jdistlib.rng

Class RandomCMWC

java.lang.Object

jdistlib.rng.RandomEngine

jdistlib.rng.RandomCMWC

public class RandomCMWC
extends RandomEngine

Implementation of CMWC4096 (Complementary-multiply-with-carry) random number generator by George Marsaglia. The period is approximately 2^131086.

Original post

Paper: Marsaglia, George. 2003. Random number generators. Journal of Modern Applied Statistical Methods, 2(1): 2-13. (link)

Weakness: The quality is dependent upon the choice of seed. Some seed actually may weaken the algorithm significantly. A known good seed is 362436. Marsaglia suggested that any seed less than 809430660 is fine, but many detractors criticize that it is not necessarily so.

Author:

Roby Joehanes

Constructor Summary

Constructors

Constructor and Description
RandomCMWC()

Method Summary

Modifier and Type	Method and Description
RandomCMWC	clone()
double	nextDouble()
float	nextFloat()
double	nextGaussian()
int	nextInt()
int	nextInt(int n)
long	nextLong()
long	nextLong(long n)

Methods inherited from class jdistlib.rng.RandomEngine

getSeed, random, setSeed

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomCMWC

public RandomCMWC()

Method Detail

nextInt

public final int nextInt()

Specified by:

nextInt in class RandomEngine

nextInt

public final int nextInt(int n)

Specified by:

nextInt in class RandomEngine

nextLong

public final long nextLong()

Specified by:

nextLong in class RandomEngine

nextLong

public final long nextLong(long n)

Specified by:

nextLong in class RandomEngine

nextGaussian

public final double nextGaussian()

Specified by:

nextGaussian in class RandomEngine

nextDouble

public double nextDouble()

Specified by:

nextDouble in class RandomEngine

nextFloat

public float nextFloat()

Specified by:

nextFloat in class RandomEngine

clone

public RandomCMWC clone()

Specified by:

clone in class RandomEngine