SSJ
3.3.1
Stochastic Simulation in Java
|
Implements the RandomStream interface via inheritance from RandomStreamBase. More...
Public Member Functions | |
MT19937 (CloneableRandomStream rng) | |
Constructs a new stream, using rng to fill its initial state. More... | |
MT19937 (CloneableRandomStream rng, String name) | |
Constructs a new stream with the identifier name (used in the toString method). More... | |
MT19937 | clone () |
Clones the current generator and return its copy. 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 \(N_g\). | |
String | toString () |
Returns a string containing the current state of this stream. 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... | |
Protected Member Functions | |
double | nextValue () |
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... | |
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 |
Implements the RandomStream interface via inheritance from RandomStreamBase.
The backbone generator is the MT19937 Mersenne Twister, proposed by Matsumoto and Nishimura [179] , which has a state size of 19937 bits and a period length of \(\rho\approx\) \(2^{19937}\). Each instance uses another CloneableRandomStream to fill its initial state. With this design, the initial states of successive streams are not spaced by an equal number of steps, and there is no guarantee that different streams do not overlap, but damaging overlap is unlikely because of the huge size of the state space. The seed of the RNG, and the state of a stream at any given step, is a 624-dimensional vector of 32-bit integers. The output of nextValue
has 32 bits of precision.
MT19937 | ( | CloneableRandomStream | rng | ) |
Constructs a new stream, using rng
to fill its initial state.
rng | used to build the seed |
MT19937 | ( | CloneableRandomStream | rng, |
String | name | ||
) |
Constructs a new stream with the identifier name
(used in the toString
method).
rng | used to build the seed |
name | name of the stream |
MT19937 clone | ( | ) |
Clones the current generator and return its copy.
Implements CloneableRandomStream.
String toString | ( | ) |
Returns a string containing the current state of this stream.
Implements RandomStream.