[jira] [Created] (RNG-129) Performance improvement for UnitSphereSampler

["Alex Herbert (Jira)" <ji...@apache.org>]

Alex Herbert created RNG-129:
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             Summary: Performance improvement for UnitSphereSampler
                 Key: RNG-129
                 URL: https://issues.apache.org/jira/browse/RNG-129
             Project: Commons RNG
          Issue Type: Improvement
          Components: sampling
    Affects Versions: 1.3
            Reporter: Alex Herbert


The UnitSphereSampler accepts a dimension argument and creates the sample using iteration over an array of the given dimension creating n Gaussian samples. This can be optimised for low order dimensions to remove the use of array iteration, e.g.

{code:java}
final double[] v = new double[dimension];
double sum = 0;
for (int i = 0; i < dimension; i++) {
    final double x = sampler.sample();
    v[i] = x;
    sum += x * x;
}
{code}
becomes for 3D:
{code:java}
final double x = sampler.sample();
final double y = sampler.sample();
final double z = sampler.sample();
final double sum = x * x + y * y + z * z;
{code}

The special case of 1D sampling can be handled by returning either 1 or -1 in a vector based on a single bit of the random source.

Optimised versions can be created by adding a factory method to the class:
{code:java}
public static UnitSphereSampler.of(int dimension, UniformRandomProvider rng) {
    // ...
}
{code}




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