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Statistical sampling library for use in virtdata libraries, based on apache commons math 4

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You 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.apache.commons.rng.simple;

import org.apache.commons.rng.RestorableUniformRandomProvider;
import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.rng.simple.internal.ProviderBuilder;
import org.apache.commons.rng.simple.internal.SeedFactory;

/**
 * This class provides the API for creating generators of random numbers.
 *
 * 

Usage examples:

*

 *  UniformRandomProvider rng = RandomSource.create(RandomSource.MT);
 * 
* or *

 *  final int[] seed = new int[] { 196, 9, 0, 226 };
 *  UniformRandomProvider rng = RandomSource.create(RandomSource.MT, seed);
 * 
* or *

 *  final int[] seed = RandomSource.createIntArray(256);
 *  UniformRandomProvider rng = RandomSource.create(RandomSource.MT, seed);
 * 
* where the first argument to method {@code create} is the identifier * of the generator's concrete implementation, and the second the is the * (optional) seed. * *

* In the first form, a random seed will be {@link SeedFactory generated * automatically}; in the second form, a fixed seed is used; a random seed * is explicitly generated in the third form. *

* *

* Seeding is the procedure by which a value (or set of values) is * used to initialize a generator instance. * The requirement that a given seed will always result in the same * internal state allows to create different instances of a generator * that will produce the same sequence of pseudo-random numbers. *

* *

* The type of data used as a seed depends on the concrete implementation * as some types may not provide enough information to fully initialize * the generator's internal state. *
* The reference algorithm's seeding procedure (if provided) operates * on a value of a (single) native type: * Each concrete implementation's constructor creates an instance using * the native type whose information contents is used to set the * internal state. *
* When the seed value passed by the caller is of the native type, it is * expected that the sequences produced will be identical to those * produced by other implementations of the same reference algorithm. *
* However, when the seed value passed by the caller is not of the native * type, a transformation is performed by this library and the resulting * native type value will not contain more information than the * original seed value. * If the algorithm's native type is "simpler" than the type passed by * the caller, then some (unused) information will even be lost. *
* The transformation from non-native to native seed type is arbitrary, * as long as it does not reduce the amount of information required by * the algorithm to initialize its state. * The consequence of the transformation is that sequences produced * by this library may not be the same as the sequences produced * by other implementations of the same algorithm! *

* *

* For each algorithm, the Javadoc mentions the "ideal" size of the seed, * meaning the number of {@code int} or {@code long} values that is neither * too large (i.e. some of the seed is useless) or too small (i.e. an * internal procedure will fill the state with redundant information * computed from the given seed). *

* *

* Note that some algorithms are inherently sensitive to having too low * diversity in their initial state. * For example, it is often a bad idea to use a seed that is mostly * composed of zeroes, or of repeated values. *

* *

* This class provides methods to generate random seeds (single values * or arrays of values, of {@code int} or {@code long} types) that can * be passed to the {@link RandomSource#create(RandomSource,Object,Object[]) * generators factory method}. *

*

* Although the seed-generating methods defined in this class will likely * return different values each time they are called, there is no guarantee: *

*
    *
  • * In any sub-sequence, it is * expected that the same numbers can occur, with a probability getting * higher as the range of allowed values is smaller and the sequence becomes * longer. *
  • *
  • * It possible that the resulting "seed" will not be good (i.e. * it will not generate a sufficiently uniformly random sequence for the * intended purpose), even if the generator is good! * The only way to ensure that the selected seed will make the generator * produce a good sequence is to submit that sequence to a series of * stringent tests, as provided by tools such as * dieharder * or TestU01. *
  • *
* *

* The current implementations have no provision for producing non-overlapping * sequences. * For parallel applications, a possible workaround is that each thread uses * a generator of a different type (see {@link #TWO_CMRES_SELECT}). *

* *

* Note: * Seeding is not equivalent to restoring the internal state of an * already initialized generator. * Indeed, generators can have a state that is more complex than the * seed, and seeding is thus a transformation (from seed to state). * Implementations do not provide the inverse transformation (from * state to seed), hence it is not generally possible to know the seed * that would initialize a new generator instance to the current state * of another instance. * Reseeding is also inefficient if the purpose is to continue the * same sequence where another instance left off, as it would require * to "replay" all the calls performed by that other instance (and it * would require to know the number of calls to the primary source of * randomness, which is also not usually accessible). *

* * @since 1.0 */ public enum RandomSource { /** * Source of randomness is {@link org.apache.commons.rng.core.source32.JDKRandom}. *
    *
  • Native seed type: {@code Long}.
  • *
  • Native seed size: 1.
  • *
*/ JDK(ProviderBuilder.RandomSourceInternal.JDK), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.Well512a}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 16.
  • *
*/ WELL_512_A(ProviderBuilder.RandomSourceInternal.WELL_512_A), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.Well1024a}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 32.
  • *
*/ WELL_1024_A(ProviderBuilder.RandomSourceInternal.WELL_1024_A), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.Well19937a}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 624.
  • *
*/ WELL_19937_A(ProviderBuilder.RandomSourceInternal.WELL_19937_A), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.Well19937c}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 624.
  • *
*/ WELL_19937_C(ProviderBuilder.RandomSourceInternal.WELL_19937_C), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.Well44497a}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 1391.
  • *
*/ WELL_44497_A(ProviderBuilder.RandomSourceInternal.WELL_44497_A), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.Well44497b}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 1391.
  • *
*/ WELL_44497_B(ProviderBuilder.RandomSourceInternal.WELL_44497_B), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.MersenneTwister}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 624.
  • *
*/ MT(ProviderBuilder.RandomSourceInternal.MT), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.ISAACRandom}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 256.
  • *
*/ ISAAC(ProviderBuilder.RandomSourceInternal.ISAAC), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.SplitMix64}. *
    *
  • Native seed type: {@code Long}.
  • *
  • Native seed size: 1.
  • *
*/ SPLIT_MIX_64(ProviderBuilder.RandomSourceInternal.SPLIT_MIX_64), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XorShift1024Star}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 16.
  • *
* * @deprecated Since 1.3, where it is recommended to use {@code XOR_SHIFT_1024_S_PHI} * instead due to its slightly better (more uniform) output. {@code XOR_SHIFT_1024_S} * is still quite usable but both are variants of the same algorithm and maintain their * internal state identically. Their outputs are correlated and the two should not be * used together when independent sequences are assumed. */ @Deprecated XOR_SHIFT_1024_S(ProviderBuilder.RandomSourceInternal.XOR_SHIFT_1024_S), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.TwoCmres}. * This generator is equivalent to {@link #TWO_CMRES_SELECT} with the choice of the * pair {@code (0, 1)} for the two subcycle generators. *
    *
  • Native seed type: {@code Integer}.
  • *
  • Native seed size: 1.
  • *
*/ TWO_CMRES(ProviderBuilder.RandomSourceInternal.TWO_CMRES), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.TwoCmres}, * with explicit selection of the two subcycle generators. * The selection of the subcycle generator is by passing its index in the internal * table, a value between 0 (included) and 13 (included). * The two indices must be different. * Different choices of an ordered pair of indices create independent generators. *
    *
  • Native seed type: {@code Integer}.
  • *
  • Native seed size: 1.
  • *
*/ TWO_CMRES_SELECT(ProviderBuilder.RandomSourceInternal.TWO_CMRES_SELECT), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.MersenneTwister64}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 312.
  • *
*/ MT_64(ProviderBuilder.RandomSourceInternal.MT_64), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.MultiplyWithCarry256}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 257.
  • *
*/ MWC_256(ProviderBuilder.RandomSourceInternal.MWC_256), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.KISSRandom}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 4.
  • *
*/ KISS(ProviderBuilder.RandomSourceInternal.KISS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XorShift1024StarPhi}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 16.
  • *
*/ XOR_SHIFT_1024_S_PHI(ProviderBuilder.RandomSourceInternal.XOR_SHIFT_1024_S_PHI), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.XoRoShiRo64Star}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 2.
  • *
*/ XO_RO_SHI_RO_64_S(ProviderBuilder.RandomSourceInternal.XO_RO_SHI_RO_64_S), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.XoRoShiRo64StarStar}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 2.
  • *
*/ XO_RO_SHI_RO_64_SS(ProviderBuilder.RandomSourceInternal.XO_RO_SHI_RO_64_SS), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.XoShiRo128Plus}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 4.
  • *
*/ XO_SHI_RO_128_PLUS(ProviderBuilder.RandomSourceInternal.XO_SHI_RO_128_PLUS), /** * Source of randomness is {@link org.apache.commons.rng.core.source32.XoShiRo128StarStar}. *
    *
  • Native seed type: {@code int[]}.
  • *
  • Native seed size: 4.
  • *
*/ XO_SHI_RO_128_SS(ProviderBuilder.RandomSourceInternal.XO_SHI_RO_128_SS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XoRoShiRo128Plus}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 2.
  • *
*/ XO_RO_SHI_RO_128_PLUS(ProviderBuilder.RandomSourceInternal.XO_RO_SHI_RO_128_PLUS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XoRoShiRo128StarStar}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 2.
  • *
*/ XO_RO_SHI_RO_128_SS(ProviderBuilder.RandomSourceInternal.XO_RO_SHI_RO_128_SS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XoShiRo256Plus}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 4.
  • *
*/ XO_SHI_RO_256_PLUS(ProviderBuilder.RandomSourceInternal.XO_SHI_RO_256_PLUS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XoShiRo256StarStar}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 4.
  • *
*/ XO_SHI_RO_256_SS(ProviderBuilder.RandomSourceInternal.XO_SHI_RO_256_SS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XoShiRo512Plus}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 8.
  • *
*/ XO_SHI_RO_512_PLUS(ProviderBuilder.RandomSourceInternal.XO_SHI_RO_512_PLUS), /** * Source of randomness is {@link org.apache.commons.rng.core.source64.XoShiRo512StarStar}. *
    *
  • Native seed type: {@code long[]}.
  • *
  • Native seed size: 8.
  • *
*/ XO_SHI_RO_512_SS(ProviderBuilder.RandomSourceInternal.XO_SHI_RO_512_SS), ; /** Internal identifier. */ private final ProviderBuilder.RandomSourceInternal internalIdentifier; /** * @param id Internal identifier. */ RandomSource(ProviderBuilder.RandomSourceInternal id) { internalIdentifier = id; } /** * @return the internal identifier. */ ProviderBuilder.RandomSourceInternal getInternalIdentifier() { return internalIdentifier; } /** * Checks whether the type of given {@code seed} is the native type * of the implementation. * * @param seed Seed value. * @return {@code true} if the type of {@code seed} is the native * type for this RNG source. */ public boolean isNativeSeed(Object seed) { return internalIdentifier.isNativeSeed(seed); } /** * Creates a random number generator with a random seed. * *

Usage example:

*

     *  UniformRandomProvider rng = RandomSource.create(RandomSource.MT);
     * 
*

or, if a {@link RestorableUniformRandomProvider "save/restore"} functionality is needed,

*

     *  RestorableUniformRandomProvider rng = RandomSource.create(RandomSource.MT);
     * 
* * @param source RNG type. * @return the RNG. * * @see #create(RandomSource,Object,Object[]) */ public static RestorableUniformRandomProvider create(RandomSource source) { return create(source, null); } /** * Creates a random number generator with the given {@code seed}. * *

Usage example:

*

     *  UniformRandomProvider rng = RandomSource.create(RandomSource.TWO_CMRES_SELECT, 26219, 6, 9);
     * 
* *

Valid types for the {@code seed} are:

*
    *
  • {@code Integer} (or {@code int})
  • *
  • {@code Long} (or {@code long})
  • *
  • {@code int[]}
  • *
  • {@code long[]}
  • *
  • {@code byte[]}
  • *
* *

Notes:

*
    *
  • * When the seed type passed as argument is more complex (i.e. more * bits can be independently chosen) than the generator's * {@link #isNativeSeed(Object) native type}, the conversion of a * set of different seeds will necessarily result in the same value * of the native seed type. *
  • *
  • * When the native seed type is an array, the same remark applies * when the array contains more bits than the state of the generator. *
  • *
  • * When the native seed type is an array and the {@code seed} is * {@code null}, the size of the generated array will be 128. *
  • *
* * @param source RNG type. * @param seed Seed value. It can be {@code null} (in which case a * random value will be used). * @param data Additional arguments to the implementation's constructor. * Please refer to the documentation of each specific implementation. * @return the RNG. * @throws UnsupportedOperationException if the type of the {@code seed} * is invalid. * @throws IllegalStateException if data is missing to initialize the * generator implemented by the given {@code source}. * * @see #create(RandomSource) */ public static RestorableUniformRandomProvider create(RandomSource source, Object seed, Object ... data) { return ProviderBuilder.create(source.getInternalIdentifier(), seed, data); } /** * Creates a number for use as a seed. * * @return a random number. */ public static int createInt() { return SeedFactory.createInt(); } /** * Creates a number for use as a seed. * * @return a random number. */ public static long createLong() { return SeedFactory.createLong(); } /** * Creates an array of numbers for use as a seed. * * @param n Size of the array to create. * @return an array of {@code n} random numbers. */ public static int[] createIntArray(int n) { return SeedFactory.createIntArray(n); } /** * Creates an array of numbers for use as a seed. * * @param n Size of the array to create. * @return an array of {@code n} random numbers. */ public static long[] createLongArray(int n) { return SeedFactory.createLongArray(n); } /** * Wraps the given {@code delegate} generator in a new instance that * does not allow access to the "save/restore" functionality. * * @param delegate Generator to which calls will be delegated. * @return a new instance whose state cannot be saved or restored. */ public static UniformRandomProvider unrestorable(final UniformRandomProvider delegate) { return new UniformRandomProvider() { /** {@inheritDoc} */ @Override public void nextBytes(byte[] bytes) { delegate.nextBytes(bytes); } /** {@inheritDoc} */ @Override public void nextBytes(byte[] bytes, int start, int len) { delegate.nextBytes(bytes, start, len); } /** {@inheritDoc} */ @Override public int nextInt() { return delegate.nextInt(); } /** {@inheritDoc} */ @Override public int nextInt(int n) { return delegate.nextInt(n); } /** {@inheritDoc} */ @Override public long nextLong() { return delegate.nextLong(); } /** {@inheritDoc} */ @Override public long nextLong(long n) { return delegate.nextLong(n); } /** {@inheritDoc} */ @Override public boolean nextBoolean() { return delegate.nextBoolean(); } /** {@inheritDoc} */ @Override public float nextFloat() { return delegate.nextFloat(); } /** {@inheritDoc} */ @Override public double nextDouble() { return delegate.nextDouble(); } /** {@inheritDoc} */ @Override public String toString() { return delegate.toString(); } }; } }




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