/* * 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.math4.util.FastMath; import org.apache.commons.rng.UniformRandomProvider; /** * This class implements a normalized uniform random generator. * * <p> * It generates values from a uniform distribution with mean * equal to 0 and standard deviation equal to 1. * Generated values fall in the range \( [-\sqrt{3}, +\sqrt{3}] \). * </p> * * @since 1.2 */ public class UniformRandomGenerator implements NormalizedRandomGenerator { /** Square root of three. */ private static final double SQRT3 = FastMath.sqrt(3); /** Underlying generator. */ private final UniformRandomProvider generator; /** * Creates a new generator. * * @param generator Underlying random generator. */ public UniformRandomGenerator(UniformRandomProvider generator) { this.generator = generator; } /** * Generates a random scalar with zero mean and unit standard deviation. * * @return a random scalar in the range \( [-\sqrt{3}, +\sqrt{3}] \). */ @Override public double nextNormalizedDouble() { return SQRT3 * (2 * generator.nextDouble() - 1); } }