/// <summary>
/// [Thread-Unsafe] Get multiple normal distribution random values of <see cref="double"/>.
/// </summary>
/// <param name="count"></param>
/// <returns></returns>
public double[] NextNorm64(int count)
{
var half = count / 2;
var retval = NextFloat64(count);
for (var i = 0; i < half; ++i)
{
var j = i << 1; // 2 * i
var x = retval[j];
var y = retval[j + 1];
var mag = NdMath.Sqrt(-2 * NdMath.Log(x));
var ang = 2 * NdMath.PI <double>() * y;
retval[j] = mag * NdMath.Cos(ang);
retval[j + 1] = mag * NdMath.Sin(ang);
}
if ((count & 1) == 1) // count % 2 == 1
{
var x = retval[count - 1];
var y = NextFloat64();
retval[count - 1] = NdMath.Sqrt(-2 * NdMath.Log(x)) * NdMath.Cos(2 * NdMath.PI <double>() * y);
}
return(retval);
}
/// <summary>
/// [Thread-Unsafe] Get single normal distribution random value of <see cref="float"/>.
/// </summary>
/// <returns></returns>
public float NextNorm32()
{
var x = NextFloat32();
var y = NextFloat32();
return(NdMath.Sqrt(-2 * NdMath.Log(x)) * NdMath.Cos(2 * NdMath.PI <float>() * y));
}
/// <summary>
/// [Thread-Unsafe] Get single normal distribution random value of <see cref="double"/>.
/// </summary>
/// <returns></returns>
public double NextNorm64()
{
var x = NextFloat64();
var y = NextFloat64();
return(NdMath.Sqrt(-2 * NdMath.Log(x)) * NdMath.Cos(2 * NdMath.PI <double>() * y));
}
/// <summary>
/// [Pure] Returns the 2-D norm of all elements of <paramref name="ndArray"/>.
/// </summary>
/// <param name="ndArray"></param>
/// <returns></returns>
public static T Norm2 <T>(this INdArray <T> ndArray)
{
var len = ndArray.Shape.TotalLength;
Guard.AssertOperation(len > 0, "ndArray has no elements.");
var norm = ValueTrait.Zero <T>();
for (var i = 0; i < len; ++i)
{
var element = ndArray.GetItem(i);
norm = ValueTrait.Add(norm, ValueTrait.Multiply(element, element));
}
return(NdMath.Sqrt(norm));
}
/// <summary> /// Computes sample variance from all elements of the <paramref name="ndArray"/>. /// </summary> /// <typeparam name="T"></typeparam> /// <param name="ndArray"></param> /// <returns></returns> public static T StdDev <T>(this INdArray <T> ndArray) => NdMath.Sqrt(ndArray.SampleVar());