umontreal.iro.lecuyer.rng
Interface RandomStream

All Known Subinterfaces:

CloneableRandomStream, PointSetIterator

All Known Implementing Classes:

AntitheticStream, BakerTransformedStream, CycleBasedPointSet.CycleBasedPointSetIterator, CycleBasedPointSetBase2.CycleBasedPointSetBase2Iterator, F2NL607, GenF2w32, LFSR113, LFSR258, MRG31k3p, MRG32k3a, MRG32k3aL, MT19937, RandMrg, RandomStreamBase, RandomStreamWithCache, RandRijndael, TruncatedRandomStream, WELL1024, WELL512, WELL607

public interface RandomStream

This interface defines the basic structures to handle multiple streams of uniform (pseudo)random numbers and convenient tools to move around within and across these streams. The actual random number generators (RNGs) are provided in classes that implement this RandomStream interface. Each stream of random numbers is an object of the class that implements this interface, and can be viewed as a virtual random number generator.

For each type of base RNG (i.e., each implementation of the RandomStream interface), the full period of the generator is cut into adjacent streams (or segments) of length Z, and each of these streams is partitioned into V substreams of length W, where Z = VW. The values of V and W depend on the specific RNG, but are usually larger than 2⁵⁰. Thus, the distance Z between the starting points of two successive streams provided by an RNG usually exceeds 2¹⁰⁰. The initial seed of the RNG is the starting point of the first stream. It has a default value for each type of RNG, but this initial value can be changed by calling setPackageSeed for the corresponding class. Each time a new RandomStream is created, its starting point (initial seed) is computed automatically, Z steps ahead of the starting point of the previously created stream of the same type, and its current state is set equal to this starting point.

For each stream, one can advance by one step and generate one value, or go ahead to the beginning of the next substream within this stream, or go back to the beginning of the current substream, or to the beginning of the stream, or jump ahead or back by an arbitrary number of steps. Denote by C_g the current state of a stream g, I_g its initial state, B_g the state at the beginning of the current substream, and N_g the state at the beginning of the next substream. The form of the state of a stream depends on its type. For example, the state of a stream of class MRG32k3a is a vector of six 32-bit integers represented internally as floating-point numbers (in double).

The methods for manipulating the streams and generating random numbers are implemented differently for each type of RNG. The methods whose formal parameter types do not depend on the RNG type are specified in the interface RandomStream. The others (e.g., for setting the seeds) are given only in the classes that implement the specific RNG types.

Methods for generating random variates from non-uniform distributions are provided in the randvar package.

Method Summary

void	nextArrayOfDouble(double[] u, int start, int n) Generates n (pseudo)random numbers from the uniform distribution and stores them into the array u starting at index start.
void	nextArrayOfInt(int i, int j, int[] u, int start, int n) Generates n (pseudo)random numbers from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream and stores the result in the array u starting at index start.
double	nextDouble() Returns a (pseudo)random number from the uniform distribution over the interval (0, 1), using this stream, after advancing its state by one step.
int	nextInt(int i, int j) Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream.
void	resetNextSubstream() Reinitializes the stream to the beginning of its next substream: Ng is computed, and Cg and Bg are set to Ng.
void	resetStartStream() Reinitializes the stream to its initial state Ig: Cg and Bg are set to Ig.
void	resetStartSubstream() Reinitializes the stream to the beginning of its current substream: Cg is set to Bg.
String	toString() Returns a string containing the current state of this stream.

Method Detail

resetStartStream

void resetStartStream()

Reinitializes the stream to its initial state I_g: C_g and B_g are set to I_g.

resetStartSubstream

void resetStartSubstream()

Reinitializes the stream to the beginning of its current substream: C_g is set to B_g.

resetNextSubstream

void resetNextSubstream()

Reinitializes the stream to the beginning of its next substream: N_g is computed, and C_g and B_g are set to N_g.

toString

String toString()

Returns a string containing the current state of this stream.

Overrides:

toString in class Object

Returns:

the state of the generator formated as a string

nextDouble

double nextDouble()

Returns a (pseudo)random number from the uniform distribution over the interval (0, 1), using this stream, after advancing its state by one step. The generators programmed in SSJ never return the values 0 or 1.

Returns:

the next generated uniform

nextArrayOfDouble

void nextArrayOfDouble(double[] u,
                       int start,
                       int n)

Generates n (pseudo)random numbers from the uniform distribution and stores them into the array u starting at index start.

Parameters:

u - array that will contain the generated uniforms

start - starting index, in the array u, to write uniforms from

n - number of uniforms to generate

nextInt

int nextInt(int i,
            int j)

Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream. (Calls nextDouble once.)

Parameters:

i - smallest integer that can be generated

j - greatest integer that can be generated

Returns:

the generated integer

nextArrayOfInt

void nextArrayOfInt(int i,
                    int j,
                    int[] u,
                    int start,
                    int n)

Generates n (pseudo)random numbers from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream and stores the result in the array u starting at index start. (Calls nextInt n times.)

Parameters:

i - smallest integer that can be generated

j - greatest integer that can be generated

u - array that will contain the generated values

start - starting index, in the array u, to write integers from

n - number of values being generated