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Elementary math utilities with a focus on random number generation, non-linear optimization, interpolation and solvers
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/*
* Copyright 2024 Stefan Zobel
*
* 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 math.rng;
import java.util.Objects;
import java.util.Spliterator;
import java.util.function.DoubleConsumer;
final class InverseGammaSpliterator extends PseudoRandomSpliterator implements Spliterator.OfDouble {
final double alpha;
final double beta;
final double inverse_scale_theta;
final PseudoRandom prng;
InverseGammaSpliterator(PseudoRandom prng, long index, long fence, double alpha, double beta) {
super(index, fence);
if (alpha <= 0.0) {
throw new IllegalArgumentException("alpha <= 0.0 (" + alpha + ")");
}
if (beta <= 0.0) {
throw new IllegalArgumentException("beta <= 0.0 (" + beta + ")");
}
this.alpha = alpha;
this.beta = beta;
this.inverse_scale_theta = 1.0 / beta;
this.prng = prng;
}
@Override
public Spliterator.OfDouble trySplit() {
long idx = index;
long s = (idx + fence) >>> 1;
if (s <= idx) {
return null;
}
index = s;
return new InverseGammaSpliterator(prng, idx, s, alpha, beta);
}
@Override
public boolean tryAdvance(DoubleConsumer consumer) {
Objects.requireNonNull(consumer);
long idx = index;
long fence_ = fence;
if (idx < fence_) {
consumer.accept(sample(prng, alpha, inverse_scale_theta));
index = idx + 1;
return true;
} else {
return false;
}
}
@Override
public void forEachRemaining(DoubleConsumer consumer) {
Objects.requireNonNull(consumer);
long idx = index;
long fence_ = fence;
if (idx < fence_) {
index = fence_;
PseudoRandom pr = prng;
double a = alpha;
double theta_inv = inverse_scale_theta;
do {
consumer.accept(sample(pr, a, theta_inv));
} while (++idx < fence_);
}
}
static double sample(PseudoRandom prng, double alpha, double inverse_scale_theta) {
double gamma = 0.0;
do {
gamma = GammaSpliterator.sample(prng, alpha, inverse_scale_theta);
} while (gamma == 0.0);
return 1.0 / gamma;
}
}
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