Package dev.nm.stat.random.rng.univariate.uniform.mersennetwister

Class MersenneTwister

java.lang.Object
dev.nm.stat.random.rng.univariate.uniform.mersennetwister.MersenneTwister
All Implemented Interfaces:
RandomLongGenerator, RandomNumberGenerator, Seedable
public class MersenneTwister extends 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 implementation is the MT19937 version that produces uniformly 32-bit integers. It is by-and-large a Java translation of the 2002-01-26 version of the C by Makoto Matsumoto and Takuji Nishimura.

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
See Also:

  • Constructor Details

    • MersenneTwister

      public MersenneTwister()
      Constructs a random number generator to sample uniformly from [0, 1).

    • MersenneTwister

      public MersenneTwister(long... seeds)
      Constructs a random number generator to sample uniformly from [0, 1).
      Parameters:
      seeds - the seeds

    • MersenneTwister

      public MersenneTwister(MersenneTwisterParam param)
      Constructs a new instance, which uses parameters and the state contained in the given MersenneTwisterParam instance.
      Parameters:
      param - the parameter for creating this instance

    • MersenneTwister

      public MersenneTwister(MersenneTwisterParam param, long... seeds)

  • Method Details

    • seed

      public void seed(long... seeds)
      Description copied from interface: Seedable
      Seed the random number/vector/scenario generator to produce repeatable experiments.
      Specified by:
      seed in interface Seedable
      Parameters:
      seeds - the seeds

    • 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()
      Description copied from interface: RandomNumberGenerator
      Get the next random double.
      Specified by:
      nextDouble in interface RandomNumberGenerator
      Returns:
      the next random number