jdistlib.rng

Class QRandomCMWC

java.lang.Object

jdistlib.rng.QRandomEngine

jdistlib.rng.QRandomCMWC

public class QRandomCMWC
extends QRandomEngine

Implementation of CMWC4096 (Complementary-multiply-with-carry) random number generator by George Marsaglia. The period is approximately 2^131086.

Original post

Paper: Marsaglia, George. 2003. Random number generators. Journal of Modern Applied Statistical Methods, 2(1): 2-13. (link)

Weakness: The quality is dependent upon the choice of seed. Some seed actually may weaken the algorithm significantly. A known good seed is 362436. Marsaglia suggested that any seed less than 809430660 is fine, but many detractors criticize that it is not necessarily so.

Author:

Roby Joehanes

Field Summary

Fields inherited from class jdistlib.rng.QRandomEngine

mSeed

Constructor Summary

Constructors

Constructor and Description
QRandomCMWC()

Method Summary

Methods

Modifier and Type	Method and Description
double	nextDouble()
double	nextGaussian()
int	nextInt()
int	nextInt(int n)
long	nextLong()
long	nextLong(long n)

Methods inherited from class jdistlib.rng.QRandomEngine

getSeed, random, setSeed

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

QRandomCMWC

public QRandomCMWC()

Method Detail

nextInt

public final int nextInt()

Specified by:

nextInt in class QRandomEngine

nextInt

public final int nextInt(int n)

Specified by:

nextInt in class QRandomEngine

nextLong

public final long nextLong()

Specified by:

nextLong in class QRandomEngine

nextLong

public final long nextLong(long n)

Specified by:

nextLong in class QRandomEngine

nextGaussian

public final double nextGaussian()

Specified by:

nextGaussian in class QRandomEngine

nextDouble

public double nextDouble()

Specified by:

nextDouble in class QRandomEngine