org.jscience.measure.random
Class MarsagliaGenerator

java.lang.Object
  org.jscience.measure.random.RandomElement
      org.jscience.measure.random.RandomSeedable
          org.jscience.measure.random.MarsagliaGenerator

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, RandomGenerator

public class MarsagliaGenerator
extends RandomSeedable
implements java.io.Serializable

RANMAR is a lagged Fibonacci generator proposed by Marsaglia and Zaman and is a good research grade generator. This version of RANMAR is based on the paper by James, which is a good reference for the properties of RANMAR and several other generators.

REFERENCES:
F. James, Comp. Phys. Comm. 60 (1990) p 329-344
and was originally described in
G. Marsaglia, A. Zaman and W.-W Tsang, Stat. Prob. Lett 9 (1990) p 35.

Source code is available.

See Also:

Serialized Form

Field Summary

static int	BIG_PRIME The 46,009,220nd prime number, he largest prime less than 9*108.
static int	DEFSEED Default seed.

Constructor Summary

MarsagliaGenerator()
Initialize Ranmar with a default seed taken from Marsaglia and Zaman's paper.

MarsagliaGenerator(java.util.Date d)
Seed RANMAR from the clock.

MarsagliaGenerator(int ijkl)
Initialize Ranmar with a specified integer seed

MarsagliaGenerator(long ijkl)
Initialize Ranmar with a specified long seed

Method Summary

double	nextDouble() The generator
void	nextDouble(double[] d, int n) A version of the generator for filling arrays, inlined for speed

Methods inherited from class org.jscience.measure.random.RandomSeedable

ClockSeed, ClockSeed

Methods inherited from class org.jscience.measure.random.RandomElement

choose, choose, clone, coin, coin, gaussian, gaussian, nextDouble, powlaw, uniform

Methods inherited from class java.lang.Object

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

Field Detail

DEFSEED

public static int DEFSEED

Default seed. DEFSEED=54217137

BIG_PRIME

public static int BIG_PRIME

The 46,009,220nd prime number, he largest prime less than 9*10⁸. Used as a modulus because this version of RANMAR needs a seed between 0 and 9*10⁸ and BIG_PRIME isn't commensurate with any regular period. BIG_PRIME= 899999963

Constructor Detail

MarsagliaGenerator

public MarsagliaGenerator(int ijkl)

Initialize Ranmar with a specified integer seed

Parameters:

ijkl - seed integer; Ranmar(int ijkl) takes uses ijkl modulus BIG_PRIME as a seed for RANMAR.

MarsagliaGenerator

public MarsagliaGenerator(long ijkl)

Initialize Ranmar with a specified long seed

Parameters:

ijkl - seed long; Ranmar(long ijkl) takes uses ijkl modulus BIG_PRIME as a seed for RANMAR.

MarsagliaGenerator

public MarsagliaGenerator()

Initialize Ranmar with a default seed taken from Marsaglia and Zaman's paper. Equivalent to Ranmar(54217137).

MarsagliaGenerator

public MarsagliaGenerator(java.util.Date d)

Seed RANMAR from the clock.

 RandomElement e=new Ranmar(new Date());
 

Parameters:

d - a Date object to seed Ranmar with, typically new Date()

Method Detail

nextDouble

public final double nextDouble()

The generator

Specified by:

nextDouble in interface RandomGenerator

Returns:

a pseudo random number

nextDouble

public final void nextDouble(double[] d,
                             int n)

A version of the generator for filling arrays, inlined for speed

Overrides:

nextDouble in class RandomElement

Parameters:

d - an array of doubles to be filled

n - size of the array