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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    *      http://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  package org.apache.commons.math.random;
19  
20  import java.util.Arrays;
21  
22  import org.apache.commons.math.MathRuntimeException;
23  
24  /** 
25   * A {@link RandomVectorGenerator} that generates vectors with uncorrelated
26   * components. Components of generated vectors follow (independent) Gaussian
27   * distributions, with parameters supplied in the constructor.
28   * 
29   * @version $Revision: 780933 $ $Date: 2009-06-02 00:39:12 -0400 (Tue, 02 Jun 2009) $
30   * @since 1.2
31   */
32  
33  public class UncorrelatedRandomVectorGenerator
34    implements RandomVectorGenerator {
35  
36    /** Simple constructor.
37     * <p>Build an uncorrelated random vector generator from
38     * its mean and standard deviation vectors.</p>
39     * @param mean expected mean values for each component
40     * @param standardDeviation standard deviation for each component
41     * @param generator underlying generator for uncorrelated normalized
42     * components
43     */
44    public UncorrelatedRandomVectorGenerator(double[] mean,
45                                             double[] standardDeviation,
46                                             NormalizedRandomGenerator generator) {
47      if (mean.length != standardDeviation.length) {
48        throw MathRuntimeException.createIllegalArgumentException(
49              "dimension mismatch {0} != {1}",
50              mean.length, standardDeviation.length);
51      }
52      this.mean              = mean.clone();
53      this.standardDeviation = standardDeviation.clone();
54      this.generator = generator;
55    }
56  
57    /** Simple constructor.
58     * <p>Build a null mean random and unit standard deviation
59     * uncorrelated vector generator</p>
60     * @param dimension dimension of the vectors to generate
61     * @param generator underlying generator for uncorrelated normalized
62     * components
63     */
64    public UncorrelatedRandomVectorGenerator(int dimension,
65                                             NormalizedRandomGenerator generator) {
66      mean              = new double[dimension];
67      standardDeviation = new double[dimension];
68      Arrays.fill(standardDeviation, 1.0);
69      this.generator = generator;
70    }
71  
72    /** Generate an uncorrelated random vector.
73     * @return a random vector as a newly built array of double
74     */
75    public double[] nextVector() {
76  
77      double[] random = new double[mean.length]; 
78      for (int i = 0; i < random.length; ++i) {
79        random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble();
80      }
81  
82      return random;
83  
84    }
85  
86    /** Mean vector. */
87    private double[] mean;
88  
89    /** Standard deviation vector. */
90    private double[] standardDeviation;
91  
92    /** Underlying scalar generator. */
93    private NormalizedRandomGenerator generator;
94  
95  }