SSJ
3.3.1
Stochastic Simulation in Java
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Implements the RandomStream interface by using as a backbone generator the combination of the WELL607 proposed in [199], [198] (and implemented in WELL607 ) with a nonlinear generator. More...
Public Member Functions | |
F2NL607 () | |
Constructs a new stream, initializing it at its beginning. More... | |
F2NL607 (String name) | |
Constructs a new stream with the identifier name (used in the toString method). More... | |
void | resetStartStream () |
Reinitializes the stream to its initial state \(I_g\): \(C_g\) and \(B_g\) are set to \(I_g\). | |
void | resetStartSubstream () |
Reinitializes the stream to the beginning of its current substream: \(C_g\) is set to \(B_g\). | |
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 \(N_g\). | |
void | setLinearSeed (int seed[]) |
This method is discouraged for normal use. More... | |
int [] | getLinearState () |
Returns the current state of the linear part of the stream, represented as an array of 19 integers. More... | |
void | setNonLinearSeed (int seed[]) |
This method is discouraged for normal use. More... | |
int [] | getNonLinearState () |
Returns the current state of the non-linear part of the stream, represented as an array of \(n\) integers, where \(n\) is the number of components in the non-linear generator. More... | |
F2NL607 | clone () |
Clones the current generator and return its copy. More... | |
String | toString () |
Returns a string containing the current state of this stream. More... | |
Public Member Functions inherited from WELL607base | |
WELL607base | clone () |
Clones the current object and returns its copy. More... | |
Public Member Functions inherited from RandomStreamBase | |
abstract void | resetStartStream () |
Reinitializes the stream to its initial state \(I_g\): \(C_g\) and \(B_g\) are set to \(I_g\). | |
abstract void | resetStartSubstream () |
Reinitializes the stream to the beginning of its current substream: \(C_g\) is set to \(B_g\). | |
abstract 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 \(N_g\). | |
abstract String | toString () |
Returns a string containing the current state of this stream. More... | |
void | increasedPrecision (boolean incp) |
After calling this method with incp = true , each call to the RNG (direct or indirect) for this stream will return a uniform random number with more bits of precision than what is returned by nextValue , and will advance the state of the stream by 2 steps instead of 1 (i.e., nextValue will be called twice for each random number). More... | |
double | nextDouble () |
Returns a uniform random number between 0 and 1 from the stream. More... | |
void | nextArrayOfDouble (double[] u, int start, int n) |
Calls nextDouble n times to fill the array u . More... | |
int | nextInt (int i, int j) |
Calls nextDouble once to create one integer between i and j . More... | |
void | nextArrayOfInt (int i, int j, int[] u, int start, int n) |
Calls nextInt n times to fill the array u . More... | |
String | formatState () |
Use the toString method. | |
String | formatStateFull () |
Use the toStringFull method. | |
RandomStreamBase | clone () |
Clones the current generator and return its copy. More... | |
Static Public Member Functions | |
static void | setPackageLinearSeed (int seed[]) |
Sets the initial seed of the linear part of the class F2NL607 to the 19 integers of the vector seed[0..18] . More... | |
static void | setPackageNonLinearSeed (int seed[]) |
Sets the non-linear part of the initial seed of the class F2NL607 to the \(n\) integers of the vector seed[0..n-1] , where \(n\) is the number of components of the non-linear part. More... | |
static int [][] | getNonLinearData () |
Return the data of all the components of the non-linear part of the random number generator. More... | |
static void | setNonLinearData (int[][] data) |
Selects new data for the components of the non-linear generator. More... | |
static void | setScrambleData (RandomStream rand, int steps, int[] size) |
Selects new data for the components of the non-linear generator. More... | |
Protected Member Functions | |
double | nextValue () |
Protected Member Functions inherited from WELL607base | |
void | advanceSeed (int[] seed, int [] p) |
Protected Member Functions inherited from RandomStreamBase | |
abstract double | nextValue () |
This method should return the next random number (between 0 and 1) from the current stream. More... | |
Static Package Functions | |
[static initializer] | |
Static Package Functions inherited from WELL607base | |
static void | verifySeed (int seed[]) |
Static Package Attributes | |
static int [] | nlJumpZ |
Static Package Attributes inherited from WELL607base | |
static final double | NORM = (1.0 / 0x100000001L) |
static final int | R = 19 |
static final int | BUFFER_SIZE = 32 |
static final int | NUM_BITS = 608 |
static final int | MASK_STATE = 0x0000001F |
static final int | W = 32 |
static final int | P = 1 |
static final int | MASKU = (0xffffffff >>> (W - P)) |
static final int | MASKL = (~MASKU) |
static final int | M1 = 16 |
static final int | M2 = 15 |
static final int | M3 = 14 |
static final int | R1 = 18 |
static final int | R2 = 17 |
static final int | w = 250 |
static final int | v = 150 |
Additional Inherited Members | |
Protected Attributes inherited from RandomStreamBase | |
String | name = null |
boolean | prec53 = false |
boolean | anti = false |
Static Protected Attributes inherited from RandomStreamBase | |
static double | invtwo24 = 5.9604644775390625e-8 |
Package Functions inherited from WELL607base | |
int [] | getState () |
String | stringState () |
int | nextInt () |
Package Attributes inherited from WELL607base | |
int | state_i |
int [] | state |
int [] | stream |
int [] | substream |
Implements the RandomStream interface by using as a backbone generator the combination of the WELL607 proposed in [199], [198] (and implemented in WELL607 ) with a nonlinear generator.
This nonlinear generator is made up of a small number of components (say \(n\)) combined via addition modulo 1. Each component contains an array already filled with a "random" permutation of \(\{0,...,s-1\}\) where s
is the size of the array. These numbers and the lengths of the components can be changed by the user. Each call to the generator uses the next number in each array (or the first one if we are at the end of the array). By default, there are 3 components of lengths 1019, 1021, and 1031, respectively. The non-linear generator is combined with the WELL using a bitwise XOR operation. This ensures that the new generator has at least as much equidistribution as the WELL607, as shown in [123] .
The combined generator has a period length of \(\rho\approx\) \(2^{637}\). The values of \(V\), \(W\) and \(Z\) are \(2^{250}\), \(2^{150}\), and \(2^{400}\), respectively (see RandomStream for their definition). The seed of the RNG has two part: the linear part is a 19-dimensional vector of 32-bit integers, while the nonlinear part is made up of a \(n\)-dimensional vector of indices, representing the position of the generator in each array of the nonlinear components.
F2NL607 | ( | ) |
Constructs a new stream, initializing it at its beginning.
Also makes sure that the seed of the next constructed stream is \(Z\) steps away. Sets its antithetic switch to false
and sets the stream to normal precision mode (offers 32 bits of precision).
F2NL607 | ( | String | name | ) |
Constructs a new stream with the identifier name
(used in the toString
method).
name | name of the stream |
F2NL607 clone | ( | ) |
Clones the current generator and return its copy.
Implements CloneableRandomStream.
int [] getLinearState | ( | ) |
Returns the current state of the linear part of the stream, represented as an array of 19 integers.
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static |
Return the data of all the components of the non-linear part of the random number generator.
This data is explained in the introduction.
int [] getNonLinearState | ( | ) |
Returns the current state of the non-linear part of the stream, represented as an array of \(n\) integers, where \(n\) is the number of components in the non-linear generator.
void setLinearSeed | ( | int | seed[] | ) |
This method is discouraged for normal use.
Initializes the stream at the beginning of a stream with the initial linear seed seed[0..18]
. The seed must satisfy the same conditions as in setPackageSeed
. The non-linear seed is not modified; thus the non-linear part of the random number generator is reset to the beginning of the old stream. This method only affects the specified stream; the others are not modified. Hence after calling this method, the beginning of the streams will no longer be spaced \(Z\) values apart. For this reason, this method should only be used in very exceptional cases; proper use of the reset...
methods and of the stream constructor is preferable.
seed | array of 19 elements representing the seed |
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static |
Selects new data for the components of the non-linear generator.
The number of arrays in data
will decide the number of components. Each of the arrays will be assigned to one of the components. The period of the resulting non-linear generator will be equal to the lowest common multiple of the lengths of the arrays. It is thus recommended to choose only prime length for the best results.
NOTE : This method cannot be called if at least one instance of F2NL607
has been constructed. In that case, it will throw an IllegalStateException.
data | the new data of the components |
IllegalStateException | if an instance of the class was constructed before |
void setNonLinearSeed | ( | int | seed[] | ) |
This method is discouraged for normal use.
Initializes the stream at the beginning of a stream with the initial non-linear seed seed[0..n-1]
, where \(n\) is the number of components of the non-linear part of the generator. The linear seed is not modified so the linear part of the random number generator is reset to the beginning of the old stream. This method only affects the specified stream; the others are not modified. Hence after calling this method, the beginning of the streams will no longer be spaced \(Z\) values apart. For this reason, this method should only be used in very exceptional cases; proper use of the reset...
methods and of the stream constructor is preferable.
seed |
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static |
Sets the initial seed of the linear part of the class F2NL607
to the 19 integers of the vector seed[0..18]
.
This will be the initial seed (or seed) of the next created stream. At least one of the integers must be non-zero and if this integer is the last one, it must not be equal to 0x7FFFFFFF
.
seed | array of 19 elements representing the seed |
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static |
Sets the non-linear part of the initial seed of the class F2NL607
to the \(n\) integers of the vector seed[0..n-1]
, where \(n\) is the number of components of the non-linear part.
The default is \(n = 3\). Each of the integers must be between 0 and the length of the corresponding component minus one. By default, the lengths are \((1019, 1021, 1031)\).
seed | array of \(n\) elements representing the non-linear seed |
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static |
Selects new data for the components of the non-linear generator.
The number of arrays in data
will decide the number of components. Each of the arrays will be assigned to one of the components. The period of the resulting non-linear generator will be equal to the lowest common multiple of the lengths of the arrays. It is thus recommended to choose only prime length for the best results.
NOTE : This method cannot be called if at least one instance of F2NL607
has been constructed. In that case, it will throw an IllegalStateException.
rand | the random numbers source to do the scrambling |
steps | number of time to do the scrambling |
size | size of each components |
IllegalStateException | if an instance of the class was constructed before |
String toString | ( | ) |
Returns a string containing the current state of this stream.
Implements RandomStream.