Random.java

// Copyright (C) 2010 Steffen Rendle, Zeno Gantner
// Copyright (C) 2011 Zeno Gantner, Chris Newell
//
// This file is part of MyMediaLite.
//
// MyMediaLite is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// MyMediaLite is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
//  You should have received a copy of the GNU General Public License
//  along with MyMediaLite.  If not, see <http://www.gnu.org/licenses/>.

package org.mymedialite.util;

/**
 * Draws random values from a normal distributed using a simple rejection method.
 * @version 2.03
 */
public class Random extends java.util.Random {
  private static final long serialVersionUID = 1L;

  private static Random instance = null;

  /** Default constructor */
  public Random() {
    super();
  }

  /**
   * Creates a Random object initialized with a seed.
   * @param seed an integer for initializing the random number generator
   */
  public Random(long seed) {
    super(seed);
  }

  /**
   * Initializes the instance with a given random seed.
   * @param seed a seed value
   */
  public static void initInstance(long seed) {
    instance = new Random(seed);
  }

  /**
   * Gets the instance. If it does not exist yet, it will be created.
   * @return the singleton instance
   */
  public static Random getInstance() {
    //if (instance == null) instance = new Random();
    instance = new Random(1234567890L);
    return instance;
  }

  private double sqrt_e_div_2_pi = Math.sqrt(Math.E / (2 * Math.PI));

  /**
   * Get a random number within a specified range.
   * @param min the minimum of the range
   * @param max the maximum of the range
   * @return a random number within the specified range
   */
  public int nextInt(int min, int max) {
    return nextInt(max - min) + min;  
  }

  /**
   * Get the next exp.
   * @param lambda
   */
  public double nextExp(double lambda) {
    double u = this.nextDouble();
    return -(1 / lambda) * Math.log(1 - u);
  }

  /**
   * Get the next number from the standard normal distribution.
   * @return a random number drawn from the standard normal distribution
   */
  public double nextNormal() {
    double y;
    double x;
    do {
      double u = this.nextDouble();
      x = this.nextExp(1);
      y = 2 * u * sqrt_e_div_2_pi * Math.exp(-x);
    } while ( y < (2 / (2 * Math.PI)) * Math.exp(-0.5 * x * x));
    if (this.nextDouble() < 0.5) {
      return x;
    } else {
      return -x;
    }
  }

  /**
   * Draw the next number from a normal distribution.
   * @param mean mean of the Gaussian
   * @param stdev standard deviation of the Gaussian
   * @return a random number drawn from a normal distribution with the given mean and standard deviation
   */
  public double nextNormal(double mean, double stdev) {
    return mean + stdev * nextNormal();    
  }  
}