package ec.util; import java.io.*; /** *
Version 17, 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. * *
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: matumoto@math.keio.ac.jp * 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. * *
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. * *
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. * *
Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: *
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 17
*/
public strictfp class MersenneTwister extends java.util.Random implements Serializable, Cloneable
{
// Serialization
private static final long serialVersionUID = -4035832775130174188L; // locked as of Version 15
// Period parameters
private static final int N = 624;
private static final int M = 397;
private static final int MATRIX_A = 0x9908b0df; // private static final * constant vector a
private static final int UPPER_MASK = 0x80000000; // most significant w-r bits
private static final int LOWER_MASK = 0x7fffffff; // least significant r bits
// Tempering parameters
private static final int TEMPERING_MASK_B = 0x9d2c5680;
private static final int TEMPERING_MASK_C = 0xefc60000;
private int mt[]; // the array for the state vector
private int mti; // mti==N+1 means mt[N] is not initialized
private int mag01[];
// a good initial seed (of int size, though stored in a long)
//private static final long GOOD_SEED = 4357;
/* implemented here because there's a bug in Random's implementation
of the Gaussian code (divide by zero, and log(0), ugh!), yet its
gaussian variables are private so we can't access them here. :-( */
private double __nextNextGaussian;
private boolean __haveNextNextGaussian;
/* We're overriding all internal data, to my knowledge, so this should be okay */
public Object clone()
{
try
{
MersenneTwister f = (MersenneTwister)(super.clone());
f.mt = (int[])(mt.clone());
f.mag01 = (int[])(mag01.clone());
return f;
}
catch (CloneNotSupportedException e) { throw new InternalError(); } // should never happen
}
public boolean stateEquals(Object o)
{
if (o==this) return true;
if (o == null || !(o instanceof MersenneTwister))
return false;
MersenneTwister other = (MersenneTwister) o;
if (mti != other.mti) return false;
for(int x=0;x This version preserves all possible random values in the double range.
*/
public double nextDouble(boolean includeZero, boolean includeOne)
{
double d = 0.0;
do
{
d = nextDouble(); // grab a value, initially from half-open [0.0, 1.0)
if (includeOne && nextBoolean()) d += 1.0; // if includeOne, with 1/2 probability, push to [1.0, 2.0)
}
while ( (d > 1.0) || // everything above 1.0 is always invalid
(!includeZero && d == 0.0)); // if we're not including zero, 0.0 is invalid
return d;
}
/** A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes
this for us, but what the heck. */
public float nextFloat()
{
return next(24) / ((float)(1 << 24));
}
/** Returns a float in the range from 0.0f to 1.0f, possibly inclusive of 0.0f and 1.0f themselves. Thus:
This version preserves all possible random values in the float range.
*/
public double nextFloat(boolean includeZero, boolean includeOne)
{
float d = 0.0f;
do
{
d = nextFloat(); // grab a value, initially from half-open [0.0f, 1.0f)
if (includeOne && nextBoolean()) d += 1.0f; // if includeOne, with 1/2 probability, push to [1.0f, 2.0f)
}
while ( (d > 1.0f) || // everything above 1.0f is always invalid
(!includeZero && d == 0.0f)); // if we're not including zero, 0.0f is invalid
return d;
}
/** A bug fix for all versions of the JDK. The JDK appears to
use all four bytes in an integer as independent byte values!
Totally wrong. I've submitted a bug report. */
public void nextBytes(final byte[] bytes)
{
for (int x=0;x
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]