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: 780933 $ $Date: 2009-06-02 00:39:12 -0400 (Tue, 02 Jun 2009) $ 030 * @since 1.2 031 */ 032 033 public class UncorrelatedRandomVectorGenerator 034 implements RandomVectorGenerator { 035 036 /** Simple constructor. 037 * <p>Build an uncorrelated random vector generator from 038 * its mean and standard deviation vectors.</p> 039 * @param mean expected mean values for each component 040 * @param standardDeviation standard deviation for each component 041 * @param generator underlying generator for uncorrelated normalized 042 * components 043 */ 044 public UncorrelatedRandomVectorGenerator(double[] mean, 045 double[] standardDeviation, 046 NormalizedRandomGenerator generator) { 047 if (mean.length != standardDeviation.length) { 048 throw MathRuntimeException.createIllegalArgumentException( 049 "dimension mismatch {0} != {1}", 050 mean.length, standardDeviation.length); 051 } 052 this.mean = mean.clone(); 053 this.standardDeviation = standardDeviation.clone(); 054 this.generator = generator; 055 } 056 057 /** Simple constructor. 058 * <p>Build a null mean random and unit standard deviation 059 * uncorrelated vector generator</p> 060 * @param dimension dimension of the vectors to generate 061 * @param generator underlying generator for uncorrelated normalized 062 * components 063 */ 064 public UncorrelatedRandomVectorGenerator(int dimension, 065 NormalizedRandomGenerator generator) { 066 mean = new double[dimension]; 067 standardDeviation = new double[dimension]; 068 Arrays.fill(standardDeviation, 1.0); 069 this.generator = generator; 070 } 071 072 /** Generate an uncorrelated random vector. 073 * @return a random vector as a newly built array of double 074 */ 075 public double[] nextVector() { 076 077 double[] random = new double[mean.length]; 078 for (int i = 0; i < random.length; ++i) { 079 random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble(); 080 } 081 082 return random; 083 084 } 085 086 /** Mean vector. */ 087 private double[] mean; 088 089 /** Standard deviation vector. */ 090 private double[] standardDeviation; 091 092 /** Underlying scalar generator. */ 093 private NormalizedRandomGenerator generator; 094 095 }