Class ZigguratNormalGenerator

Normal random number generator using the Ziggurat method.

Inheritance

System.Object

ZigguratNormalGenerator

Implements

IRandomNumberGenerator<System.Double>

Namespace: ISynergy.Framework.Mathematics.Random

Assembly: ISynergy.Framework.Mathematics.dll

Syntax

public class ZigguratNormalGenerator : object, IRandomNumberGenerator<double>

Remarks

References:

• John Burkard, Ziggurat Random Number Generator (RNG). Available on: http://people.sc.fsu.edu/~jburkardt/c_src/ziggurat/ziggurat.c (LGPL)
• Philip Leong, Guanglie Zhang, Dong-U Lee, Wayne Luk, John Villasenor, A comment on the implementation of the ziggurat method, Journal of Statistical Software, Volume 12, Number 7, February 2005.
• George Marsaglia, Wai Wan Tsang, The Ziggurat _method for Generating Random Variables, Journal of Statistical Software, Volume 5, Number 8, October 2000, seven pages.

Constructors

ZigguratNormalGenerator()

Initializes a new instance of the ZigguratNormalGenerator class.

Declaration

public ZigguratNormalGenerator()

ZigguratNormalGenerator(Int32)

Initializes a new instance of the ZigguratNormalGenerator class.

Declaration

public ZigguratNormalGenerator(int seed)

Parameters

Type	Name	Description
System.Int32	seed	The random seed to use. Default is to use the next value from the the framework-wide random generator.

Methods

Generate()

Generates a random vector of observations from the current distribution.

Declaration

public double Generate()

Returns

Type	Description
System.Double	A random vector of observations drawn from this distribution.

Generate(Int32)

Generates a random vector of observations from the current distribution.

Declaration

public double[] Generate(int samples)

Parameters

Type	Name	Description
System.Int32	samples	The number of samples to generate.

Returns

Type	Description
System.Double[]	A random vector of observations drawn from this distribution.

Generate(Int32, Double[])

Generates a random vector of observations from the current distribution.

Declaration

public double[] Generate(int samples, double[] result)

Parameters

Type	Name	Description
System.Int32	samples	The number of samples to generate.
System.Double[]	result	The location where to store the samples.

Returns

Type	Description
System.Double[]	A random vector of observations drawn from this distribution.

Implements

IRandomNumberGenerator<T>

Extension Methods

Matrix.Replace<T>(T, Object, Object)

Matrix.IsEqual(Object, Object, Decimal, Decimal)

EntityBaseExtensions.HasProperty(Object, String)

ArrayExtensions.Concatenate<T>(T, T[])

CollectionExtensions.FromHierarchy<TSource>(TSource, Func<TSource, TSource>, Func<TSource, Boolean>)

CollectionExtensions.FromHierarchy<TSource>(TSource, Func<TSource, TSource>)

ObjectExtensions.Clone<T>(T)

ObjectExtensions.To<T>(Object)

ObjectExtensions.To(Object, Type)

ObjectExtensions.HasMethod(Object, String)

ObjectExtensions.AddressOf<T>(T)

ReflectionExtensions.GetIdentityValue<T>(T)

ReflectionExtensions.GetIdentityValue<T, TResult>(T)

ReflectionExtensions.GetIdentityProperty<T>(T)

ReflectionExtensions.HasIdentityProperty<T>(T)

ReflectionExtensions.GetPropertyValue<T, TResult>(T, String, TResult)

ReflectionExtensions.GetPropertyInfo<T, TValue>(T, Expression<Func<T, TValue>>)

ReflectionExtensions.GetTitleValue<T>(T)

ReflectionExtensions.HasParentIdentityProperty<T>(T)

ReflectionExtensions.GetParentIdentityProperty<T>(T)

ReflectionExtensions.IsFreeApplication<T>(T)