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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

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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.math3.random;

import java.io.Serializable;
import java.security.NoSuchAlgorithmException;
import java.security.NoSuchProviderException;
import java.util.Collection;

import org.apache.commons.math3.distribution.IntegerDistribution;
import org.apache.commons.math3.distribution.RealDistribution;
import org.apache.commons.math3.exception.NotANumberException;
import org.apache.commons.math3.exception.NotFiniteNumberException;
import org.apache.commons.math3.exception.NotPositiveException;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.OutOfRangeException;

/**
 * Generates random deviates and other random data using a {@link RandomGenerator}
 * instance to generate non-secure data and a {@link java.security.SecureRandom}
 * instance to provide data for the nextSecureXxx methods. If no
 * RandomGenerator is provided in the constructor, the default is
 * to use a {@link Well19937c} generator. To plug in a different
 * implementation, either implement RandomGenerator directly or
 * extend {@link AbstractRandomGenerator}.
 * 

* Supports reseeding the underlying pseudo-random number generator (PRNG). The * SecurityProvider and Algorithm used by the * SecureRandom instance can also be reset. *

*

* For details on the default PRNGs, see {@link java.util.Random} and * {@link java.security.SecureRandom}. *

*

* Usage Notes: *

    *
  • * Instance variables are used to maintain RandomGenerator and * SecureRandom instances used in data generation. Therefore, to * generate a random sequence of values or strings, you should use just * one RandomDataGenerator instance repeatedly.
  • *
  • * The "secure" methods are *much* slower. These should be used only when a * cryptographically secure random sequence is required. A secure random * sequence is a sequence of pseudo-random values which, in addition to being * well-dispersed (so no subsequence of values is an any more likely than other * subsequence of the the same length), also has the additional property that * knowledge of values generated up to any point in the sequence does not make * it any easier to predict subsequent values.
  • *
  • * When a new RandomDataGenerator is created, the underlying random * number generators are not initialized. If you do not * explicitly seed the default non-secure generator, it is seeded with the * current time in milliseconds plus the system identity hash code on first use. * The same holds for the secure generator. If you provide a RandomGenerator * to the constructor, however, this generator is not reseeded by the constructor * nor is it reseeded on first use.
  • *
  • * The reSeed and reSeedSecure methods delegate to the * corresponding methods on the underlying RandomGenerator and * SecureRandom instances. Therefore, reSeed(long) * fully resets the initial state of the non-secure random number generator (so * that reseeding with a specific value always results in the same subsequent * random sequence); whereas reSeedSecure(long) does not * reinitialize the secure random number generator (so secure sequences started * with calls to reseedSecure(long) won't be identical).
  • *
  • * This implementation is not synchronized. The underlying RandomGenerator * or SecureRandom instances are not protected by synchronization and * are not guaranteed to be thread-safe. Therefore, if an instance of this class * is concurrently utilized by multiple threads, it is the responsibility of * client code to synchronize access to seeding and data generation methods. *
  • *
*

* @deprecated to be removed in 4.0. Use {@link RandomDataGenerator} instead */ @Deprecated public class RandomDataImpl implements RandomData, Serializable { /** Serializable version identifier */ private static final long serialVersionUID = -626730818244969716L; /** RandomDataGenerator delegate */ private final RandomDataGenerator delegate; /** * Construct a RandomDataImpl, using a default random generator as the source * of randomness. * *

The default generator is a {@link Well19937c} seeded * with {@code System.currentTimeMillis() + System.identityHashCode(this))}. * The generator is initialized and seeded on first use.

*/ public RandomDataImpl() { delegate = new RandomDataGenerator(); } /** * Construct a RandomDataImpl using the supplied {@link RandomGenerator} as * the source of (non-secure) random data. * * @param rand the source of (non-secure) random data * (may be null, resulting in the default generator) * @since 1.1 */ public RandomDataImpl(RandomGenerator rand) { delegate = new RandomDataGenerator(rand); } /** * @return the delegate object. * @deprecated To be removed in 4.0. */ @Deprecated RandomDataGenerator getDelegate() { return delegate; } /** * {@inheritDoc} *

* Algorithm Description: hex strings are generated using a * 2-step process. *

    *
  1. {@code len / 2 + 1} binary bytes are generated using the underlying * Random
  2. *
  3. Each binary byte is translated into 2 hex digits
  4. *
*

* * @param len the desired string length. * @return the random string. * @throws NotStrictlyPositiveException if {@code len <= 0}. */ public String nextHexString(int len) throws NotStrictlyPositiveException { return delegate.nextHexString(len); } /** {@inheritDoc} */ public int nextInt(int lower, int upper) throws NumberIsTooLargeException { return delegate.nextInt(lower, upper); } /** {@inheritDoc} */ public long nextLong(long lower, long upper) throws NumberIsTooLargeException { return delegate.nextLong(lower, upper); } /** * {@inheritDoc} *

* Algorithm Description: hex strings are generated in * 40-byte segments using a 3-step process. *

    *
  1. * 20 random bytes are generated using the underlying * SecureRandom.
  2. *
  3. * SHA-1 hash is applied to yield a 20-byte binary digest.
  4. *
  5. * Each byte of the binary digest is converted to 2 hex digits.
  6. *
*

*/ public String nextSecureHexString(int len) throws NotStrictlyPositiveException { return delegate.nextSecureHexString(len); } /** {@inheritDoc} */ public int nextSecureInt(int lower, int upper) throws NumberIsTooLargeException { return delegate.nextSecureInt(lower, upper); } /** {@inheritDoc} */ public long nextSecureLong(long lower, long upper) throws NumberIsTooLargeException { return delegate.nextSecureLong(lower,upper); } /** * {@inheritDoc} *

* Algorithm Description: *

  • For small means, uses simulation of a Poisson process * using Uniform deviates, as described * here. * The Poisson process (and hence value returned) is bounded by 1000 * mean.
  • * *
  • For large means, uses the rejection algorithm described in
    * Devroye, Luc. (1981).The Computer Generation of Poisson Random Variables * Computing vol. 26 pp. 197-207.

*/ public long nextPoisson(double mean) throws NotStrictlyPositiveException { return delegate.nextPoisson(mean); } /** {@inheritDoc} */ public double nextGaussian(double mu, double sigma) throws NotStrictlyPositiveException { return delegate.nextGaussian(mu,sigma); } /** * {@inheritDoc} * *

* Algorithm Description: Uses the Algorithm SA (Ahrens) * from p. 876 in: * [1]: Ahrens, J. H. and Dieter, U. (1972). Computer methods for * sampling from the exponential and normal distributions. * Communications of the ACM, 15, 873-882. *

*/ public double nextExponential(double mean) throws NotStrictlyPositiveException { return delegate.nextExponential(mean); } /** * {@inheritDoc} * *

* Algorithm Description: scales the output of * Random.nextDouble(), but rejects 0 values (i.e., will generate another * random double if Random.nextDouble() returns 0). This is necessary to * provide a symmetric output interval (both endpoints excluded). *

*/ public double nextUniform(double lower, double upper) throws NumberIsTooLargeException, NotFiniteNumberException, NotANumberException { return delegate.nextUniform(lower, upper); } /** * {@inheritDoc} * *

* Algorithm Description: if the lower bound is excluded, * scales the output of Random.nextDouble(), but rejects 0 values (i.e., * will generate another random double if Random.nextDouble() returns 0). * This is necessary to provide a symmetric output interval (both * endpoints excluded). *

* @since 3.0 */ public double nextUniform(double lower, double upper, boolean lowerInclusive) throws NumberIsTooLargeException, NotFiniteNumberException, NotANumberException { return delegate.nextUniform(lower, upper, lowerInclusive); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.BetaDistribution Beta Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param alpha first distribution shape parameter * @param beta second distribution shape parameter * @return random value sampled from the beta(alpha, beta) distribution * @since 2.2 */ public double nextBeta(double alpha, double beta) { return delegate.nextBeta(alpha, beta); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.BinomialDistribution Binomial Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param numberOfTrials number of trials of the Binomial distribution * @param probabilityOfSuccess probability of success of the Binomial distribution * @return random value sampled from the Binomial(numberOfTrials, probabilityOfSuccess) distribution * @since 2.2 */ public int nextBinomial(int numberOfTrials, double probabilityOfSuccess) { return delegate.nextBinomial(numberOfTrials, probabilityOfSuccess); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.CauchyDistribution Cauchy Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param median the median of the Cauchy distribution * @param scale the scale parameter of the Cauchy distribution * @return random value sampled from the Cauchy(median, scale) distribution * @since 2.2 */ public double nextCauchy(double median, double scale) { return delegate.nextCauchy(median, scale); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.ChiSquaredDistribution ChiSquare Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param df the degrees of freedom of the ChiSquare distribution * @return random value sampled from the ChiSquare(df) distribution * @since 2.2 */ public double nextChiSquare(double df) { return delegate.nextChiSquare(df); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.FDistribution F Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param numeratorDf the numerator degrees of freedom of the F distribution * @param denominatorDf the denominator degrees of freedom of the F distribution * @return random value sampled from the F(numeratorDf, denominatorDf) distribution * @throws NotStrictlyPositiveException if * {@code numeratorDf <= 0} or {@code denominatorDf <= 0}. * @since 2.2 */ public double nextF(double numeratorDf, double denominatorDf) throws NotStrictlyPositiveException { return delegate.nextF(numeratorDf, denominatorDf); } /** *

Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.

* *

This implementation uses the following algorithms:

* *

For 0 < shape < 1:
* Ahrens, J. H. and Dieter, U., Computer methods for * sampling from gamma, beta, Poisson and binomial distributions. * Computing, 12, 223-246, 1974.

* *

For shape >= 1:
* Marsaglia and Tsang, A Simple Method for Generating * Gamma Variables. ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.

* * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @return random value sampled from the Gamma(shape, scale) distribution * @throws NotStrictlyPositiveException if {@code shape <= 0} or * {@code scale <= 0}. * @since 2.2 */ public double nextGamma(double shape, double scale) throws NotStrictlyPositiveException { return delegate.nextGamma(shape, scale); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.HypergeometricDistribution Hypergeometric Distribution}. * This implementation uses {@link #nextInversionDeviate(IntegerDistribution) inversion} * to generate random values. * * @param populationSize the population size of the Hypergeometric distribution * @param numberOfSuccesses number of successes in the population of the Hypergeometric distribution * @param sampleSize the sample size of the Hypergeometric distribution * @return random value sampled from the Hypergeometric(numberOfSuccesses, sampleSize) distribution * @throws NumberIsTooLargeException if {@code numberOfSuccesses > populationSize}, * or {@code sampleSize > populationSize}. * @throws NotStrictlyPositiveException if {@code populationSize <= 0}. * @throws NotPositiveException if {@code numberOfSuccesses < 0}. * @since 2.2 */ public int nextHypergeometric(int populationSize, int numberOfSuccesses, int sampleSize) throws NotPositiveException, NotStrictlyPositiveException, NumberIsTooLargeException { return delegate.nextHypergeometric(populationSize, numberOfSuccesses, sampleSize); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.PascalDistribution Pascal Distribution}. * This implementation uses {@link #nextInversionDeviate(IntegerDistribution) inversion} * to generate random values. * * @param r the number of successes of the Pascal distribution * @param p the probability of success of the Pascal distribution * @return random value sampled from the Pascal(r, p) distribution * @since 2.2 * @throws NotStrictlyPositiveException if the number of successes is not positive * @throws OutOfRangeException if the probability of success is not in the * range {@code [0, 1]}. */ public int nextPascal(int r, double p) throws NotStrictlyPositiveException, OutOfRangeException { return delegate.nextPascal(r, p); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.TDistribution T Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param df the degrees of freedom of the T distribution * @return random value from the T(df) distribution * @since 2.2 * @throws NotStrictlyPositiveException if {@code df <= 0} */ public double nextT(double df) throws NotStrictlyPositiveException { return delegate.nextT(df); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.WeibullDistribution Weibull Distribution}. * This implementation uses {@link #nextInversionDeviate(RealDistribution) inversion} * to generate random values. * * @param shape the shape parameter of the Weibull distribution * @param scale the scale parameter of the Weibull distribution * @return random value sampled from the Weibull(shape, size) distribution * @since 2.2 * @throws NotStrictlyPositiveException if {@code shape <= 0} or * {@code scale <= 0}. */ public double nextWeibull(double shape, double scale) throws NotStrictlyPositiveException { return delegate.nextWeibull(shape, scale); } /** * Generates a random value from the {@link org.apache.commons.math3.distribution.ZipfDistribution Zipf Distribution}. * This implementation uses {@link #nextInversionDeviate(IntegerDistribution) inversion} * to generate random values. * * @param numberOfElements the number of elements of the ZipfDistribution * @param exponent the exponent of the ZipfDistribution * @return random value sampled from the Zipf(numberOfElements, exponent) distribution * @since 2.2 * @exception NotStrictlyPositiveException if {@code numberOfElements <= 0} * or {@code exponent <= 0}. */ public int nextZipf(int numberOfElements, double exponent) throws NotStrictlyPositiveException { return delegate.nextZipf(numberOfElements, exponent); } /** * Reseeds the random number generator with the supplied seed. *

* Will create and initialize if null. *

* * @param seed * the seed value to use */ public void reSeed(long seed) { delegate.reSeed(seed); } /** * Reseeds the secure random number generator with the current time in * milliseconds. *

* Will create and initialize if null. *

*/ public void reSeedSecure() { delegate.reSeedSecure(); } /** * Reseeds the secure random number generator with the supplied seed. *

* Will create and initialize if null. *

* * @param seed * the seed value to use */ public void reSeedSecure(long seed) { delegate.reSeedSecure(seed); } /** * Reseeds the random number generator with * {@code System.currentTimeMillis() + System.identityHashCode(this))}. */ public void reSeed() { delegate.reSeed(); } /** * Sets the PRNG algorithm for the underlying SecureRandom instance using * the Security Provider API. The Security Provider API is defined in * Java Cryptography Architecture API Specification & Reference. *

* USAGE NOTE: This method carries significant * overhead and may take several seconds to execute. *

* * @param algorithm * the name of the PRNG algorithm * @param provider * the name of the provider * @throws NoSuchAlgorithmException * if the specified algorithm is not available * @throws NoSuchProviderException * if the specified provider is not installed */ public void setSecureAlgorithm(String algorithm, String provider) throws NoSuchAlgorithmException, NoSuchProviderException { delegate.setSecureAlgorithm(algorithm, provider); } /** * {@inheritDoc} * *

* Uses a 2-cycle permutation shuffle. The shuffling process is described * here. *

*/ public int[] nextPermutation(int n, int k) throws NotStrictlyPositiveException, NumberIsTooLargeException { return delegate.nextPermutation(n, k); } /** * {@inheritDoc} * *

* Algorithm Description: Uses a 2-cycle permutation * shuffle to generate a random permutation of c.size() and * then returns the elements whose indexes correspond to the elements of the * generated permutation. This technique is described, and proven to * generate random samples * here *

*/ public Object[] nextSample(Collection c, int k) throws NotStrictlyPositiveException, NumberIsTooLargeException { return delegate.nextSample(c, k); } /** * Generate a random deviate from the given distribution using the * inversion method. * * @param distribution Continuous distribution to generate a random value from * @return a random value sampled from the given distribution * @throws MathIllegalArgumentException if the underlynig distribution throws one * @since 2.2 * @deprecated use the distribution's sample() method */ @Deprecated public double nextInversionDeviate(RealDistribution distribution) throws MathIllegalArgumentException { return distribution.inverseCumulativeProbability(nextUniform(0, 1)); } /** * Generate a random deviate from the given distribution using the * inversion method. * * @param distribution Integer distribution to generate a random value from * @return a random value sampled from the given distribution * @throws MathIllegalArgumentException if the underlynig distribution throws one * @since 2.2 * @deprecated use the distribution's sample() method */ @Deprecated public int nextInversionDeviate(IntegerDistribution distribution) throws MathIllegalArgumentException { return distribution.inverseCumulativeProbability(nextUniform(0, 1)); } }




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