RNG-37: fixes 3
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/a214ae3c Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/a214ae3c Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/a214ae3c Branch: refs/heads/master Commit: a214ae3cb438510154f3b138b7e7fc284ce7d898 Parents: 8f06e14 Author: Olga Kirillova <o...@revunit.com> Authored: Tue Oct 10 13:11:38 2017 -0700 Committer: Olga Kirillova <o...@revunit.com> Committed: Tue Oct 10 13:11:38 2017 -0700 ---------------------------------------------------------------------- .../sampling/distribution/ZigguratGaussianSampler.java | 11 +++++++++-- 1 file changed, 9 insertions(+), 2 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/a214ae3c/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java index 475ca64..2d0f1ec 100644 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java @@ -44,8 +44,13 @@ public class ZigguratGaussianSampler * the rightmost 8 bits of j. If j < k_i return x = j * w_i. */ + /* @param KN - an auxiliary table of integers, k_i = 2^32*(x_{i-1}/x_i) */ private static final int[] KN = new int[128]; + /* @param WN - table of doubles, w_i = x_i/2^32 */ private static final double[] WN = new double[128]; + /* @param FN - the function values table (normalized gaussian in this implementation) + * f_i(x_i) = exp(-x_i^2/2) + */ private static final double[] FN = new double[128]; /** @@ -106,9 +111,11 @@ public class ZigguratGaussianSampler return (j < KN[i]) ? j * WN[i] : nfix(j,i); } - /** get the value from the tail of the distribution + /** + * Get the value from the tail of the distribution * @param hz - start random integer * @param iz - corresponding to hz cell's number + * @return the requested random value */ private double nfix(int hz, int iz) { /* The start of the right tail */ @@ -138,7 +145,7 @@ public class ZigguratGaussianSampler hz = nextInt(); iz = hz & 127; if (Math.abs(hz) < KN[iz]) { - return (hz * WN[iz]); + return hz * WN[iz]; } } }
