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The Apache Commons RNG Sampling module provides samplers for various distributions.

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 * Licensed to the Apache Software Foundation (ASF) under one or more
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 * 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
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package org.apache.commons.rng.sampling.shape;

import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.rng.sampling.SharedStateObjectSampler;

/**
 * Generate points uniformly distributed within a n-dimension box (hyperrectangle).
 *
 * 

Sampling uses:

* *
    *
  • {@link UniformRandomProvider#nextDouble()} *
* * @see Hyperrectangle (Wikipedia) * @since 1.4 */ public abstract class BoxSampler implements SharedStateObjectSampler { /** The dimension for 2D sampling. */ private static final int TWO_D = 2; /** The dimension for 3D sampling. */ private static final int THREE_D = 3; /** The source of randomness. */ private final UniformRandomProvider rng; // The following code defines a point within the range ab: // p = (1 - u)a + ub, u in [0, 1] // // This is the same method used in the // o.a.c.rng.sampling.distribution.ContinuousUniformSampler but extended to N-dimensions. /** * Sample uniformly from a box in 2D. This is an non-array based specialisation of * {@link BoxSamplerND} for performance. */ private static final class BoxSampler2D extends BoxSampler { /** The x component of bound a. */ private final double ax; /** The y component of bound a. */ private final double ay; /** The x component of bound b. */ private final double bx; /** The y component of bound b. */ private final double by; /** * @param rng Source of randomness. * @param a Bound a. * @param b Bound b. */ BoxSampler2D(UniformRandomProvider rng, double[] a, double[] b) { super(rng); ax = a[0]; ay = a[1]; bx = b[0]; by = b[1]; } /** * @param rng Source of randomness. * @param source Source to copy. */ BoxSampler2D(UniformRandomProvider rng, BoxSampler2D source) { super(rng); ax = source.ax; ay = source.ay; bx = source.bx; by = source.by; } @Override public double[] sample() { return new double[] {createSample(ax, bx), createSample(ay, by)}; } @Override public BoxSampler withUniformRandomProvider(UniformRandomProvider rng) { return new BoxSampler2D(rng, this); } } /** * Sample uniformly from a box in 3D. This is an non-array based specialisation of * {@link BoxSamplerND} for performance. */ private static final class BoxSampler3D extends BoxSampler { /** The x component of bound a. */ private final double ax; /** The y component of bound a. */ private final double ay; /** The z component of bound a. */ private final double az; /** The x component of bound b. */ private final double bx; /** The y component of bound b. */ private final double by; /** The z component of bound b. */ private final double bz; /** * @param rng Source of randomness. * @param a Bound a. * @param b Bound b. */ BoxSampler3D(UniformRandomProvider rng, double[] a, double[] b) { super(rng); ax = a[0]; ay = a[1]; az = a[2]; bx = b[0]; by = b[1]; bz = b[2]; } /** * @param rng Source of randomness. * @param source Source to copy. */ BoxSampler3D(UniformRandomProvider rng, BoxSampler3D source) { super(rng); ax = source.ax; ay = source.ay; az = source.az; bx = source.bx; by = source.by; bz = source.bz; } @Override public double[] sample() { return new double[] {createSample(ax, bx), createSample(ay, by), createSample(az, bz)}; } @Override public BoxSampler withUniformRandomProvider(UniformRandomProvider rng) { return new BoxSampler3D(rng, this); } } /** * Sample uniformly from a box in ND. */ private static final class BoxSamplerND extends BoxSampler { /** Bound a. */ private final double[] a; /** Bound b. */ private final double[] b; /** * @param rng Source of randomness. * @param a Bound a. * @param b Bound b. */ BoxSamplerND(UniformRandomProvider rng, double[] a, double[] b) { super(rng); // Defensive copy this.a = a.clone(); this.b = b.clone(); } /** * @param rng Source of randomness. * @param source Source to copy. */ BoxSamplerND(UniformRandomProvider rng, BoxSamplerND source) { super(rng); // Shared state is immutable a = source.a; b = source.b; } @Override public double[] sample() { final double[] x = new double[a.length]; for (int i = 0; i < x.length; i++) { x[i] = createSample(a[i], b[i]); } return x; } @Override public BoxSampler withUniformRandomProvider(UniformRandomProvider rng) { return new BoxSamplerND(rng, this); } } /** * @param rng Source of randomness. */ BoxSampler(UniformRandomProvider rng) { this.rng = rng; } /** * @return a random Cartesian coordinate within the box. */ @Override public abstract double[] sample(); /** * Creates the sample between bound a and b. * * @param a Bound a * @param b Bound b * @return the sample */ double createSample(double a, double b) { final double u = rng.nextDouble(); return (1.0 - u) * a + u * b; } /** {@inheritDoc} */ // Redeclare the signature to return a BoxSampler not a SharedStateObjectSampler @Override public abstract BoxSampler withUniformRandomProvider(UniformRandomProvider rng); /** * Create a box sampler with bounds {@code a} and {@code b}. * Sampled points are uniformly distributed within the box defined by the bounds. * *

Sampling is supported in dimensions of 2 or above. Single dimension sampling * can be performed using a {@link LineSampler}. * *

Note: There is no requirement that {@code a <= b}. The samples will be uniformly * distributed in the range {@code a} to {@code b} for each dimension. * * @param rng Source of randomness. * @param a Bound a. * @param b Bound b. * @return the sampler * @throws IllegalArgumentException If the bounds do not have the same * dimension; the dimension is less than 2; or bounds have non-finite coordinates. */ public static BoxSampler of(UniformRandomProvider rng, double[] a, double[] b) { final int dimension = a.length; if (dimension != b.length) { throw new IllegalArgumentException( new StringBuilder("Mismatch of box dimensions: ").append(dimension).append(',') .append(b.length).toString()); } // Detect non-finite bounds Coordinates.requireFinite(a, "Bound a"); Coordinates.requireFinite(b, "Bound b"); // Low dimension specialisations if (dimension == TWO_D) { return new BoxSampler2D(rng, a, b); } else if (dimension == THREE_D) { return new BoxSampler3D(rng, a, b); } else if (dimension > THREE_D) { return new BoxSamplerND(rng, a, b); } // Less than 2D throw new IllegalArgumentException("Unsupported dimension: " + dimension); } }





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