| /* |
| * 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 can generate a stream of random numbers from standard |
| * normal distribution N(0,1). This class internally makes use of |
| * RandNPair, which uses Box-Muller method. |
| */ |
| |
| public class NormalPRNGenerator extends PRNGenerator |
| { |
| private final Random rnorm; |
| private RandNPair pair; |
| private boolean flag = false; // we use pair.N1 if flag=false, and pair.N2 otherwise |
| |
| public NormalPRNGenerator() { |
| rnorm = new Random(); |
| } |
| |
| @Override |
| public void setSeed(long seed) { |
| rnorm.setSeed(seed); |
| pair = new RandNPair(); |
| flag = false; |
| pair.compute(rnorm); |
| } |
| |
| @Override |
| public double nextDouble() { |
| double d; |
| if (!flag) { |
| d = pair.getFirst(); |
| } |
| else { |
| d = pair.getSecond(); |
| pair.compute(rnorm); |
| } |
| flag = !flag; |
| return d; |
| } |
| } |