umontreal.iro.lecuyer.randvar
Class RandomVariateGenWithCache

java.lang.Object
  umontreal.iro.lecuyer.randvar.RandomVariateGen
      umontreal.iro.lecuyer.randvar.RandomVariateGenWithCache

public class RandomVariateGenWithCache
extends RandomVariateGen

This class represents a random variate generator whose values are cached for more efficiency when using common random numbers. An object from this class is constructed with a reference to a RandomVariateGen instance used to get the random numbers. These numbers are stored in an internal array to be retrieved later. The dimension of the array increases as the values are generated. If the nextDouble method is called after the object is reset (by calling setCachedValues), it gives back the cached values instead of computing new ones. If the cache is exhausted before the generator is reset, new values are computed and added to the cache.

Such caching allows for a better performance with common random numbers, when generating random variates is time-consuming. However, using such caching may lead to memory problems if a large quantity of random numbers are needed.

Constructor Summary

RandomVariateGenWithCache(RandomVariateGen rvg)
Constructs a new cached random variate generator with internal generator rvg.

RandomVariateGenWithCache(RandomVariateGen rvg, int initialCapacity)
Constructs a new cached random variate generator with internal generator rvg.

Method Summary

void	clearCache() Clears the cached values for this cached generator.
RandomVariateGen	getCachedGen() Returns a reference to the random variate generator whose values are cached.
DoubleArrayList	getCachedValues() Returns an array list containing the values cached by this random variate generator.
int	getCacheIndex() Return the index of the next cached value that will be returned by the generator.
Distribution	getDistribution() Returns the Distribution used by this generator.
int	getNumCachedValues() Returns the total number of values cached by this generator.
RandomStream	getStream() Returns the RandomStream used by this generator.
void	initCache() Resets this generator to recover values from the cache.
boolean	isCaching() Determines if the random variate generator is caching values, default being true.
void	nextArrayOfDouble(double[] v, int start, int n) Generates n random numbers from the continuous distribution contained in this object.
double	nextDouble() Generates a random number from the continuous distribution contained in this object.
void	setCachedGen(RandomVariateGen rvg) Sets the random variate generator whose values are cached to rvg.
void	setCachedValues(DoubleArrayList values) Sets the array list containing the cached values to values.
void	setCacheIndex(int newIndex) Sets the index, in the cache, of the next value returned by nextDouble.
void	setCaching(boolean caching) Sets the caching indicator to caching.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

setStream, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomVariateGenWithCache

public RandomVariateGenWithCache(RandomVariateGen rvg)

Constructs a new cached random variate generator with internal generator rvg.

Parameters:

rvg - the random variate generator whose values are cached.

Throws:

NullPointerException - if rvg is null.

RandomVariateGenWithCache

public RandomVariateGenWithCache(RandomVariateGen rvg,
                                 int initialCapacity)

Constructs a new cached random variate generator with internal generator rvg. The initialCapacity parameter is used to set the initial capacity of the internal array which can grow as needed; it does not limit the maximal number of cached values.

Parameters:

rvg - the random variate generator whose values are cached.

initialCapacity - the number of cached values.

Throws:

NullPointerException - if rvg is null.

Method Detail

isCaching

public boolean isCaching()

Determines if the random variate generator is caching values, default being true. When caching is turned OFF, the nextDouble method simply calls the corresponding method on the internal random variate generator, without storing the generated values.

Returns:

the caching indicator.

setCaching

public void setCaching(boolean caching)

Sets the caching indicator to caching. If caching is turned OFF, this method calls clearCache to clear the cached values.

Parameters:

caching - the new value of the caching indicator.

getCachedGen

public RandomVariateGen getCachedGen()

Returns a reference to the random variate generator whose values are cached.

Returns:

a reference to the random variate generator whose values are cached.

setCachedGen

public void setCachedGen(RandomVariateGen rvg)

Sets the random variate generator whose values are cached to rvg. If the generator is changed, the clearCache method is called.

Parameters:

rvg - the new random variate generator whose values are cached.

Throws:

NullPointerException - if rvg is null.

clearCache

public void clearCache()

Clears the cached values for this cached generator. Any subsequent call will then obtain new values from the internal generator.

initCache

public void initCache()

Resets this generator to recover values from the cache. Subsequent calls to nextDouble will return the cached random values until all the values are returned. When the array of cached values is exhausted, the internal random variate generator is used to generate new values which are added to the internal array as well. This method is equivalent to calling setCacheIndex.

getNumCachedValues

public int getNumCachedValues()

Returns the total number of values cached by this generator.

Returns:

the total number of cached values.

getCacheIndex

public int getCacheIndex()

Return the index of the next cached value that will be returned by the generator. If the cache is exhausted, the returned value corresponds to the value returned by getNumCachedValues, and a subsequent call to nextDouble will generate a new variate rather than reading a previous one from the cache. If caching is disabled, this always returns 0.

Returns:

the index of the next cached value.

setCacheIndex

public void setCacheIndex(int newIndex)

Sets the index, in the cache, of the next value returned by nextDouble. If newIndex is 0, this is equivalent to calling initCache. If newIndex is getNumCachedValues, subsequent calls to nextDouble will add new values to the cache.

Parameters:

newIndex - the new index.

Throws:

IllegalArgumentException - if newIndex is negative or greater than or equal to the cache size.

getCachedValues

public DoubleArrayList getCachedValues()

Returns an array list containing the values cached by this random variate generator.

Returns:

the array of cached values.

setCachedValues

public void setCachedValues(DoubleArrayList values)

Sets the array list containing the cached values to values. This resets the cache index to the size of the given array.

Parameters:

values - the array list of cached values.

Throws:

NullPointerException - if values is null.

nextDouble

public double nextDouble()

Description copied from class: RandomVariateGen

Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:

nextDouble in class RandomVariateGen

Returns:

the generated value

nextArrayOfDouble

public void nextArrayOfDouble(double[] v,
                              int start,
                              int n)

Description copied from class: RandomVariateGen

Generates n random numbers from the continuous distribution contained in this object. These numbers are stored in the array v, starting from index start. By default, this method calls nextDouble() n times, but one can override it in subclasses for better efficiency.

Overrides:

nextArrayOfDouble in class RandomVariateGen

Parameters:

v - array in which the variates will be stored

start - starting index, in v, of the new variates

n - number of variates to generate

getStream

public RandomStream getStream()

Description copied from class: RandomVariateGen

Returns the RandomStream used by this generator.

Overrides:

getStream in class RandomVariateGen

Returns:

the stream associated to this object

getDistribution

public Distribution getDistribution()

Description copied from class: RandomVariateGen

Returns the Distribution used by this generator.

Overrides:

getDistribution in class RandomVariateGen

Returns:

the distribution associated to that object