public decimal Calculate_f_u(decimal[] input)
{
decimal index = 0.0m;
for (int j = 0; j < input.Length; j++)
{
index += input[j] * input[j];
}
return(TaylorSeriesDecimal.Exponential(-index / 2m));
}
/// <summary>
/// 乱数を生成する
/// 平均値 average
/// 標準偏差 std
/// </summary>
/// <param name="average"></param>
/// <param name="std"></param>
/// <returns></returns>
public decimal NextDecimal(decimal average, decimal std)
{
retry_point:
decimal u1 = ud1.NextDecimal();
decimal u2 = ud2.NextDecimal();
decimal v1 = 2 * u1 - 1;
decimal v2 = 2 * u2 - 1;
decimal v = v1 * v1 + v2 * v2;
if (v <= 0 || 1 <= v)
{
goto retry_point;
}
decimal w = TaylorSeriesDecimal.SquareRoot(-2 * TaylorSeriesDecimal.NaturalLogarithm(v) / v);
decimal y1 = v1 * w;
decimal y2 = v2 * w;
if (even)
{
resultDecimal = y1;
even = false;
}
else
{
resultDecimal = y2;
even = true;
}
resultDecimal = TaylorSeriesDecimal.Exponential(resultDecimal * Math.Abs(std) + average);
return(resultDecimal);
}