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| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> package org.apache.commons.math.random;<a name="line.17"></a> <FONT color="green">018</FONT> <a name="line.18"></a> <FONT color="green">019</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.19"></a> <FONT color="green">020</FONT> <a name="line.20"></a> <FONT color="green">021</FONT> /**<a name="line.21"></a> <FONT color="green">022</FONT> * Abstract class implementing the {@link RandomGenerator} interface.<a name="line.22"></a> <FONT color="green">023</FONT> * Default implementations for all methods other than {@link #nextDouble()} and<a name="line.23"></a> <FONT color="green">024</FONT> * {@link #setSeed(long)} are provided.<a name="line.24"></a> <FONT color="green">025</FONT> * <p><a name="line.25"></a> <FONT color="green">026</FONT> * All data generation methods are based on <code>nextDouble().</code><a name="line.26"></a> <FONT color="green">027</FONT> * Concrete implementations <strong>must</strong> override<a name="line.27"></a> <FONT color="green">028</FONT> * this method and <strong>should</strong> provide better / more<a name="line.28"></a> <FONT color="green">029</FONT> * performant implementations of the other methods if the underlying PRNG<a name="line.29"></a> <FONT color="green">030</FONT> * supplies them.</p><a name="line.30"></a> <FONT color="green">031</FONT> *<a name="line.31"></a> <FONT color="green">032</FONT> * @since 1.1<a name="line.32"></a> <FONT color="green">033</FONT> * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.33"></a> <FONT color="green">034</FONT> */<a name="line.34"></a> <FONT color="green">035</FONT> public abstract class AbstractRandomGenerator implements RandomGenerator {<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> /**<a name="line.37"></a> <FONT color="green">038</FONT> * Cached random normal value. The default implementation for<a name="line.38"></a> <FONT color="green">039</FONT> * {@link #nextGaussian} generates pairs of values and this field caches the<a name="line.39"></a> <FONT color="green">040</FONT> * second value so that the full algorithm is not executed for every<a name="line.40"></a> <FONT color="green">041</FONT> * activation. The value <code>Double.NaN</code> signals that there is<a name="line.41"></a> <FONT color="green">042</FONT> * no cached value. Use {@link #clear} to clear the cached value.<a name="line.42"></a> <FONT color="green">043</FONT> */<a name="line.43"></a> <FONT color="green">044</FONT> private double cachedNormalDeviate = Double.NaN;<a name="line.44"></a> <FONT color="green">045</FONT> <a name="line.45"></a> <FONT color="green">046</FONT> /**<a name="line.46"></a> <FONT color="green">047</FONT> * Construct a RandomGenerator.<a name="line.47"></a> <FONT color="green">048</FONT> */<a name="line.48"></a> <FONT color="green">049</FONT> public AbstractRandomGenerator() {<a name="line.49"></a> <FONT color="green">050</FONT> super();<a name="line.50"></a> <FONT color="green">051</FONT> <a name="line.51"></a> <FONT color="green">052</FONT> }<a name="line.52"></a> <FONT color="green">053</FONT> <a name="line.53"></a> <FONT color="green">054</FONT> /**<a name="line.54"></a> <FONT color="green">055</FONT> * Clears the cache used by the default implementation of<a name="line.55"></a> <FONT color="green">056</FONT> * {@link #nextGaussian}. Implemementations that do not override the<a name="line.56"></a> <FONT color="green">057</FONT> * default implementation of <code>nextGaussian</code> should call this<a name="line.57"></a> <FONT color="green">058</FONT> * method in the implementation of {@link #setSeed(long)}<a name="line.58"></a> <FONT color="green">059</FONT> */<a name="line.59"></a> <FONT color="green">060</FONT> public void clear() {<a name="line.60"></a> <FONT color="green">061</FONT> cachedNormalDeviate = Double.NaN;<a name="line.61"></a> <FONT color="green">062</FONT> }<a name="line.62"></a> <FONT color="green">063</FONT> <a name="line.63"></a> <FONT color="green">064</FONT> /** {@inheritDoc} */<a name="line.64"></a> <FONT color="green">065</FONT> public void setSeed(int seed) {<a name="line.65"></a> <FONT color="green">066</FONT> setSeed((long) seed);<a name="line.66"></a> <FONT color="green">067</FONT> }<a name="line.67"></a> <FONT color="green">068</FONT> <a name="line.68"></a> <FONT color="green">069</FONT> /** {@inheritDoc} */<a name="line.69"></a> <FONT color="green">070</FONT> public void setSeed(int[] seed) {<a name="line.70"></a> <FONT color="green">071</FONT> // the following number is the largest prime that fits in 32 bits (it is 2^32 - 5)<a name="line.71"></a> <FONT color="green">072</FONT> final long prime = 4294967291l;<a name="line.72"></a> <FONT color="green">073</FONT> <a name="line.73"></a> <FONT color="green">074</FONT> long combined = 0l;<a name="line.74"></a> <FONT color="green">075</FONT> for (int s : seed) {<a name="line.75"></a> <FONT color="green">076</FONT> combined = combined * prime + s;<a name="line.76"></a> <FONT color="green">077</FONT> }<a name="line.77"></a> <FONT color="green">078</FONT> setSeed(combined);<a name="line.78"></a> <FONT color="green">079</FONT> }<a name="line.79"></a> <FONT color="green">080</FONT> <a name="line.80"></a> <FONT color="green">081</FONT> /**<a name="line.81"></a> <FONT color="green">082</FONT> * Sets the seed of the underyling random number generator using a<a name="line.82"></a> <FONT color="green">083</FONT> * <code>long</code> seed. Sequences of values generated starting with the<a name="line.83"></a> <FONT color="green">084</FONT> * same seeds should be identical.<a name="line.84"></a> <FONT color="green">085</FONT> * <p><a name="line.85"></a> <FONT color="green">086</FONT> * Implementations that do not override the default implementation of<a name="line.86"></a> <FONT color="green">087</FONT> * <code>nextGaussian</code> should include a call to {@link #clear} in the<a name="line.87"></a> <FONT color="green">088</FONT> * implementation of this method.</p><a name="line.88"></a> <FONT color="green">089</FONT> *<a name="line.89"></a> <FONT color="green">090</FONT> * @param seed the seed value<a name="line.90"></a> <FONT color="green">091</FONT> */<a name="line.91"></a> <FONT color="green">092</FONT> public abstract void setSeed(long seed);<a name="line.92"></a> <FONT color="green">093</FONT> <a name="line.93"></a> <FONT color="green">094</FONT> /**<a name="line.94"></a> <FONT color="green">095</FONT> * Generates random bytes and places them into a user-supplied<a name="line.95"></a> <FONT color="green">096</FONT> * byte array. The number of random bytes produced is equal to<a name="line.96"></a> <FONT color="green">097</FONT> * the length of the byte array.<a name="line.97"></a> <FONT color="green">098</FONT> * <p><a name="line.98"></a> <FONT color="green">099</FONT> * The default implementation fills the array with bytes extracted from<a name="line.99"></a> <FONT color="green">100</FONT> * random integers generated using {@link #nextInt}.</p><a name="line.100"></a> <FONT color="green">101</FONT> *<a name="line.101"></a> <FONT color="green">102</FONT> * @param bytes the non-null byte array in which to put the<a name="line.102"></a> <FONT color="green">103</FONT> * random bytes<a name="line.103"></a> <FONT color="green">104</FONT> */<a name="line.104"></a> <FONT color="green">105</FONT> public void nextBytes(byte[] bytes) {<a name="line.105"></a> <FONT color="green">106</FONT> int bytesOut = 0;<a name="line.106"></a> <FONT color="green">107</FONT> while (bytesOut < bytes.length) {<a name="line.107"></a> <FONT color="green">108</FONT> int randInt = nextInt();<a name="line.108"></a> <FONT color="green">109</FONT> for (int i = 0; i < 3; i++) {<a name="line.109"></a> <FONT color="green">110</FONT> if ( i > 0) {<a name="line.110"></a> <FONT color="green">111</FONT> randInt = randInt >> 8;<a name="line.111"></a> <FONT color="green">112</FONT> }<a name="line.112"></a> <FONT color="green">113</FONT> bytes[bytesOut++] = (byte) randInt;<a name="line.113"></a> <FONT color="green">114</FONT> if (bytesOut == bytes.length) {<a name="line.114"></a> <FONT color="green">115</FONT> return;<a name="line.115"></a> <FONT color="green">116</FONT> }<a name="line.116"></a> <FONT color="green">117</FONT> }<a name="line.117"></a> <FONT color="green">118</FONT> }<a name="line.118"></a> <FONT color="green">119</FONT> }<a name="line.119"></a> <FONT color="green">120</FONT> <a name="line.120"></a> <FONT color="green">121</FONT> /**<a name="line.121"></a> <FONT color="green">122</FONT> * Returns the next pseudorandom, uniformly distributed <code>int</code><a name="line.122"></a> <FONT color="green">123</FONT> * value from this random number generator's sequence.<a name="line.123"></a> <FONT color="green">124</FONT> * All 2<font size="-1"><sup>32</sup></font> possible <tt>int</tt> values<a name="line.124"></a> <FONT color="green">125</FONT> * should be produced with (approximately) equal probability.<a name="line.125"></a> <FONT color="green">126</FONT> * <p><a name="line.126"></a> <FONT color="green">127</FONT> * The default implementation provided here returns<a name="line.127"></a> <FONT color="green">128</FONT> * <pre><a name="line.128"></a> <FONT color="green">129</FONT> * <code>(int) (nextDouble() * Integer.MAX_VALUE)</code><a name="line.129"></a> <FONT color="green">130</FONT> * </pre></p><a name="line.130"></a> <FONT color="green">131</FONT> *<a name="line.131"></a> <FONT color="green">132</FONT> * @return the next pseudorandom, uniformly distributed <code>int</code><a name="line.132"></a> <FONT color="green">133</FONT> * value from this random number generator's sequence<a name="line.133"></a> <FONT color="green">134</FONT> */<a name="line.134"></a> <FONT color="green">135</FONT> public int nextInt() {<a name="line.135"></a> <FONT color="green">136</FONT> return (int) (nextDouble() * Integer.MAX_VALUE);<a name="line.136"></a> <FONT color="green">137</FONT> }<a name="line.137"></a> <FONT color="green">138</FONT> <a name="line.138"></a> <FONT color="green">139</FONT> /**<a name="line.139"></a> <FONT color="green">140</FONT> * Returns a pseudorandom, uniformly distributed <tt>int</tt> value<a name="line.140"></a> <FONT color="green">141</FONT> * between 0 (inclusive) and the specified value (exclusive), drawn from<a name="line.141"></a> <FONT color="green">142</FONT> * this random number generator's sequence.<a name="line.142"></a> <FONT color="green">143</FONT> * <p><a name="line.143"></a> <FONT color="green">144</FONT> * The default implementation returns<a name="line.144"></a> <FONT color="green">145</FONT> * <pre><a name="line.145"></a> <FONT color="green">146</FONT> * <code>(int) (nextDouble() * n</code><a name="line.146"></a> <FONT color="green">147</FONT> * </pre></p><a name="line.147"></a> <FONT color="green">148</FONT> *<a name="line.148"></a> <FONT color="green">149</FONT> * @param n the bound on the random number to be returned. Must be<a name="line.149"></a> <FONT color="green">150</FONT> * positive.<a name="line.150"></a> <FONT color="green">151</FONT> * @return a pseudorandom, uniformly distributed <tt>int</tt><a name="line.151"></a> <FONT color="green">152</FONT> * value between 0 (inclusive) and n (exclusive).<a name="line.152"></a> <FONT color="green">153</FONT> * @throws IllegalArgumentException if n is not positive.<a name="line.153"></a> <FONT color="green">154</FONT> */<a name="line.154"></a> <FONT color="green">155</FONT> public int nextInt(int n) {<a name="line.155"></a> <FONT color="green">156</FONT> if (n <= 0 ) {<a name="line.156"></a> <FONT color="green">157</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.157"></a> <FONT color="green">158</FONT> "upper bound must be positive ({0})", n);<a name="line.158"></a> <FONT color="green">159</FONT> }<a name="line.159"></a> <FONT color="green">160</FONT> int result = (int) (nextDouble() * n);<a name="line.160"></a> <FONT color="green">161</FONT> return result < n ? result : n - 1;<a name="line.161"></a> <FONT color="green">162</FONT> }<a name="line.162"></a> <FONT color="green">163</FONT> <a name="line.163"></a> <FONT color="green">164</FONT> /**<a name="line.164"></a> <FONT color="green">165</FONT> * Returns the next pseudorandom, uniformly distributed <code>long</code><a name="line.165"></a> <FONT color="green">166</FONT> * value from this random number generator's sequence. All<a name="line.166"></a> <FONT color="green">167</FONT> * 2<font size="-1"><sup>64</sup></font> possible <tt>long</tt> values<a name="line.167"></a> <FONT color="green">168</FONT> * should be produced with (approximately) equal probability.<a name="line.168"></a> <FONT color="green">169</FONT> * <p><a name="line.169"></a> <FONT color="green">170</FONT> * The default implementation returns<a name="line.170"></a> <FONT color="green">171</FONT> * <pre><a name="line.171"></a> <FONT color="green">172</FONT> * <code>(long) (nextDouble() * Long.MAX_VALUE)</code><a name="line.172"></a> <FONT color="green">173</FONT> * </pre></p><a name="line.173"></a> <FONT color="green">174</FONT> *<a name="line.174"></a> <FONT color="green">175</FONT> * @return the next pseudorandom, uniformly distributed <code>long</code><a name="line.175"></a> <FONT color="green">176</FONT> *value from this random number generator's sequence<a name="line.176"></a> <FONT color="green">177</FONT> */<a name="line.177"></a> <FONT color="green">178</FONT> public long nextLong() {<a name="line.178"></a> <FONT color="green">179</FONT> return (long) (nextDouble() * Long.MAX_VALUE);<a name="line.179"></a> <FONT color="green">180</FONT> }<a name="line.180"></a> <FONT color="green">181</FONT> <a name="line.181"></a> <FONT color="green">182</FONT> /**<a name="line.182"></a> <FONT color="green">183</FONT> * Returns the next pseudorandom, uniformly distributed<a name="line.183"></a> <FONT color="green">184</FONT> * <code>boolean</code> value from this random number generator's<a name="line.184"></a> <FONT color="green">185</FONT> * sequence.<a name="line.185"></a> <FONT color="green">186</FONT> * <p><a name="line.186"></a> <FONT color="green">187</FONT> * The default implementation returns<a name="line.187"></a> <FONT color="green">188</FONT> * <pre><a name="line.188"></a> <FONT color="green">189</FONT> * <code>nextDouble() <= 0.5</code><a name="line.189"></a> <FONT color="green">190</FONT> * </pre></p><a name="line.190"></a> <FONT color="green">191</FONT> *<a name="line.191"></a> <FONT color="green">192</FONT> * @return the next pseudorandom, uniformly distributed<a name="line.192"></a> <FONT color="green">193</FONT> * <code>boolean</code> value from this random number generator's<a name="line.193"></a> <FONT color="green">194</FONT> * sequence<a name="line.194"></a> <FONT color="green">195</FONT> */<a name="line.195"></a> <FONT color="green">196</FONT> public boolean nextBoolean() {<a name="line.196"></a> <FONT color="green">197</FONT> return nextDouble() <= 0.5;<a name="line.197"></a> <FONT color="green">198</FONT> }<a name="line.198"></a> <FONT color="green">199</FONT> <a name="line.199"></a> <FONT color="green">200</FONT> /**<a name="line.200"></a> <FONT color="green">201</FONT> * Returns the next pseudorandom, uniformly distributed <code>float</code><a name="line.201"></a> <FONT color="green">202</FONT> * value between <code>0.0</code> and <code>1.0</code> from this random<a name="line.202"></a> <FONT color="green">203</FONT> * number generator's sequence.<a name="line.203"></a> <FONT color="green">204</FONT> * <p><a name="line.204"></a> <FONT color="green">205</FONT> * The default implementation returns<a name="line.205"></a> <FONT color="green">206</FONT> * <pre><a name="line.206"></a> <FONT color="green">207</FONT> * <code>(float) nextDouble() </code><a name="line.207"></a> <FONT color="green">208</FONT> * </pre></p><a name="line.208"></a> <FONT color="green">209</FONT> *<a name="line.209"></a> <FONT color="green">210</FONT> * @return the next pseudorandom, uniformly distributed <code>float</code><a name="line.210"></a> <FONT color="green">211</FONT> * value between <code>0.0</code> and <code>1.0</code> from this<a name="line.211"></a> <FONT color="green">212</FONT> * random number generator's sequence<a name="line.212"></a> <FONT color="green">213</FONT> */<a name="line.213"></a> <FONT color="green">214</FONT> public float nextFloat() {<a name="line.214"></a> <FONT color="green">215</FONT> return (float) nextDouble();<a name="line.215"></a> <FONT color="green">216</FONT> }<a name="line.216"></a> <FONT color="green">217</FONT> <a name="line.217"></a> <FONT color="green">218</FONT> /**<a name="line.218"></a> <FONT color="green">219</FONT> * Returns the next pseudorandom, uniformly distributed<a name="line.219"></a> <FONT color="green">220</FONT> * <code>double</code> value between <code>0.0</code> and<a name="line.220"></a> <FONT color="green">221</FONT> * <code>1.0</code> from this random number generator's sequence.<a name="line.221"></a> <FONT color="green">222</FONT> * <p><a name="line.222"></a> <FONT color="green">223</FONT> * This method provides the underlying source of random data used by the<a name="line.223"></a> <FONT color="green">224</FONT> * other methods.</p><a name="line.224"></a> <FONT color="green">225</FONT> *<a name="line.225"></a> <FONT color="green">226</FONT> * @return the next pseudorandom, uniformly distributed<a name="line.226"></a> <FONT color="green">227</FONT> * <code>double</code> value between <code>0.0</code> and<a name="line.227"></a> <FONT color="green">228</FONT> * <code>1.0</code> from this random number generator's sequence<a name="line.228"></a> <FONT color="green">229</FONT> */<a name="line.229"></a> <FONT color="green">230</FONT> public abstract double nextDouble();<a name="line.230"></a> <FONT color="green">231</FONT> <a name="line.231"></a> <FONT color="green">232</FONT> /**<a name="line.232"></a> <FONT color="green">233</FONT> * Returns the next pseudorandom, Gaussian ("normally") distributed<a name="line.233"></a> <FONT color="green">234</FONT> * <code>double</code> value with mean <code>0.0</code> and standard<a name="line.234"></a> <FONT color="green">235</FONT> * deviation <code>1.0</code> from this random number generator's sequence.<a name="line.235"></a> <FONT color="green">236</FONT> * <p><a name="line.236"></a> <FONT color="green">237</FONT> * The default implementation uses the <em>Polar Method</em><a name="line.237"></a> <FONT color="green">238</FONT> * due to G.E.P. Box, M.E. Muller and G. Marsaglia, as described in<a name="line.238"></a> <FONT color="green">239</FONT> * D. Knuth, <u>The Art of Computer Programming</u>, 3.4.1C.</p><a name="line.239"></a> <FONT color="green">240</FONT> * <p><a name="line.240"></a> <FONT color="green">241</FONT> * The algorithm generates a pair of independent random values. One of<a name="line.241"></a> <FONT color="green">242</FONT> * these is cached for reuse, so the full algorithm is not executed on each<a name="line.242"></a> <FONT color="green">243</FONT> * activation. Implementations that do not override this method should<a name="line.243"></a> <FONT color="green">244</FONT> * make sure to call {@link #clear} to clear the cached value in the<a name="line.244"></a> <FONT color="green">245</FONT> * implementation of {@link #setSeed(long)}.</p><a name="line.245"></a> <FONT color="green">246</FONT> *<a name="line.246"></a> <FONT color="green">247</FONT> * @return the next pseudorandom, Gaussian ("normally") distributed<a name="line.247"></a> <FONT color="green">248</FONT> * <code>double</code> value with mean <code>0.0</code> and<a name="line.248"></a> <FONT color="green">249</FONT> * standard deviation <code>1.0</code> from this random number<a name="line.249"></a> <FONT color="green">250</FONT> * generator's sequence<a name="line.250"></a> <FONT color="green">251</FONT> */<a name="line.251"></a> <FONT color="green">252</FONT> public double nextGaussian() {<a name="line.252"></a> <FONT color="green">253</FONT> if (!Double.isNaN(cachedNormalDeviate)) {<a name="line.253"></a> <FONT color="green">254</FONT> double dev = cachedNormalDeviate;<a name="line.254"></a> <FONT color="green">255</FONT> cachedNormalDeviate = Double.NaN;<a name="line.255"></a> <FONT color="green">256</FONT> return dev;<a name="line.256"></a> <FONT color="green">257</FONT> }<a name="line.257"></a> <FONT color="green">258</FONT> double v1 = 0;<a name="line.258"></a> <FONT color="green">259</FONT> double v2 = 0;<a name="line.259"></a> <FONT color="green">260</FONT> double s = 1;<a name="line.260"></a> <FONT color="green">261</FONT> while (s >=1 ) {<a name="line.261"></a> <FONT color="green">262</FONT> v1 = 2 * nextDouble() - 1;<a name="line.262"></a> <FONT color="green">263</FONT> v2 = 2 * nextDouble() - 1;<a name="line.263"></a> <FONT color="green">264</FONT> s = v1 * v1 + v2 * v2;<a name="line.264"></a> <FONT color="green">265</FONT> }<a name="line.265"></a> <FONT color="green">266</FONT> if (s != 0) {<a name="line.266"></a> <FONT color="green">267</FONT> s = Math.sqrt(-2 * Math.log(s) / s);<a name="line.267"></a> <FONT color="green">268</FONT> }<a name="line.268"></a> <FONT color="green">269</FONT> cachedNormalDeviate = v2 * s;<a name="line.269"></a> <FONT color="green">270</FONT> return v1 * s;<a name="line.270"></a> <FONT color="green">271</FONT> }<a name="line.271"></a> <FONT color="green">272</FONT> }<a name="line.272"></a> </PRE> </BODY> </HTML>