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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/*
 * (c) Copyright Luca Bressan. Contact: [email protected]
 *
 * Created December 15th, 2022.
 */
package net.finmath.randomnumbers;

import java.security.SecureRandom;

/**
 * Wrapper class for java.security.SecureRandom. Usage of this class is not
 * recommended for normal operations.
 * There are reported cases in the literature where some pseudorandom number
 * generators might fail in heavily multithreaded applications and lose their
 * statistical properties. This class wraps a cryptography grade RNG based on
 * the system entropy pool (eg. /dev/random on *nix systems) which does not
 * suffer from the same issue. Performance is up to 30x slower than a regular
 * software based PRNG.
 *
 * @author Luca Bressan
 *
 * @version 1.0
 */
public class HighEntropyRandomNumberGenerator implements RandomNumberGenerator1D {

	private static final long serialVersionUID = -818028598001664L;
	private SecureRandom secureRandomNumberGenerator;

	public HighEntropyRandomNumberGenerator() {
		super();
		this.secureRandomNumberGenerator = new SecureRandom();
	}

	/**
	 * This constructor accepts an object from classes that extend
	 * java.security.SecureRandom. It is meant to provide a way to integrate
	 * hardware RNG functionality or as a clone constructor. You should supply an
	 * object instantiating the extending class that uses the JNI to
	 * achieve the desired functionality.
	 *
	 * @param secureRandomNumberGenerator the object that will be wrapped.
	 */
	public HighEntropyRandomNumberGenerator(SecureRandom secureRandomNumberGenerator) {
		super();
		this.secureRandomNumberGenerator = secureRandomNumberGenerator;
	}

	/**
	 * Returns the next random number in the sequence.
	 *
	 * @return the next random number in the sequence.
	 */
	@Override
	public double nextDouble() {
		synchronized (secureRandomNumberGenerator) {
			return secureRandomNumberGenerator.nextDouble();
		}

	}

	@Override
	public double nextDoubleFast() {
		return secureRandomNumberGenerator.nextDouble();
	}

	@Override
	public String toString() {
		return "HighEntropyRandomNumberGenerator [algorithm = " + secureRandomNumberGenerator.getAlgorithm() + "]";
	}
}