SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.stats.random.pseudorandom
Class MersenneTwister

java.lang.Object
  extended by com.numericalmethod.suanshu.stats.random.pseudorandom.MersenneTwister
All Implemented Interfaces:
RandomLongGenerator, RandomNumberGenerator

public class MersenneTwister
extends java.lang.Object
implements RandomLongGenerator

Mersenne Twister is one of the best pseudo random number generators available. It was invented by Makoto Matsumoto and Takuji Nishimura in 1997. This class implements the MT19937 version that produces uniformly 32-bit integers.

The code here is by-and-large a Java translation of the 2002-01-26 version of the C by Makoto Matsumoto and Takuji Nishimura.

We do not guarantee that the translation is faithful and free of errors.

Here is their copyright notice.

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

  Before using, initialize the state by using init_genrand(seed)
  or init_by_array(init_key, key_length).

  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 (remove space)
 

See Also:

Constructor Summary
MersenneTwister()
          Construct a pseudo uniform random number generator using the Mersenne Twister algorithm.
MersenneTwister(long... seeds)
          Construct a pseudo uniform random number generator implementing Mersenne Twister algorithm.
 
Method Summary
 double nextDouble()
          Get the next random double.
 long nextLong()
          Get a positive long random number.
 void seed(long... seeds)
          Seed the random number generator to produce repeatable sequences.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

MersenneTwister

public MersenneTwister()
Construct a pseudo uniform random number generator using the Mersenne Twister algorithm.


MersenneTwister

public MersenneTwister(long... seeds)
Construct a pseudo uniform random number generator implementing Mersenne Twister algorithm.

Parameters:
seeds - the seeds
Method Detail

seed

public void seed(long... seeds)
Description copied from interface: RandomNumberGenerator
Seed the random number generator to produce repeatable sequences.

Specified by:
seed in interface RandomNumberGenerator
Parameters:
seeds - the seeds

nextLong

public long nextLong()
Get a positive long random number.

Specified by:
nextLong in interface RandomLongGenerator
Returns:
a positive long random number

nextDouble

public double nextDouble()
Description copied from interface: RandomNumberGenerator
Get the next random double.

Specified by:
nextDouble in interface RandomNumberGenerator
Returns:
the next random number

SuanShu, a Java numerical and statistical library

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