1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 /*
19 * This is not the original file distributed by the Apache Software Foundation
20 * It has been modified by the Hipparchus project
21 */
22
23 package org.hipparchus.random;
24
25 import java.util.Arrays;
26
27 import org.hipparchus.exception.LocalizedCoreFormats;
28 import org.hipparchus.exception.MathIllegalArgumentException;
29
30 /**
31 * A {@link RandomVectorGenerator} that generates vectors with uncorrelated components.
32 * <p>
33 * Components of generated vectors follow (independent) Gaussian distributions,
34 * with parameters supplied in the constructor.
35 */
36 public class UncorrelatedRandomVectorGenerator
37 implements RandomVectorGenerator {
38
39 /** Underlying scalar generator. */
40 private final NormalizedRandomGenerator generator;
41
42 /** Mean vector. */
43 private final double[] mean;
44
45 /** Standard deviation vector. */
46 private final double[] standardDeviation;
47
48 /**
49 * Simple constructor.
50 * <p>
51 * Build an uncorrelated random vector generator from its mean and standard deviation vectors.
52 * </p>
53 *
54 * @param mean expected mean values for each component
55 * @param standardDeviation standard deviation for each component
56 * @param generator underlying generator for uncorrelated normalized components
57 */
58 public UncorrelatedRandomVectorGenerator(double[] mean, double[] standardDeviation,
59 NormalizedRandomGenerator generator) {
60 if (mean.length != standardDeviation.length) {
61 throw new MathIllegalArgumentException(LocalizedCoreFormats.DIMENSIONS_MISMATCH, mean.length,
62 standardDeviation.length);
63 }
64 this.mean = mean.clone();
65 this.standardDeviation = standardDeviation.clone();
66 this.generator = generator;
67 }
68
69 /**
70 * Simple constructor.
71 * <p>
72 * Build a null mean random and unit standard deviation uncorrelated
73 * vector generator.
74 *
75 * @param dimension dimension of the vectors to generate
76 * @param generator underlying generator for uncorrelated normalized components
77 */
78 public UncorrelatedRandomVectorGenerator(int dimension, NormalizedRandomGenerator generator) {
79 mean = new double[dimension];
80 standardDeviation = new double[dimension];
81 Arrays.fill(standardDeviation, 1.0);
82 this.generator = generator;
83 }
84
85 /**
86 * Generate an uncorrelated random vector.
87 *
88 * @return a random vector as a newly built array of double
89 */
90 @Override
91 public double[] nextVector() {
92
93 double[] random = new double[mean.length];
94 for (int i = 0; i < random.length; ++i) {
95 random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble();
96 }
97
98 return random;
99 }
100
101 }