public void TestSampleScaleSigned()
{
int sampleCount = 10_000_000;
UniformDistribution dist = new UniformDistribution();
double[] sampleArr = new double[sampleCount];
for(int i=0; i<sampleCount; i++){
sampleArr[i] = dist.Sample(20.0, true);
}
UniformDistributionTest(sampleArr, -20.0, 20.0);
}
public void SampleUnit()
{
int sampleCount = 10_000_000;
IRandomSource rng = RandomDefaults.CreateRandomSource();
var sampleArr = new double[sampleCount];
for (int i = 0; i < sampleCount; i++)
{
sampleArr[i] = UniformDistribution.Sample(rng);
}
UniformDistributionTest(sampleArr, 0, 1.0);
}
public void TestSampleScale()
{
int sampleCount = 10000000;
IRandomSource rng = RandomDefaults.CreateRandomSource();
double[] sampleArr = new double[sampleCount];
for (int i = 0; i < sampleCount; i++)
{
sampleArr[i] = UniformDistribution.Sample(rng, 20f);
}
UniformDistributionTest(sampleArr, 0f, 20f);
}
public void TestSampleScale()
{
int sampleCount = 10000000;
UniformDistribution dist = new UniformDistribution();
double[] sampleArr = new double[sampleCount];
for (int i = 0; i < sampleCount; i++)
{
sampleArr[i] = dist.Sample(20f);
}
UniformDistributionTest(sampleArr, 0f, 20f);
}
public void TestSample()
{
int sampleCount = 10_000_000;
UniformDistribution dist = new UniformDistribution();
double[] sampleArr = new double[sampleCount];
for(int i=0; i<sampleCount; i++){
sampleArr[i] = dist.Sample();
}
UniformDistributionTest(sampleArr, 0.0, 1.0);
// Configure a scale and a signed flag.
dist = new UniformDistribution(100.0, true);
for(int i=0; i<sampleCount; i++){
sampleArr[i] = dist.Sample();
}
UniformDistributionTest(sampleArr, -100.0, 100.0);
}
/// <summary>
/// Generate a random square linear transformation matrix.
/// </summary>
/// <param name="size">The size of the matrix.</param>
/// <param name="condition">The condition number.</param>
/// <returns></returns>
/*public static Matrix<double> RandomLinearTransformation(int size, int condition)
* {
* UniformDistribution distribution = new UniformDistribution(new ConstantControlParameter(1), new ConstantControlParameter(size + 1));
*
* Matrix<double> p = RandomOrthogonal(size);
* Matrix<double> q = RandomOrthogonal(size);
*
* //create a blank nxn matrix
* Matrix<double> n = Matrix<double>.Build.Dense(size, size, (i,j) => i == j ? Math.Pow(condition, (distribution.Sample() - 1) / size) : 0.0);
*
* return p * n * q;
* } */
public static Matrix RandomLinearTransformation(int size, int condition)
{
UniformDistribution distribution = new UniformDistribution(new ConstantControlParameter(1), new ConstantControlParameter(size + 1));
Matrix p = RandomOrthogonal(size);
Matrix q = RandomOrthogonal(size);
Matrix n = new Matrix(size, size, (i, j) => i == j ? Math.Pow(condition, (distribution.Sample() - 1) / size) : 0.0);
return(p * n * q);
}