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diff --git a/src/main/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java b/src/main/java/org/apache/commons/math/random/UncorrelatedRandomVectorGenerator.java
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.random;
+
+import java.util.Arrays;
+
+import org.apache.commons.math.exception.DimensionMismatchException;
+
+/**
+ * A {@link RandomVectorGenerator} that generates vectors with uncorrelated
+ * components. 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
+ */
+
+public class UncorrelatedRandomVectorGenerator
+  implements RandomVectorGenerator {
+
+    /** Underlying scalar generator. */
+    private final NormalizedRandomGenerator generator;
+
+    /** Mean vector. */
+    private final double[] mean;
+
+    /** Standard deviation vector. */
+    private final double[] standardDeviation;
+
+  /** Simple constructor.
+   * <p>Build an uncorrelated random vector generator from
+   * its mean and standard deviation vectors.</p>
+   * @param mean expected mean values for each component
+   * @param standardDeviation standard deviation for each component
+   * @param generator underlying generator for uncorrelated normalized
+   * components
+   */
+  public UncorrelatedRandomVectorGenerator(double[] mean,
+                                           double[] standardDeviation,
+                                           NormalizedRandomGenerator generator) {
+    if (mean.length != standardDeviation.length) {
+        throw new DimensionMismatchException(mean.length, standardDeviation.length);
+    }
+    this.mean              = mean.clone();
+    this.standardDeviation = standardDeviation.clone();
+    this.generator = generator;
+  }
+
+  /** Simple constructor.
+   * <p>Build a null mean random and unit standard deviation
+   * uncorrelated vector generator</p>
+   * @param dimension dimension of the vectors to generate
+   * @param generator underlying generator for uncorrelated normalized
+   * components
+   */
+  public UncorrelatedRandomVectorGenerator(int dimension,
+                                           NormalizedRandomGenerator generator) {
+    mean              = new double[dimension];
+    standardDeviation = new double[dimension];
+    Arrays.fill(standardDeviation, 1.0);
+    this.generator = generator;
+  }
+
+  /** Generate an uncorrelated random vector.
+   * @return a random vector as a newly built array of double
+   */
+  public double[] nextVector() {
+
+    double[] random = new double[mean.length];
+    for (int i = 0; i < random.length; ++i) {
+      random[i] = mean[i] + standardDeviation[i] * generator.nextNormalizedDouble();
+    }
+
+    return random;
+
+  }
+
+}