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Random number generators, probability distributions, combinatorics and statistics for Java.

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// ============================================================================
//   Copyright 2006-2012 Daniel W. Dyer
//
//   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 org.uncommons.maths.random;

import java.util.Random;
import java.util.concurrent.locks.ReentrantLock;
import org.uncommons.maths.binary.BinaryUtils;

/**
 * 

A Java version of George Marsaglia's * Complementary * Multiply With Carry (CMWC) RNG. * This is a very fast PRNG with an extremely long period (2^131104). It should be used * in preference to the {@link MersenneTwisterRNG} when a very long period is required.

* *

One potential drawback of this RNG is that it requires significantly more seed data than * the other RNGs provided by Uncommons Maths. It requires just over 16 kilobytes, which may * be a problem if your are obtaining seed data from a slow or limited entropy source. * In contrast, the Mersenne Twister requires only 128 bits of seed data.

* *

NOTE: Because instances of this class require 16-kilobyte seeds, it is not * possible to seed this RNG using the {@link #setSeed(long)} method inherited * from {@link Random}. Calls to this method will have no effect. * Instead the seed must be set by a constructor.

* * @author Daniel Dyer * @since 1.2 */ public class CMWC4096RNG extends Random implements RepeatableRNG { private static final int SEED_SIZE_BYTES = 16384; // Needs 4,096 32-bit integers. private static final long A = 18782L; private final byte[] seed; private final int[] state; private int carry = 362436; // TO DO: This should be randomly generated. private int index = 4095; // Lock to prevent concurrent modification of the RNG's internal state. private final ReentrantLock lock = new ReentrantLock(); /** * Creates a new RNG and seeds it using the default seeding strategy. */ public CMWC4096RNG() { this(DefaultSeedGenerator.getInstance().generateSeed(SEED_SIZE_BYTES)); } /** * Seed the RNG using the provided seed generation strategy. * @param seedGenerator The seed generation strategy that will provide * the seed value for this RNG. * @throws SeedException If there is a problem generating a seed. */ public CMWC4096RNG(SeedGenerator seedGenerator) throws SeedException { this(seedGenerator.generateSeed(SEED_SIZE_BYTES)); } /** * Creates an RNG and seeds it with the specified seed data. * @param seed The seed data used to initialise the RNG. */ public CMWC4096RNG(byte[] seed) { if (seed == null || seed.length != SEED_SIZE_BYTES) { throw new IllegalArgumentException("CMWC RNG requires 16kb of seed data."); } this.seed = seed.clone(); this.state = BinaryUtils.convertBytesToInts(seed); } /** * {@inheritDoc} */ public byte[] getSeed() { return seed.clone(); } /** * {@inheritDoc} */ @Override protected int next(int bits) { try { lock.lock(); index = (index + 1) & 4095; long t = A * (state[index] & 0xFFFFFFFFL) + carry; carry = (int) (t >> 32); int x = ((int) t) + carry; if (x < carry) { x++; carry++; } state[index] = 0xFFFFFFFE - x; return state[index] >>> (32 - bits); } finally { lock.unlock(); } } }




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