| /* |
| * 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.sysds.runtime.util; |
| |
| import java.util.Random; |
| |
| /** |
| * Class that generates a pair of random numbers from standard normal |
| * distribution N(0,1). Box-Muller method is used to compute random |
| * numbers from N(0,1) using two independent random numbers from U[0,1). |
| */ |
| |
| public class RandNPair |
| { |
| private double N1, N2; |
| |
| public double getFirst() { return N1; } |
| public double getSecond() { return N2; } |
| |
| public void compute(double U1, double U2) { |
| // Box-Muller transform |
| double v1 = Math.sqrt(-2*Math.log(U1)); |
| double v2 = 2*Math.PI*U2; |
| N1 = v1 * Math.cos(v2); |
| N2 = v1 * Math.sin(v2); |
| } |
| |
| public void compute(Random r) { |
| compute(r.nextDouble(), r.nextDouble()); |
| } |
| |
| } |