umontreal.iro.lecuyer.rng

Class MRG31k3p

java.lang.Object

umontreal.iro.lecuyer.rng.RandomStreamBase

umontreal.iro.lecuyer.rng.MRG31k3p

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, CloneableRandomStream, RandomStream

public class MRG31k3p
extends RandomStreamBase

Extends the abstract class RandomStreamBase, thus implementing the RandomStream interface indirectly. The backbone generator is the combined multiple recursive generator (CMRG) MRG31k3p proposed by L'Ecuyer and Touzin, implemented in 32-bit integer arithmetic. This RNG has a period length of approximately 2¹⁸⁵. The values of V, W and Z are 2⁶², 2⁷² and 2¹³⁴ respectively. (See RandomStream for their definition.) The seed and the state of a stream at any given step are six-dimensional vectors of 32-bit integers. The default initial seed is (12345, 12345, 12345, 12345, 12345, 12345). The method nextValue provides 31 bits of precision.

The difference between the RNG of class MRG32k3a and this one is that this one has all its coefficients of the form a = ±2^q±2^r. This permits a faster implementation than for arbitrary coefficients. On a 32-bit computer, MRG31k3p is about twice as fast as MRG32k3a. On the other hand, the latter does a little better in the spectral test and has been more extensively tested.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
MRG31k3p() Constructs a new stream, initialized at its beginning.
MRG31k3p(java.lang.String name) Constructs a new stream with the identifier name (used when formatting the stream state).

Method Summary

Methods

Modifier and Type	Method and Description
MRG31k3p	clone() Clones the current generator and return its copy.
int[]	getState() Returns the current state Cg of this stream.
void	resetNextSubstream() Reinitializes the stream to the beginning of its next substream: Ng is computed, and Cg and Bg are set to Ng.
void	resetStartStream() Reinitializes the stream to its initial state Ig: Cg and Bg are set to Ig.
void	resetStartSubstream() Reinitializes the stream to the beginning of its current substream: Cg is set to Bg.
static void	setPackageSeed(int[] seed) Sets the initial seed for the class MRG31k3p to the six integers of the vector seed[0..5].
void	setSeed(int[] seed) Use of this method is strongly discouraged.
java.lang.String	toString() Returns a string containing the current state of this stream.

Methods inherited from class umontreal.iro.lecuyer.rng.RandomStreamBase

formatState, formatStateFull, increasedPrecision, nextArrayOfDouble, nextArrayOfInt, nextDouble, nextInt

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

MRG31k3p

public MRG31k3p()

Constructs a new stream, initialized at its beginning. Its seed is Z = 2¹³⁴ steps away from the previous seed.

MRG31k3p

public MRG31k3p(java.lang.String name)

Constructs a new stream with the identifier name (used when formatting the stream state).

Parameters:

name - name of the stream

Method Detail

setPackageSeed

public static void setPackageSeed(int[] seed)

Sets the initial seed for the class MRG31k3p to the six integers of the vector seed[0..5]. This will be the initial state (or seed) of the next created stream. By default, if this method is not called, the first stream is created with the seed (12345, 12345, 12345, 12345, 12345, 12345). If it is called, the first 3 values of the seed must all be less than m₁ = 2147483647, and not all 0; and the last 3 values must all be less than m₂ = 2147462579, and not all 0.

Parameters:

seed - array of 6 elements representing the seed

setSeed

public void setSeed(int[] seed)

Use of this method is strongly discouraged. Initializes the stream at the beginning of a stream with the initial seed seed[0..5]. This vector must satisfy the same conditions as in setPackageSeed. This method only affects the specified stream, all the others are not modified, so the beginning of the streams are no longer spaced Z values apart. For this reason, this method should be used only in very exceptional situations; proper use of reset... and of the stream constructor is preferable.

Parameters:

seed - array of 6 integers representing the new seed

resetStartStream

public void resetStartStream()

Description copied from interface: RandomStream

Reinitializes the stream to its initial state I_g: C_g and B_g are set to I_g.

Specified by:

resetStartStream in interface RandomStream

Specified by:

resetStartStream in class RandomStreamBase

resetStartSubstream

public void resetStartSubstream()

Description copied from interface: RandomStream

Reinitializes the stream to the beginning of its current substream: C_g is set to B_g.

Specified by:

resetStartSubstream in interface RandomStream

Specified by:

resetStartSubstream in class RandomStreamBase

resetNextSubstream

public void resetNextSubstream()

Description copied from interface: RandomStream

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.

Specified by:

resetNextSubstream in interface RandomStream

Specified by:

resetNextSubstream in class RandomStreamBase

getState

public int[] getState()

Returns the current state C_g of this stream. This is a vector of 6 integers represented. This method is convenient if we want to save the state for subsequent use.

Returns:

the current state of the generator

clone

public MRG31k3p clone()

Clones the current generator and return its copy.

Specified by:

clone in interface CloneableRandomStream

Overrides:

clone in class RandomStreamBase

Returns:

A deep copy of the current generator

toString

public java.lang.String toString()

Description copied from interface: RandomStream

Returns a string containing the current state of this stream.

Specified by:

toString in interface RandomStream

Specified by:

toString in class RandomStreamBase

Returns:

the state of the generator formated as a string