Examples of org.apache.commons.math.random.UncorrelatedRandomVectorGenerator

org.apache.commons.math.random.UncorrelatedRandomVectorGenerator
A {@link RandomVectorGenerator} that generates vectors with uncorrelatedcomponents. Components of generated vectors follow (independent) Gaussian distributions, with parameters supplied in the constructor. @version $Revision: 962515 $ $Date: 2010-07-09 15:15:28 +0200 (ven. 09 juil. 2010) $ @since 1.2

    }


    RandomGenerator rg = new JDKRandomGenerator();
    rg.setSeed(64453353l);
    RandomVectorGenerator rvg =
        new UncorrelatedRandomVectorGenerator(new double[] { 0.9, 1.1 },
                                              new double[] { 0.2, 0.2 },
                                              new UniformRandomGenerator(rg));
    optimum =
        nm.minimize(rosenbrock, 100, new ValueChecker(1.0e-3), rvg);
    assertEquals(0.0, optimum.getCost(), 2.0e-4);

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        RandomGenerator rg = new JDKRandomGenerator();
        rg.setSeed(seed);
        UniformRandomGenerator urg = new UniformRandomGenerator(rg);
        RandomVectorGenerator rvg =
            new UncorrelatedRandomVectorGenerator(mean, standardDeviation, urg);
        setMultiStart(starts, rvg);


        // compute minimum
        return minimize(f, maxEvaluations, checker);

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