MersenneTwisterFast

java.lang.Object
- com.strategyquant.lib.random.MersenneTwisterFast

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable
```
public class MersenneTwisterFast
extends java.lang.Object
implements java.io.Serializable, java.lang.Cloneable
```
MersenneTwister and MersenneTwisterFast

Version 20, based on version MT199937(99/10/29) of the Mersenne Twister algorithm found at The Mersenne Twister Home Page, with the initialization improved using the new 2002/1/26 initialization algorithm By Sean Luke, October 2004.
MersenneTwister is a drop-in subclass replacement for java.util.Random. It is properly synchronized and can be used in a multithreaded environment. On modern VMs such as HotSpot, it is approximately 1/3 slower than java.util.Random.
MersenneTwisterFast is not a subclass of java.util.Random. It has the same public methods as Random does, however, and it is algorithmically identical to MersenneTwister. MersenneTwisterFast has hard-code inlined all of its methods directly, and made all of them final (well, the ones of consequence anyway). Further, these methods are not synchronized, so the same MersenneTwisterFast instance cannot be shared by multiple threads. But all this helps MersenneTwisterFast achieve well over twice the speed of MersenneTwister. java.util.Random is about 1/3 slower than MersenneTwisterFast.
About the Mersenne Twister

This is a Java version of the C-program for MT19937: Integer version. The MT19937 algorithm was created by Makoto Matsumoto and Takuji Nishimura, who ask: "When you use this, send an email to: [email protected] with an appropriate reference to your work". Indicate that this is a translation of their algorithm into Java.
Reference. Makato Matsumoto and Takuji Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and. Computer Simulation, Vol. 8, No. 1, January 1998, pp 3--30.
About this Version

Changes since V19: nextFloat(boolean, boolean) now returns float, not double.
Changes since V18: Removed old final declarations, which used to potentially speed up the code, but no longer.
Changes since V17: Removed vestigial references to &= 0xffffffff which stemmed from the original C code. The C code could not guarantee that ints were 32 bit, hence the masks. The vestigial references in the Java code were likely optimized out anyway.
Changes since V16: Added nextDouble(includeZero, includeOne) and nextFloat(includeZero, includeOne) to allow for half-open, fully-closed, and fully-open intervals.
Changes Since V15: Added serialVersionUID to quiet compiler warnings from Sun's overly verbose compilers as of JDK 1.5.
Changes Since V14: made strictfp, with StrictMath.log and StrictMath.sqrt in nextGaussian instead of Math.log and Math.sqrt. This is largely just to be safe, as it presently makes no difference in the speed, correctness, or results of the algorithm.
Changes Since V13: clone() method CloneNotSupportedException removed.
Changes Since V12: clone() method added.
Changes Since V11: stateEquals(...) method added. MersenneTwisterFast is equal to other MersenneTwisterFasts with identical state; likewise MersenneTwister is equal to other MersenneTwister with identical state. This isn't equals(...) because that requires a contract of immutability to compare by value.
Changes Since V10: A documentation error suggested that setSeed(int[]) required an int[] array 624 long. In fact, the array can be any non-zero length. The new version also checks for this fact.
Changes Since V9: readState(stream) and writeState(stream) provided.
Changes Since V8: setSeed(int) was only using the first 28 bits of the seed; it should have been 32 bits. For small-number seeds the behavior is identical.
Changes Since V7: A documentation error in MersenneTwisterFast (but not MersenneTwister) stated that nextDouble selects uniformly from the full-open interval [0,1]. It does not. nextDouble's contract is identical across MersenneTwisterFast, MersenneTwister, and java.util.Random, namely, selection in the half-open interval [0,1). That is, 1.0 should not be returned. A similar contract exists in nextFloat.
Changes Since V6: License has changed from LGPL to BSD. New timing information to compare against java.util.Random. Recent versions of HotSpot have helped Random increase in speed to the point where it is faster than MersenneTwister but slower than MersenneTwisterFast (which should be the case, as it's a less complex algorithm but is synchronized).
Changes Since V5: New empty constructor made to work the same as java.util.Random -- namely, it seeds based on the current time in milliseconds.
Changes Since V4: New initialization algorithms. See (see http://www.math.keio.ac.jp/matumoto/MT2002/emt19937ar.html)
The MersenneTwister code is based on standard MT19937 C/C++ code by Takuji Nishimura, with suggestions from Topher Cooper and Marc Rieffel, July 1997. The code was originally translated into Java by Michael Lecuyer, January 1999, and the original code is Copyright (c) 1999 by Michael Lecuyer.
Java notes

This implementation implements the bug fixes made in Java 1.2's version of Random, which means it can be used with earlier versions of Java. See the JDK 1.2 java.util.Random documentation for further documentation on the random-number generation contracts made. Additionally, there's an undocumented bug in the JDK java.util.Random.nextBytes() method, which this code fixes.
Just like java.util.Random, this generator accepts a long seed but doesn't use all of it. java.util.Random uses 48 bits. The Mersenne Twister instead uses 32 bits (int size). So it's best if your seed does not exceed the int range.
MersenneTwister can be used reliably on JDK version 1.1.5 or above. Earlier Java versions have serious bugs in java.util.Random; only MersenneTwisterFast (and not MersenneTwister nor java.util.Random) should be used with them.
License
Copyright (c) 2003 by Sean Luke.
Portions copyright (c) 1993 by Michael Lecuyer.
All rights reserved.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
- Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
- Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
- Neither the name of the copyright owners, their employers, nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNERS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
Version:

20

See Also:

Serialized Form

Constructor Summary

Constructors
Constructor and Description
`MersenneTwisterFast()` Constructor using the default seed.
`MersenneTwisterFast(int[] array)` Constructor using an array of integers as seed.
`MersenneTwisterFast(long seed)` Constructor using a given seed.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`java.lang.Object`	`clone()`
`static void`	`main(java.lang.String[] args)` Tests the code.
`boolean`	`nextBoolean()` Next boolean.
`boolean`	`nextBoolean(double probability)` This generates a coin flip with a probability `probability` of returning true, else returning false.
`boolean`	`nextBoolean(float probability)` This generates a coin flip with a probability `probability` of returning true, else returning false.
`byte`	`nextByte()` Next byte.
`void`	`nextBytes(byte[] bytes)` Next bytes.
`char`	`nextChar()` Next char.
`double`	`nextDouble()` Returns a random double in the half-open range from [0.0,1.0).
`double`	`nextDouble(boolean includeZero, boolean includeOne)` Returns a double in the range from 0.0 to 1.0, possibly inclusive of 0.0 and 1.0 themselves.
`float`	`nextFloat()` Returns a random float in the half-open range from [0.0f,1.0f).
`float`	`nextFloat(boolean includeZero, boolean includeOne)` Returns a float in the range from 0.0f to 1.0f, possibly inclusive of 0.0f and 1.0f themselves.
`double`	`nextGaussian()` Next gaussian.
`int`	`nextInt()` Next int.
`int`	`nextInt(int n)` Returns an integer drawn uniformly from 0 to n-1.
`long`	`nextLong()` Next long.
`long`	`nextLong(long n)` Returns a long drawn uniformly from 0 to n-1.
`short`	`nextShort()` Next short.
`void`	`readState(java.io.DataInputStream stream)` Reads the entire state of the MersenneTwister RNG from the stream.
`void`	`setSeed(int[] array)` Sets the seed of the MersenneTwister using an array of integers.
`void`	`setSeed(long seed)` Initalize the pseudo random number generator.
`boolean`	`stateEquals(java.lang.Object o)` State equals.
`void`	`writeState(java.io.DataOutputStream stream)` Writes the entire state of the MersenneTwister RNG to the stream.

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - MersenneTwisterFast
```
public MersenneTwisterFast()
```
    Constructor using the default seed.
  - MersenneTwisterFast
```
public MersenneTwisterFast(long seed)
```
    Constructor using a given seed. Though you pass this seed in as a long, it's best to make sure it's actually an integer.
    
    Parameters:
    
    seed - the seed
  - MersenneTwisterFast
```
public MersenneTwisterFast(int[] array)
```
    Constructor using an array of integers as seed. Your array must have a non-zero length. Only the first 624 integers in the array are used; if the array is shorter than this then integers are repeatedly used in a wrap-around fashion.
    
    Parameters:
    
    array - the array
- Method Detail
  - clone
```
public java.lang.Object clone()
```
    Overrides:
    
    clone in class java.lang.Object
  - stateEquals
```
public boolean stateEquals(java.lang.Object o)
```
    State equals.
    
    Parameters:
    
    o - the o
    
    Returns:
    
    true, if successful
  - readState
```
public void readState(java.io.DataInputStream stream)
               throws java.io.IOException
```
    Reads the entire state of the MersenneTwister RNG from the stream.
    
    Parameters:
    
    stream - the stream
    
    Throws:
    
    java.io.IOException - Signals that an I/O exception has occurred.
  - writeState
```
public void writeState(java.io.DataOutputStream stream)
                throws java.io.IOException
```
    Writes the entire state of the MersenneTwister RNG to the stream.
    
    Parameters:
    
    stream - the stream
    
    Throws:
    
    java.io.IOException - Signals that an I/O exception has occurred.
  - setSeed
```
public void setSeed(long seed)
```
    Initalize the pseudo random number generator. Don't pass in a long that's bigger than an int (Mersenne Twister only uses the first 32 bits for its seed).
    
    Parameters:
    
    seed - the new seed
  - setSeed
```
public void setSeed(int[] array)
```
    Sets the seed of the MersenneTwister using an array of integers. Your array must have a non-zero length. Only the first 624 integers in the array are used; if the array is shorter than this then integers are repeatedly used in a wrap-around fashion.
    
    Parameters:
    
    array - the new seed
  - nextInt
```
public int nextInt()
```
    Next int.
    
    Returns:
    
    the int
  - nextShort
```
public short nextShort()
```
    Next short.
    
    Returns:
    
    the short
  - nextChar
```
public char nextChar()
```
    Next char.
    
    Returns:
    
    the char
  - nextBoolean
```
public boolean nextBoolean()
```
    Next boolean.
    
    Returns:
    
    true, if successful
  - nextBoolean
```
public boolean nextBoolean(float probability)
```
    This generates a coin flip with a probability probability of returning true, else returning false. probability must be between 0.0 and 1.0, inclusive. Not as precise a random real event as nextBoolean(double), but twice as fast. To explicitly use this, remember you may need to cast to float first.
    
    Parameters:
    
    probability - the probability
    
    Returns:
    
    true, if successful
  - nextBoolean
```
public boolean nextBoolean(double probability)
```
    This generates a coin flip with a probability probability of returning true, else returning false. probability must be between 0.0 and 1.0, inclusive.
    
    Parameters:
    
    probability - the probability
    
    Returns:
    
    true, if successful
  - nextByte
```
public byte nextByte()
```
    Next byte.
    
    Returns:
    
    the byte
  - nextBytes
```
public void nextBytes(byte[] bytes)
```
    Next bytes.
    
    Parameters:
    
    bytes - the bytes
  - nextLong
```
public long nextLong()
```
    Next long.
    
    Returns:
    
    the long
  - nextLong
```
public long nextLong(long n)
```
    Returns a long drawn uniformly from 0 to n-1. Suffice it to say, n must be > 0, or an IllegalArgumentException is raised.
    
    Parameters:
    
    n - the n
    
    Returns:
    
    the long
  - nextDouble
```
public double nextDouble()
```
    Returns a random double in the half-open range from [0.0,1.0). Thus 0.0 is a valid result but 1.0 is not.
    
    Returns:
    
    the double
  - nextDouble
```
public double nextDouble(boolean includeZero,
                         boolean includeOne)
```
    Returns a double in the range from 0.0 to 1.0, possibly inclusive of 0.0 and 1.0 themselves. Thus:
    
    Expression Interval
    nextDouble(false, false) (0.0, 1.0)
    nextDouble(true, false) [0.0, 1.0)
    nextDouble(false, true) (0.0, 1.0]
    nextDouble(true, true) [0.0, 1.0]
    
    This version preserves all possible random values in the double range.
    
    Parameters:
    
    includeZero - the include zero
    
    includeOne - the include one
    
    Returns:
    
    the double
  - nextGaussian
```
public double nextGaussian()
```
    Next gaussian.
    
    Returns:
    
    the double
  - nextFloat
```
public float nextFloat()
```
    Returns a random float in the half-open range from [0.0f,1.0f). Thus 0.0f is a valid result but 1.0f is not.
    
    Returns:
    
    the float
  - nextFloat
```
public float nextFloat(boolean includeZero,
                       boolean includeOne)
```
    Returns a float in the range from 0.0f to 1.0f, possibly inclusive of 0.0f and 1.0f themselves. Thus:
    
    Expression Interval
    nextFloat(false, false) (0.0f, 1.0f)
    nextFloat(true, false) [0.0f, 1.0f)
    nextFloat(false, true) (0.0f, 1.0f]
    nextFloat(true, true) [0.0f, 1.0f]
    
    This version preserves all possible random values in the float range.
    
    Parameters:
    
    includeZero - the include zero
    
    includeOne - the include one
    
    Returns:
    
    the float
  - nextInt
```
public int nextInt(int n)
```
    Returns an integer drawn uniformly from 0 to n-1. Suffice it to say, n must be > 0, or an IllegalArgumentException is raised.
    
    Parameters:
    
    n - the n
    
    Returns:
    
    the int
  - main
```
public static void main(java.lang.String[] args)
```
    Tests the code.
    
    Parameters:
    
    args - the arguments

	Expression	Interval
nextDouble(false, false)	(0.0, 1.0)
nextDouble(true, false)	[0.0, 1.0)
nextDouble(false, true)	(0.0, 1.0]
nextDouble(true, true)	[0.0, 1.0]

	Expression	Interval
nextFloat(false, false)	(0.0f, 1.0f)
nextFloat(true, false)	[0.0f, 1.0f)
nextFloat(false, true)	(0.0f, 1.0f]
nextFloat(true, true)	[0.0f, 1.0f]

Class MersenneTwisterFast

MersenneTwister and MersenneTwisterFast

About the Mersenne Twister

About this Version

Java notes

License

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

MersenneTwisterFast

MersenneTwisterFast

MersenneTwisterFast

Method Detail

clone

stateEquals

readState

writeState

setSeed

setSeed

nextInt

nextShort

nextChar

nextBoolean

nextBoolean

nextBoolean

nextByte

nextBytes

nextLong

nextLong

nextDouble

nextDouble

nextGaussian

nextFloat

nextFloat

nextInt

main