utils.edu.cornell.lassp.houle.rngPack

Class Ranmar

java.lang.Object

utils.edu.cornell.lassp.houle.rngPack.RandomElement

utils.edu.cornell.lassp.houle.rngPack.RandomSeedable

utils.edu.cornell.lassp.houle.rngPack.Ranmar

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable

public class Ranmar
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.

Author:

Paul Houle (E-mail: paul@honeylocust.com)

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static int	BIG_PRIME The 46,009,220nd prime number, he largest prime less than 9*108.
(package private) double	c
(package private) double	cd
(package private) double	cm
static int	DEFSEED Default seed.
(package private) int	i97
(package private) int	j97
(package private) double[]	u
(package private) double[]	uvec

Fields inherited from class utils.edu.cornell.lassp.houle.rngPack.RandomElement

BMoutput

Constructor Summary

Constructors

Constructor and Description
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

Modifier and Type	Method and Description
(package private) void	ranmarin(int ijkl) Internal methods: ranmarin is the initialization code for the generator.
double	raw() The generator
void	raw(double[] d, int n) A version of the generator for filling arrays, inlined for speed

Methods inherited from class utils.edu.cornell.lassp.houle.rngPack.RandomSeedable

ClockSeed, ClockSeed

Methods inherited from class utils.edu.cornell.lassp.houle.rngPack.RandomElement

choose, choose, clone, coin, coin, gaussian, gaussian, powlaw, raw, uniform

Methods inherited from class java.lang.Object

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

Field Detail

c

double c

cd

double cd

cm

double cm

u

double[] u

uvec

double[] uvec

i97

int i97

j97

int j97

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

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.

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()

Method Detail

ranmarin

void ranmarin(int ijkl)

Internal methods: ranmarin is the initialization code for the generator.

raw

public final double raw()

The generator

Specified by:

raw in class RandomElement

Returns:

a pseudo random number

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