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- fixed bug
This commit is contained in:
Giacomo Bertolazzi
2025-01-20 20:46:02 +01:00
parent 89e89108a9
commit a39898416a
1 changed files with 2 additions and 8 deletions
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10
src/main/java/net/berack/upo/valpre/rand/Distribution.java
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@@ -58,7 +58,6 @@ public interface Distribution {
public static class NormalBoxMuller implements Distribution { public static class NormalBoxMuller implements Distribution {
private final double mean; private final double mean;
private final double sigma; private final double sigma;
private double next = Double.NaN;
/** /**
* Creates a new normal distribution with the given mean and standard deviation. * Creates a new normal distribution with the given mean and standard deviation.
@@ -73,15 +72,10 @@ public interface Distribution {
@Override @Override
public double sample(Rng rng) { public double sample(Rng rng) {
if (!Double.isNaN(next)) {
var sample = next;
next = Double.NaN;
return sample;
}
var sample1 = rng.random(); var sample1 = rng.random();
var sample2 = rng.random(); var sample2 = rng.random();
next = mean + sigma * Math.sqrt(-2 * Math.log(sample1)) * Math.sin(2 * Math.PI * sample2); //remove the other value for thread safety
//next = mean + sigma * Math.sqrt(-2 * Math.log(sample1)) * Math.sin(2 * Math.PI * sample2);
return mean + sigma * Math.sqrt(-2 * Math.log(sample1)) * Math.cos(2 * Math.PI * sample2); return mean + sigma * Math.sqrt(-2 * Math.log(sample1)) * Math.cos(2 * Math.PI * sample2);
} }
} }