NormalPolarGen.java

/*
 * Class:        NormalPolarGen
 * Description:  normal random variate generators using the polar method
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       
 * @since
 *
 *
 * Licensed 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 umontreal.ssj.randvar;
 
import umontreal.ssj.rng.*;
import umontreal.ssj.probdist.*;

public class NormalPolarGen extends NormalGen {
 
   // used by polar method which calculate always two random values;
   private boolean available = false;
   private double[] variates = new double[2];
   private static double[] staticVariates = new double[2];

   public NormalPolarGen(RandomStream s, double mu, double sigma) {
      super(s, null);
      setParams(mu, sigma);
   }

   public NormalPolarGen(RandomStream s) {
      this(s, 0.0, 1.0);
   }

   public NormalPolarGen(RandomStream s, NormalDist dist) {
      super(s, dist);
      if (dist != null)
         setParams(dist.getMu(), dist.getSigma());
   }
 
   public double nextDouble() {
      if (available) {
         available = false;
         return mu + sigma * variates[1];
      } else {
         polar(stream, mu, sigma, variates);
         available = true;
         return mu + sigma * variates[0];
      }
   }

   public static double nextDouble(RandomStream s, double mu, double sigma) {
      polar(s, mu, sigma, staticVariates);
      return mu + sigma * staticVariates[0];
   }
 
//>>>>>>>>>>>>>>>>>>>>  P R I V A T E     M E T H O D S   <<<<<<<<<<<<<<<<<<<<
   // Polar method with rejection
   private static void polar(RandomStream stream, double mu, double sigma, double[] variates) {
      double x, y, s;
      do {
         x = 2 * stream.nextDouble() - 1;
         y = 2 * stream.nextDouble() - 1;
         s = x * x + y * y;
      } while (s > 1.0 || s == 0.0);
 
      double temp = Math.sqrt(-2.0 * Math.log(s) / s);
 
      variates[0] = y * temp;
      variates[1] = x * temp;
   }
 
}