com.imsl.stat
Class MersenneTwister64

java.lang.Object
  com.imsl.stat.MersenneTwister64

All Implemented Interfaces:

Random.BaseGenerator, Serializable, Cloneable

public class MersenneTwister64
extends Object
implements Random.BaseGenerator, Cloneable, Serializable

A 64-bit Mersenne Twister generator. MersenneTwister64 generates uniform pseudorandom 64-bit numbers with a period of and a 623-dimensional equidistribution property. See Matsumoto et al. 1998 for details. Since 64-bit numbers are generated, all of the bits of both nextFloat and nextDouble are pseudorandom. The series of random numbers can be generated using a seed for initialization or by using an array of type long. One can also save the state of the generator at initialization to be re-used later.

This generator can be used to generate non-uniform distributions by creating an Random object using an instance of this class as an argument to the constructor.

This Java code was translated from the the following C program.

A C-program for MT19937, with initialization improved 2002/1/26. Coded by Takuji Nishimura and Makoto Matsumoto.

Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, All rights reserved.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

1. Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
3. The names of its contributors may not be used to endorse or promote products derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

Any feedback is very welcome.

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

email: m-mat@math.sci.hiroshima-u.ac.jp

See Also:

Example, Serialized Form

Constructor Summary

MersenneTwister64(long seed)
Constructor for the MersenneTwister64 class with supplied seed.

MersenneTwister64(long[] key)
Constructor for the MersenneTwister64 class with supplied array.

Method Summary

Object	clone() Returns a clone of this object.
int	next(int bits) Generates the next pseudorandom number.
double	nextDouble() Generates the next pseudorandom, uniformly distributed double value from this random number generator's sequence.
float	nextFloat() Generates the next pseudorandom, uniformly distributed float value from this random number generator's sequence.
long	nextLong() Generates the next pseudorandom, uniformly distributed long value from this random number generator's sequence.

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MersenneTwister64

public MersenneTwister64(long seed)

Constructor for the MersenneTwister64 class with supplied seed.

Parameters:

seed - a long which represents the seed used to initialize the 64-bit Mersenne Twister generator.

MersenneTwister64

public MersenneTwister64(long[] key)

Constructor for the MersenneTwister64 class with supplied array.

Parameters:

key - a long array used to initialize the 64-bit Mersenne Twister generator.

Method Detail

clone

public Object clone()

Returns a clone of this object.

Overrides:

clone in class Object

Returns:

an Object which is a clone of this MersenneTwister64 object

next

public int next(int bits)

Generates the next pseudorandom number.

Specified by:

next in interface Random.BaseGenerator

Parameters:

bits - is the number of random bits required.

Returns:

the next pseudorandom value from this random number generator's sequence.

nextDouble

public double nextDouble()

Generates the next pseudorandom, uniformly distributed double value from this random number generator's sequence.

Returns:

the next pseudorandom, uniformly distributed double value from this random number generator's sequence.

nextFloat

public float nextFloat()

Generates the next pseudorandom, uniformly distributed float value from this random number generator's sequence.

Returns:

the next pseudorandom, uniformly distributed float value from this random number generator's sequence.

nextLong

public long nextLong()

Generates the next pseudorandom, uniformly distributed long value from this random number generator's sequence.

Returns:

the next pseudorandom, uniformly distributed long value from this random number generator's sequence.