edu.cornell.lassp.houle.RngPack
Class Ranmar

java.lang.Object
  cern.colt.PersistentObject
      edu.cornell.lassp.houle.RngPack.RandomElement
          edu.cornell.lassp.houle.RngPack.RandomSeedable
              edu.cornell.lassp.houle.RngPack.Ranmar

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable

public class Ranmar
extends RandomSeedable

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. More info .

Source code is available.

Version:

1.0

Author:

Paul Houle (E-mail: houle@msc.cornell.edu)

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

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

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

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

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

Method Summary

java.lang.Object	clone() Returns a copy of the receiver; the copy will produce identical sequences.
double	raw() Returns a uniformly distributed pseudo-random double in the range (0,1).
void	raw(double[] d, int n) A version of the generator for filling arrays, inlined for speed

Methods inherited from class edu.cornell.lassp.houle.RngPack.RandomSeedable

ClockSeed, ClockSeed

Methods inherited from class edu.cornell.lassp.houle.RngPack.RandomElement

choose, choose, gaussian, gaussian, powlaw, raw, uniform

Methods inherited from class java.lang.Object

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

Field Detail

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

DEFSEED

public static int DEFSEED

Default seed. DEFSEED=54217137

Constructor Detail

Ranmar

public Ranmar()

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

Ranmar

public Ranmar(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()

Ranmar

public Ranmar(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.

Ranmar

public Ranmar(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.

Method Detail

clone

public java.lang.Object clone()

Returns a copy of the receiver; the copy will produce identical sequences. After this call has returned, the copy and the receiver have equal but separate state.

Overrides:

clone in class PersistentObject

Returns:

a copy of the receiver.

raw

public final double raw()

Returns a uniformly distributed pseudo-random double in the range (0,1).

Specified by:

raw in class RandomElement

Returns:

a pseudo random number in the range (0,1).

See Also:

RandomJava

raw

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

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

Overrides:

raw in class RandomElement

Parameters:

d - an array of doubles to be filled

n - size of the array