Revision: 811827 $ $Date: 2009-09-06 11:32:50 -0400 (Sun, 06 Sep 2009) $ 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 MathRuntimeException.createIllegalArgumentException( 058 "dimension mismatch {0} != {1}", 059 mean.length, standardDeviation.length); 060 } 061 this.mean = mean.clone(); 062 this.standardDeviation = standardDeviation.clone(); 063 this.generator = generator; 064 } 065 066 /** Simple constructor. 067 * <p>Build a null mean random and unit standard deviation 068 * uncorrelated vector generator</p> 069 * @param dimension dimension of the vectors to generate 070 * @param generator underlying generator for uncorrelated normalized 071 * components 072 */ 073 public UncorrelatedRandomVectorGenerator(int dimension, 074 NormalizedRandomGenerator generator) { 075 mean = new double[dimension]; 076 standardDeviation = new double[dimension]; 077 Arrays.fill(standardDeviation, 1.0); 078 this.generator = generator; 079 } 080 081 /** Generate an uncorrelated random vector. 082 * @return a random vector as a newly built array of double 083 */ 084 public double[] nextVector() { 085 086 double[] random = new double[mean.length]; 087 for (int i = 0; i < random.length; ++i) { 088 random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble(); 089 } 090 091 return random; 092 093 } 094 095 }