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Java example source code file (UncorrelatedRandomVectorGenerator.java)

This example Java source code file (UncorrelatedRandomVectorGenerator.java) is included in the alvinalexander.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

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Java - Java tags/keywords

normalizedrandomgenerator, randomvectorgenerator, uncorrelatedrandomvectorgenerator, util

The UncorrelatedRandomVectorGenerator.java Java example source code

 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * See the License for the specific language governing permissions and
 * limitations under the License.

package org.apache.commons.math3.random;

import java.util.Arrays;

import org.apache.commons.math3.exception.DimensionMismatchException;

 * A {@link RandomVectorGenerator} that generates vectors with uncorrelated
 * components. Components of generated vectors follow (independent) Gaussian
 * distributions, with parameters supplied in the constructor.
 * @since 1.2

public class UncorrelatedRandomVectorGenerator
  implements RandomVectorGenerator {

    /** Underlying scalar generator. */
    private final NormalizedRandomGenerator generator;

    /** Mean vector. */
    private final double[] mean;

    /** Standard deviation vector. */
    private final double[] standardDeviation;

  /** Simple constructor.
   * <p>Build an uncorrelated random vector generator from
   * its mean and standard deviation vectors.</p>
   * @param mean expected mean values for each component
   * @param standardDeviation standard deviation for each component
   * @param generator underlying generator for uncorrelated normalized
   * components
  public UncorrelatedRandomVectorGenerator(double[] mean,
                                           double[] standardDeviation,
                                           NormalizedRandomGenerator generator) {
    if (mean.length != standardDeviation.length) {
        throw new DimensionMismatchException(mean.length, standardDeviation.length);
    this.mean              = mean.clone();
    this.standardDeviation = standardDeviation.clone();
    this.generator = generator;

  /** Simple constructor.
   * <p>Build a null mean random and unit standard deviation
   * uncorrelated vector generator</p>
   * @param dimension dimension of the vectors to generate
   * @param generator underlying generator for uncorrelated normalized
   * components
  public UncorrelatedRandomVectorGenerator(int dimension,
                                           NormalizedRandomGenerator generator) {
    mean              = new double[dimension];
    standardDeviation = new double[dimension];
    Arrays.fill(standardDeviation, 1.0);
    this.generator = generator;

  /** Generate an uncorrelated random vector.
   * @return a random vector as a newly built array of double
  public double[] nextVector() {

    double[] random = new double[mean.length];
    for (int i = 0; i < random.length; ++i) {
      random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble();

    return random;



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