edu.rit.numeric

Class NormalPrng

java.lang.Object

edu.rit.numeric.DoublePrng

edu.rit.numeric.NormalPrng

public class NormalPrng
extends DoublePrng

Class NormalPrng provides a pseudorandom number generator (PRNG) that generates random numbers with a normal distribution.

Every two calls of the next() method result in two calls of the underlying uniform PRNG's nextDouble() method. More precisely, the first of a pair of next() calls does two nextDouble() calls, the second of a pair of next() calls does not call nextDouble().

Class NormalPrng uses the Box-Muller method to generate a standard normal distribution. Let x₁ and x₂ be drawn from a uniform distribution between 0 and 1. Then y₁ and y₂, defined as follows, are drawn from a standard normal distribution.

y₁ = sqrt(−2 ln x₁) cos 2πx₂
y₂ = sqrt(−2 ln x₁) sin 2πx₂ And (μ + σy₁) and (μ + σy₂) are drawn from a normal distribution with mean μ and standard deviation σ.

Note: While slower than other techniques, this technique does a fixed number of nextDouble() calls to generate each normally distributed random number. This behavior is important when parallel programs generate random numbers.

Constructor Summary

Constructors

Constructor and Description
NormalPrng(Random theUniformPrng) Construct a new standard normal PRNG.
NormalPrng(Random theUniformPrng, double theMean, double theStdev) Construct a new normal PRNG with the given mean and standard deviation.

Method Summary

Modifier and Type	Method and Description
double	next() Returns the next random number.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NormalPrng

public NormalPrng(Random theUniformPrng)

Construct a new standard normal PRNG. The mean is 0 and the standard deviation is 1.

Parameters:

theUniformPrng - The underlying uniform PRNG.

Throws:

java.lang.NullPointerException - (unchecked exception) Thrown if theUniformPrng is null.

NormalPrng

public NormalPrng(Random theUniformPrng,
                  double theMean,
                  double theStdev)

Construct a new normal PRNG with the given mean and standard deviation.

Parameters:

theUniformPrng - The underlying uniform PRNG.

theMean - Mean of the normal distribution.

theStdev - Standard deviation of the normal distribution.

Throws:

java.lang.NullPointerException - (unchecked exception) Thrown if theUniformPrng is null.

Method Detail

next

public double next()

Returns the next random number.

Specified by:

next in class DoublePrng

Returns:

Random number.