Java tutorial
/* * 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, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.rng.sampling.distribution; import org.apache.commons.rng.UniformRandomProvider; /** * <a href="https://en.wikipedia.org/wiki/Marsaglia_polar_method"> * Marsaglia polar method</a> for sampling from a Gaussian distribution * with mean 0 and standard deviation 1. * This is a variation of the algorithm implemented in * {@link BoxMullerNormalizedGaussianSampler}. * * @since 1.1 */ public class MarsagliaNormalizedGaussianSampler extends SamplerBase implements NormalizedGaussianSampler { /** Next gaussian. */ private double nextGaussian = Double.NaN; /** * @param rng Generator of uniformly distributed random numbers. */ public MarsagliaNormalizedGaussianSampler(UniformRandomProvider rng) { super(rng); } /** {@inheritDoc} */ @Override public double sample() { if (Double.isNaN(nextGaussian)) { // Rejection scheme for selecting a pair that lies within the unit circle. SAMPLE: while (true) { // Generate a pair of numbers within [-1 , 1). final double x = 2 * nextDouble() - 1; final double y = 2 * nextDouble() - 1; final double r2 = x * x + y * y; if (r2 > 1 || r2 == 0) { // Pair is not within the unit circle: Generate another one. continue SAMPLE; } // Pair (x, y) is within unit circle. final double alpha = Math.sqrt(-2 * Math.log(r2) / r2); // Keep second element of the pair for next invocation. nextGaussian = alpha * y; // Return the first element of the generated pair. return alpha * x; } } else { // Use the second element of the pair (generated at the // previous invocation). final double r = nextGaussian; // Both elements of the pair have been used. nextGaussian = Double.NaN; return r; } } /** {@inheritDoc} */ @Override public String toString() { return "Box-Muller (with rejection) normalized Gaussian deviate [" + super.toString() + "]"; } }