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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.
 */

/**
 * 

Randomness providers

* *

* This package provides * {@link org.apache.commons.rng.simple.RandomSource factory methods} * by which low-level classes implemented in module "commons-rng-core" * are instantiated. *
* Classes in package org.apache.commons.rng.simple.internal * should not be used directly. *
* The generators are not thread-safe: Parallel applications must * use different generator instances in different threads. *

* *

* In the case of pseudo-random generators, the source of randomness is * usually a set of numbers whose bits representation are scrambled in such * a way as to produce a random-looking sequence. *
* The main property of the sequence is that the numbers must be uniformly * distributed within their allowed range. *
* Classes in this package do not provide any further processing of the * number generation such as to match other types of distribution. *

* *

* Which source of randomness to choose may depend on which properties * are more important. * Considerations can include speed of generation, memory usage, period * size, equidistribution, correlation, etc. *
* For some of the generators, interesting properties (of the reference * implementations) are proven in scientific papers. * Some generators can also suffer from potential weaknesses. *

* *

* For simple sampling, any of the generators implemented in this library * may be sufficient. *
* For Monte-Carlo simulations that require generating high-dimensional * vectors), equidistribution and non-correlation are crucial. * The Mersenne Twister and Well generators have * equidistribution properties proven according to their bits pool size * which is directly related to their period (all of them have maximal * period, i.e. a generator with size {@code n} pool has a period * 2n-1). * They also have equidistribution properties for 32 bits blocks up to * {@code s/32} dimension where {@code s} is their pool size. *
* For example, {@code Well19937c} is equidistributed up to dimension 623 * (i.e. 19937 divided by 32). * It means that a Monte-Carlo simulation generating vectors of {@code n} * (32-bits integer) variables at each iteration has some guarantee on the * properties of its components as long as {@code n < 623}. * Note that if the variables are of type {@code double}, the limit is * divided by two (since 64 bits are needed to create a {@code double}). *
* Reference to the relevant publications are listed in the specific * documentation of each class. *

* *

* Memory usage can vary a lot between providers. * The state of {@code MersenneTwister} is composed of 624 integers, * using about 2.5 kB. * The Well generators use 6 integer arrays, the length of each * being equal to the pool size; thus, for example, {@code Well44497b} * uses about 33 kB. *

*/ package org.apache.commons.rng.simple;




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