/* * 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.math4.random; import org.apache.commons.rng.UniformRandomProvider; import org.apache.commons.math4.distribution.RealDistribution; import org.apache.commons.math4.distribution.NormalDistribution; /** * Random generator that generates normally distributed samples. * * @since 1.2 */ public class GaussianRandomGenerator implements NormalizedRandomGenerator { /** Gaussian distribution sampler. */ private final RealDistribution.Sampler sampler; /** * Creates a new generator. * * @param generator Underlying random generator. */ public GaussianRandomGenerator(final UniformRandomProvider generator) { sampler = new NormalDistribution().createSampler(generator); } /** * Generates a random scalar with zero mean and unit standard deviation. * * @return a random value sampled from a normal distribution. */ @Override public double nextNormalizedDouble() { return sampler.sample(); } }