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pervognsen/random.py

Last active January 19, 2019 08:28
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random.py
def random_sphere_point(n):
# Any isotropic distribution would do, but isotropic multivariate normals are just a product of univariate normals.
x = np.random.randn(n)
return x / np.linalg.norm(x)
def random_ball_point(n):
# The volume cdf scales as r^n, hence the inverse cdf scales as r^(1/n).
return random_sphere_point(n) * np.random.random()**(1/n)
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