public static void main(String[] args) {
double[] sigma = {3E-4, 1E-6, 2.4E-2, 6.67E-5, 1E-6, 6E-3, 4.4E-4, 1E-2, 1E-6};
double[] mu = {0.42E9, 2.27};
double alpha = 0.0;
Sampler sampler = new Sampler(mu, sigma, alpha);
double[][] M = sampler.getCovMat();
System.out.println("The Covirance Matrix is:");
sampler.printMatrix(M);
double[][] A = sampler.getCholDecompA();
System.out.println("The decomposed Matrix A is");
sampler.printMatrix(A);
try {
File file = new File("/Users/Weizheng/Documents/JavaWorkPlace/CLS_MCIntegrator/output.txt");
// if file doesnt exists, then create it
if (!file.exists()) {
file.createNewFile();
} else {
file.delete();
file.createNewFile();
}
PrintWriter fw = new PrintWriter(file);
long startTime = System.currentTimeMillis();
for (int i = 0; i < 1E3; i++) {
double[] MultiNormalVector = sampler.nextMultiNormalVector();
// for(double a:MultiNormalVector ){
// fw.printf("%4.2e ", a);
// }
// fw.println("");
}
fw.close();
long endTime = System.currentTimeMillis();
System.out.println("That took " + (endTime - startTime) + " milliseconds");
} catch (IOException e) {
e.printStackTrace();
}
}