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Stochastic Simulation in Java
/*
* Class: F2NL607
* Description: generator: combination of the WELL607 proposed by
Panneton with a nonlinear generator.
* Environment: Java
* Software: SSJ
* Copyright (C) 2001 Pierre L'Ecuyer and Universite de Montreal
* Organization: DIRO, Universite de Montreal
* @author
* @since
*
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*/
package umontreal.ssj.rng;
import umontreal.ssj.util.ArithmeticMod;
import umontreal.ssj.util.PrintfFormat;
import java.util.Random;
/**
* Implements the @ref RandomStream interface by using as a backbone
* generator the combination of the WELL607 proposed in @cite rPAN04t,
* @cite rPAN06b (and implemented in @ref WELL607 ) with a nonlinear
* generator. This nonlinear generator is made up of a small number of
* components (say @f$n@f$) combined via addition modulo 1. Each component
* contains an array already filled with a "random" permutation of
* @f$\{0,...,s-1\}@f$ where `s` is the size of the array. These numbers and
* the lengths of the components can be changed by the user. Each call to the
* generator uses the next number in each array (or the first one if we are
* at the end of the array). By default, there are 3 components of lengths
* 1019, 1021, and 1031, respectively. The non-linear generator is combined
* with the WELL using a bitwise XOR operation. This ensures that the new
* generator has at least as much equidistribution as the WELL607, as shown
* in @cite rLEC03c .
*
* The combined generator has a period length of @f$\rho\approx@f$
* @f$2^{637}@f$. The values of @f$V@f$, @f$W@f$ and @f$Z@f$ are
* @f$2^{250}@f$, @f$2^{150}@f$, and @f$2^{400}@f$, respectively (see
* @ref RandomStream for their definition). The seed of the RNG has two part:
* the linear part is a 19-dimensional vector of 32-bit integers, while the
* nonlinear part is made up of a @f$n@f$-dimensional vector of indices,
* representing the position of the generator in each array of the nonlinear
* components.
*
*
*/
public class F2NL607 extends WELL607base {
private static final long serialVersionUID = 70510L;
//La date de modification a l'envers, lire 10/05/2007
//stream variable for the WELL607 part
private static int[] curr_stream = {0xD6AFB71C, 0x82ADB18E, 0x326E714E,
0xB1EE42B6, 0xF1A834ED, 0x04AE5721,
0xC5EA2843, 0xFA04116B, 0x6ACE14EF,
0xCD5781A0, 0x6B1F731C, 0x7E3B8E3D,
0x8B34DE2A, 0x74EC15F5, 0x84EBC216,
0x83EA2C61, 0xE4A83B1E, 0xA5D82CB9,
0x9E1A6C89};
//data for the non-linear part
private static int[][] nlData;
private static int[] nlJumpW, nlJumpZ;
private int[] nlState;
//stream and substream variables for the non-linear part
private int[] nlStream;
private int[] nlSubstream;
private static int[] curr_nlStream;
//set to true when a instance of F2NL607 is constructed
private static boolean constructed = false;
//initialisation of the generator
static
{
curr_nlStream = new int[]{ 0, 0, 0};
nlData = new int[][]{ new int[1019],
new int[1021],
new int[1031]};
Random rand = new Random(0);
for(int i = 0; i < nlData.length; i++) {
for(int j = 0; j < nlData[i].length; j++)
nlData[i][j] = (int)((((long)j) << 32) / nlData[i].length);
scramble(nlData[i], rand);
/*
for(int j = 0; j < nlData[i].length; j++)
if(nlData[i][j] >= 0)
System.out.print(nlData[i][j] + "U, ");
else
System.out.print(((long)nlData[i][j] + 0x100000000L) + "U, ");
System.out.println(PrintfFormat.NEWLINE +
PrintfFormat.NEWLINE + PrintfFormat.NEWLINE);
*/
}
//computing the jumps length
//A FAIRE EN PRE-CALCUL
nlJumpW = new int[3];
nlJumpZ = new int[3];
for(int i = 0; i < nlJumpW.length; i++) {
int temp = 1;
for(int j = 0; j < w; j++)
temp = (2 * temp) % nlData[i].length;
nlJumpW[i] = temp;
for(int j = 0; j < v; j++)
temp = (2 * temp) % nlData[i].length;
nlJumpZ[i] = temp;
}
}
private static void scramble(int[] data, Random rand) {
int buffer;
int j;
for(int i = 0; i < data.length - 1; i++) {
//choose a random number between i and data.length - 1
j = (int)(rand.nextDouble() * (data.length - i)) + i;
//exchange data[i] and data[j]
buffer = data[i];
data[i] = data[j];
data[j] = buffer;
}
}
private static void scramble(int[] data, RandomStream rand) {
int buffer;
int j;
for(int i = 0; i < data.length - 1; i++) {
//choose a random number between i and data.length - 1
j = rand.nextInt(i, data.length - 1);
//exchange data[i] and data[j]
buffer = data[i];
data[i] = data[j];
data[j] = buffer;
}
}
/**
* Constructs a new stream, initializing it at its beginning. Also
* makes sure that the seed of the next constructed stream is @f$Z@f$
* steps away. Sets its antithetic switch to `false` and sets the
* stream to normal precision mode (offers 32 bits of precision).
*/
public F2NL607() {
//linear part
constructed = true;
state = new int[BUFFER_SIZE];
stream = new int[R];
substream = new int[R];
for(int i = 0; i < R; i++)
stream[i] = curr_stream[i];
// advanceSeed(curr_stream, Apz);
advanceSeed(curr_stream, WELL607.pz);
//non-linear part
nlState = new int[nlData.length];
nlStream = new int[nlData.length];
nlSubstream = new int[nlData.length];
for(int i = 0; i < nlData.length; i++) {
nlStream[i] = curr_nlStream[i];
curr_nlStream[i] += nlJumpZ[i];
}
resetStartStream();
}
/**
* Constructs a new stream with the identifier `name` (used in the
* `toString` method).
* @param name name of the stream
*/
public F2NL607 (String name) {
this();
this.name = name;
}
public void resetStartStream() {
for(int i = 0; i < R; i++)
substream[i] = stream[i];
for(int i = 0; i < nlSubstream.length; i++)
nlSubstream[i] = nlStream[i];
resetStartSubstream();
}
public void resetStartSubstream() {
state_i = 0;
for(int i = 0; i < R; i++)
state[i] = substream[i];
for(int i = 0; i < nlState.length; i++)
nlState[i] = nlSubstream[i];
}
public void resetNextSubstream() {
// advanceSeed(substream, WELL607.Apw);
advanceSeed(substream, WELL607.pw);
for(int i = 0; i < nlState.length; i++)
nlSubstream[i] = (nlSubstream[i] + nlJumpW[i]) %
nlData[i].length;
resetStartSubstream();
}
/**
* Sets the initial seed of the linear part of the class `F2NL607` to
* the 19 integers of the vector `seed[0..18]`. This will be the
* initial seed (or seed) of the next created stream. At least one of
* the integers must be non-zero and if this integer is the last one,
* it must not be equal to `0x7FFFFFFF`.
* @param seed array of 19 elements representing the seed
*/
public static void setPackageLinearSeed (int seed[]) {
verifySeed(seed);
for(int i = 0; i < R; i++)
curr_stream[i] = seed[i];
}
/**
* This method is discouraged for normal use. Initializes the stream at
* the beginning of a stream with the initial linear seed
* `seed[0..18]`. The seed must satisfy the same conditions as in
* `setPackageSeed`. The non-linear seed is not modified; thus the
* non-linear part of the random number generator is reset to the
* beginning of the old stream. This method only affects the specified
* stream; the others are not modified. Hence after calling this
* method, the beginning of the streams will no longer be spaced
* @f$Z@f$ values apart. For this reason, this method should only be
* used in very exceptional cases; proper use of the `reset...` methods
* and of the stream constructor is preferable.
* @param seed array of 19 elements representing the seed
*/
public void setLinearSeed (int seed[]) {
verifySeed(seed);
for(int i = 0; i < R; i++)
stream[i] = seed[i];
resetStartStream();
}
/**
* Returns the current state of the linear part of the stream,
* represented as an array of 19 integers.
* @return the current state of the stream
*/
public int[] getLinearState() {
return getState();
}
/**
* Sets the non-linear part of the initial seed of the class `F2NL607`
* to the @f$n@f$ integers of the vector `seed[0..n-1]`, where @f$n@f$
* is the number of components of the non-linear part. The default is
* @f$n = 3@f$. Each of the integers must be between 0 and the length
* of the corresponding component minus one. By default, the lengths
* are @f$(1019, 1021, 1031)@f$.
* @param seed array of @f$n@f$ elements representing the
* non-linear seed
*/
public static void setPackageNonLinearSeed (int seed[]) {
if (seed.length < nlData.length)
throw new IllegalArgumentException("Seed must contain " +
nlData.length + " values");
for (int i = 0; i < nlData.length; i++)
if (seed[i] < 0 || seed[i] >= nlData[i].length)
throw new IllegalArgumentException("Seed number " + i +
" must be between 0 and " +
(nlData[i].length - 1));
for(int i = 0; i < nlData.length; i++)
curr_nlStream[i] = seed[i];
}
/**
* This method is discouraged for normal use. Initializes the stream at
* the beginning of a stream with the initial non-linear seed
* `seed[0..n-1]`, where @f$n@f$ is the number of components of the
* non-linear part of the generator. The linear seed is not modified so
* the linear part of the random number generator is reset to the
* beginning of the old stream. This method only affects the specified
* stream; the others are not modified. Hence after calling this
* method, the beginning of the streams will no longer be spaced
* @f$Z@f$ values apart. For this reason, this method should only be
* used in very exceptional cases; proper use of the `reset...` methods
* and of the stream constructor is preferable.
* @param seed
*/
public void setNonLinearSeed (int seed[]) {
if(seed.length != nlData.length)
throw new IllegalArgumentException("Seed must contain " +
nlData.length + " values");
for(int i = 0; i < nlData.length; i++)
if(seed[i] < 0 || seed[i] >= nlData[i].length)
throw new IllegalArgumentException("Seed number " + i +
" must be between 0 and " +
(nlData[i].length - 1));
for(int i = 0; i < nlData.length; i++)
nlStream[i] = seed[i];
resetStartStream();
}
/**
* Returns the current state of the non-linear part of the stream,
* represented as an array of @f$n@f$ integers, where @f$n@f$ is the
* number of components in the non-linear generator.
* @return the current state of the stream
*/
public int[] getNonLinearState() {
//we must prevent the user to change the state, so we give him a copy
int[] state = new int[nlState.length];
for(int i = 0; i < nlState.length; i++)
state[i] = nlState[i];
return state;
}
/**
* Return the data of all the components of the non-linear part of the
* random number generator. This data is explained in the introduction.
* @return the data of the components
*/
public static int[][] getNonLinearData() {
//we must prevent the user to change the data, so we give him a copy
int[][] data = new int[nlData.length][];
for(int i = 0; i < nlData.length; i++) {
data[i] = new int[nlData[i].length];
for(int j = 0; j < nlData[i].length; j++)
data[i][j] = nlData[i][j];
}
return data;
}
/**
* Selects new data for the components of the non-linear generator. The
* number of arrays in `data` will decide the number of components.
* Each of the arrays will be assigned to one of the components. The
* period of the resulting non-linear generator will be equal to the
* lowest common multiple of the lengths of the arrays. It is thus
* recommended to choose only prime length for the best results.
*
* NOTE : This method cannot be called if at least one instance of
* `F2NL607` has been constructed. In that case, it will throw an
* IllegalStateException.
* @param data the new data of the components
* @exception IllegalStateException if an instance of the class was
* constructed before
*/
public static void setNonLinearData (int[][] data) {
if(constructed)
throw new IllegalStateException("setNonLinearData can only be " +
"called before the creation of " +
"any F2NL607");
nlData = new int[data.length][];
curr_nlStream = new int[data.length];
for(int i = 0; i < data.length; i++) {
nlData[i] = new int[data[i].length];
for(int j = 0; j < data[i].length; j++)
nlData[i][j] = data[i][j];
curr_nlStream[i] = 0;
}
//recomputing the jumps length (an inefficient method is used)
nlJumpW = new int[data.length];
nlJumpZ = new int[data.length];
for(int i = 0; i < nlJumpW.length; i++) {
int temp = 1;
for(int j = 0; j < w; j++)
temp = (2 * temp) % nlData[i].length;
nlJumpW[i] = temp;
for(int j = 0; j < v; j++)
temp = (2 * temp) % nlData[i].length;
nlJumpZ[i] = temp;
}
}
/**
* Selects new data for the components of the non-linear generator. The
* number of arrays in `data` will decide the number of components.
* Each of the arrays will be assigned to one of the components. The
* period of the resulting non-linear generator will be equal to the
* lowest common multiple of the lengths of the arrays. It is thus
* recommended to choose only prime length for the best results.
*
* NOTE : This method cannot be called if at least one instance of
* `F2NL607` has been constructed. In that case, it will throw an
* IllegalStateException.
* @param rand the random numbers source to do the scrambling
* @param steps number of time to do the scrambling
* @param size size of each components
* @exception IllegalStateException if an instance of the class was
* constructed before
*/
public static void setScrambleData (RandomStream rand, int steps,
int[] size) {
if (constructed)
throw new IllegalStateException("setScrambleData can only be " +
"called before the creation of " +
"any F2NL607");
curr_nlStream = new int[size.length];
for(int i = 0; i < size.length; i++)
curr_nlStream[i] = 0;
nlData = new int[size.length][];
for(int i = 0; i < size.length; i++)
nlData[i] = new int[size[i]];
for(int i = 0; i < nlData.length; i++) {
for(int j = 0; j < nlData[i].length; j++)
nlData[i][j] = (int)((((long)j) << 32) / nlData[i].length);
for(int j = 0; j < steps; j++)
scramble(nlData[i], rand);
}
//computing the jumps length
//inefficient algorithm alert!
nlJumpW = new int[size.length];
nlJumpZ = new int[size.length];
for(int i = 0; i < nlJumpW.length; i++) {
int temp = 1;
for(int j = 0; j < w; j++)
temp = (2 * temp) % nlData[i].length;
nlJumpW[i] = temp;
for(int j = 0; j < v; j++)
temp = (2 * temp) % nlData[i].length;
nlJumpZ[i] = temp;
}
}
/**
* Clones the current generator and return its copy.
* @return A deep copy of the current generator
*/
public F2NL607 clone() {
F2NL607 retour = null;
retour = (F2NL607)super.clone();
retour.state = new int[BUFFER_SIZE];
retour.substream = new int[R];
retour.stream = new int[R];
retour.nlState = new int[nlData.length];
retour.nlStream = new int[nlData.length];
retour.nlSubstream = new int[nlData.length];
for (int i = 0; i= nlData[i].length - 1)
nlState[i] = 0;
else
nlState[i]++;
int nonLin = 0;
for (int i = 0; i < nlData.length; i++)
nonLin += nlData[i][nlState[i]];
long result = (nextInt() ^ nonLin);
if(result <= 0)
result += 0x100000000L;
return result * NORM;
}
}