com.numericalmethod.suanshu.stats.random.pseudorandom.linear
Class LEcuyer

java.lang.Object
  com.numericalmethod.suanshu.stats.random.pseudorandom.linear.LEcuyer

All Implemented Interfaces:

LinearCongruentialGenerator, RandomLongGenerator, RandomNumberGenerator

public class LEcuyer
extends java.lang.Object
implements LinearCongruentialGenerator

This implements the random number generator recommended by L'Ecuyer in 1996. The generator combines two MRGs. It has a period of approximately 2¹⁸⁵.

The first has a modulus m = 2³¹-1 = 2147483647, and a[] = {0, 63308, -183326}.

The second has a modulus m = 2145483479, and a[] = {86098, 0, -539608}.

See Also:

"L'Ecuyer, P. (1996) Combined muliple recursive random number generators. Operations Research 44:816-822."

Field Summary

long	m the modulus

Constructor Summary

LEcuyer()
Construct a LEcuyer pseudo uniform random generator.

LEcuyer(long seed11, long seed12, long seed13, long seed21, long seed22, long seed23)
Construct a LEcuyer pseudo uniform random generator and then seed.

Method Summary

long	modulus() Get the modulus of this linear congruential generator.
double	nextDouble() Get the next random double between 0 and 1.
long	nextLong() Get the next random long.
int	order() Get the order of recursion.
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

Field Detail

m

public final long m

the modulus

Constructor Detail

LEcuyer

public LEcuyer()

Construct a LEcuyer pseudo uniform random generator.

LEcuyer

public LEcuyer(long seed11,
               long seed12,
               long seed13,
               long seed21,
               long seed22,
               long seed23)

Construct a LEcuyer pseudo uniform random generator and then seed.

Parameters:

seed11 - a seed

seed12 - a seed

seed13 - a seed

seed21 - a seed

seed22 - a seed

seed23 - a seed

Method Detail

seed

public void seed(long... seeds)

Seed the random number generator to produce repeatable sequences. If there are not enough, i.e., fewer than 6, seeds, we recycle them. If there are more, we take the first 6 and ignore the rest.

Specified by:

seed in interface RandomNumberGenerator

Parameters:

seeds - an array of seeds

order

public int order()

Description copied from interface: LinearCongruentialGenerator

Get the order of recursion.

Specified by:

order in interface LinearCongruentialGenerator

Returns:

the order of recursion

modulus

public long modulus()

Description copied from interface: LinearCongruentialGenerator

Get the modulus of this linear congruential generator.

Specified by:

modulus in interface LinearCongruentialGenerator

Returns:

m

nextLong

public long nextLong()

Description copied from interface: RandomLongGenerator

Get the next random long.

Specified by:

nextLong in interface RandomLongGenerator

Returns:

the next random long

nextDouble

public double nextDouble()

Get the next random double between 0 and 1.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number between 0 and 1