StudentsTDistribution()
: base()
{
_standardDistribution = new StandardDistribution(RandomSource);
_chiSquareDistribution = new ChiSquareDistribution(RandomSource);
SetDistributionParameters(1);
}
LognormalDistribution(
double mu,
double sigma)
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(mu, sigma);
}
StudentsTDistribution()
: base()
{
_standardDistribution = new StandardDistribution(RandomSource);
_chiSquareDistribution = new ChiSquareDistribution(RandomSource);
SetDistributionParameters(1);
}
LognormalDistribution(
RandomSource random
)
: base(random)
{
_standard = new StandardDistribution(random);
SetDistributionParameters(0.0, 1.0);
}
ChiSquareDistribution(
int degreesOfFreedom
)
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(degreesOfFreedom);
}
ChiSquareDistribution(
RandomSource random
)
: base(random)
{
_standard = new StandardDistribution(random);
SetDistributionParameters(1);
}
ChiSquareDistribution(
RandomSource random
)
: base(random)
{
_standard = new StandardDistribution(random);
SetDistributionParameters(1);
}
NormalDistribution(
RandomSource random
)
: base(random)
{
_standard = new StandardDistribution(random);
SetDistributionParameters(0.0, 1.0);
}
StudentsTDistribution(
int degreesOfFreedom
)
: base()
{
_standardDistribution = new StandardDistribution(RandomSource);
_chiSquareDistribution = new ChiSquareDistribution(RandomSource);
SetDistributionParameters(degreesOfFreedom);
}
NormalDistribution(
double mu,
double sigma
)
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(mu, sigma);
}
public void TestOrthogonalReflection()
{
StandardDistribution gaussian = new StandardDistribution();
for(int i = 0; i < 100; i++)
{
Vector v = Vector.Random(4, gaussian);
Matrix reflection = Orthogonal.Reflection(v);
Vector res = reflection * v;
Assert.That(Matrix.Transpose(reflection) * reflection, NumericIs.AlmostEqualTo(Matrix.Identity(4, 4)), "orthogonal reflection matrix");
Assert.That(reflection.Norm2(), NumericIs.AlmostEqualTo((double) 1), "reflection matrix norm");
Assert.That(Math.Abs(res[0]), NumericIs.AlmostEqualTo(v.Norm(), 1e-12), "res(1)");
Assert.That(res[1], NumericIs.AlmostEqualTo((double) 0, 1e-12), "res(2)");
Assert.That(res[2], NumericIs.AlmostEqualTo((double) 0, 1e-12), "res(3)");
Assert.That(res[3], NumericIs.AlmostEqualTo((double) 0, 1e-12), "res(4)");
}
}
public void TestOrthogonalReflectionComplex()
{
StandardDistribution gaussian = new StandardDistribution();
for(int i = 0; i < 100; i++)
{
ComplexVector v = new ComplexVector(new Complex[] { Complex.Random(gaussian), Complex.Random(gaussian), Complex.Random(gaussian), Complex.Random(gaussian) });
ComplexMatrix reflection = Orthogonal.Reflection(v);
ComplexVector res = reflection * v;
Assert.That(reflection.HermitianTranspose() * reflection, NumericIs.AlmostEqualTo(ComplexMatrix.Identity(4, 4)), "orthogonal reflection matrix");
Assert.That(reflection[0, 0].IsReal, "c1 real");
Assert.That(reflection[1, 1].IsReal, "c2 real");
Assert.That(reflection[2, 2].IsReal, "c3 real");
Assert.That(reflection[3, 3].IsReal, "c4 real");
Assert.That(res[0].Modulus, NumericIs.AlmostEqualTo(v.Norm(), 1e-12), "res(1)");
Assert.That(res[1], NumericIs.AlmostEqualTo((Complex) 0, 1e-12), "res(2)");
Assert.That(res[2], NumericIs.AlmostEqualTo((Complex) 0, 1e-12), "res(3)");
Assert.That(res[3], NumericIs.AlmostEqualTo((Complex) 0, 1e-12), "res(4)");
}
}
ChiDistribution()
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(1);
}
/// <summary>
/// Initializes a new instance of the LognormalDistribution class,
/// using a <see cref="SystemRandomSource"/> as underlying random number generator.
/// </summary>
public LognormalDistribution()
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(0.0, 1.0);
}
/// <summary>
/// Initializes a new instance of the LognormalDistribution class,
/// using a <see cref="SystemRandomSource"/> as underlying random number generator.
/// </summary>
public LognormalDistribution(
double mu,
double sigma)
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(mu, sigma);
}
/// <summary>
/// Initializes a new instance, using a <see cref="SystemRandomSource"/>
/// as underlying random number generator.
/// </summary>
public ChiDistribution()
: base()
{
SetDistributionParameters(1);
_standard = new StandardDistribution(this.RandomSource);
}
ChiSquareDistribution(
int degreesOfFreedom
)
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(degreesOfFreedom);
}
/// <summary>
/// Initializes a new instance, using a <see cref="SystemRandomSource"/>
/// as underlying random number generator.
/// </summary>
public ChiDistribution(int degreesOfFreedom)
: base()
{
SetDistributionParameters(degreesOfFreedom);
_standard = new StandardDistribution(this.RandomSource);
}
/// <summary>
/// Initializes a new instance, using a <see cref="SystemRandomSource"/>
/// as underlying random number generator.
/// </summary>
public ChiDistribution()
: base()
{
SetDistributionParameters(1);
_standard = new StandardDistribution(this.RandomSource);
}
/// <summary>
/// Initializes a new instance, using the specified <see cref="RandomSource"/>
/// as underlying random number generator.
/// </summary>
/// <param name="random">A <see cref="RandomSource"/> object.</param>
/// <exception cref="ArgumentNullException">
/// <paramref name="random"/> is NULL (<see langword="Nothing"/> in Visual Basic).
/// </exception>
public ChiDistribution(RandomSource random)
: base(random)
{
SetDistributionParameters(1);
_standard = new StandardDistribution(random);
}
StudentsTDistribution(
int degreesOfFreedom
)
: base()
{
_standardDistribution = new StandardDistribution(RandomSource);
_chiSquareDistribution = new ChiSquareDistribution(RandomSource);
SetDistributionParameters(degreesOfFreedom);
}
/// <summary>
/// Initializes a new instance, using a <see cref="SystemRandomSource"/>
/// as underlying random number generator.
/// </summary>
public ChiDistribution(int degreesOfFreedom)
: base()
{
SetDistributionParameters(degreesOfFreedom);
_standard = new StandardDistribution(this.RandomSource);
}
NormalDistribution()
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(0.0, 1.0);
}
ChiDistribution(int degreesOfFreedom)
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(degreesOfFreedom);
}
NormalDistribution(
double mu,
double sigma
)
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(mu, sigma);
}
LognormalDistribution()
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(0.0, 1.0);
}
/// <summary>
/// Initializes a new instance, using the specified <see cref="RandomSource"/>
/// as underlying random number generator.
/// </summary>
/// <param name="random">A <see cref="RandomSource"/> object.</param>
/// <exception cref="ArgumentNullException">
/// <paramref name="random"/> is NULL (<see langword="Nothing"/> in Visual Basic).
/// </exception>
public ChiDistribution(RandomSource random)
: base(random)
{
SetDistributionParameters(1);
_standard = new StandardDistribution(random);
}
/// <summary>
/// Initializes a new instance of the ChiDistribution class,
/// using a <see cref="SystemRandomSource"/> as underlying random number generator.
/// </summary>
public ChiDistribution()
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(1);
}
ChiSquareDistribution()
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(1);
}
/// <summary>
/// Initializes a new instance of the ChiDistribution class,
/// using a <see cref="SystemRandomSource"/> as underlying random number generator.
/// </summary>
public ChiDistribution(int degreesOfFreedom)
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(degreesOfFreedom);
}
NormalDistribution()
{
_standard = new StandardDistribution(RandomSource);
SetDistributionParameters(0.0, 1.0);
}
ChiSquareDistribution()
: base()
{
_standard = new StandardDistribution(this.RandomSource);
SetDistributionParameters(1);
}
