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Posted to commits@commons.apache.org by lu...@apache.org on 2009/07/21 23:38:55 UTC
svn commit: r796546 - in /commons/proper/math/trunk: ./
src/java/org/apache/commons/math/ src/java/org/apache/commons/math/random/
src/site/xdoc/ src/site/xdoc/userguide/
src/test/org/apache/commons/math/random/
Author: luc
Date: Tue Jul 21 21:38:55 2009
New Revision: 796546
URL: http://svn.apache.org/viewvc?rev=796546&view=rev
Log:
added an implementation of the Mersenne twister pseudo random number generator
the implementation comes from Mantissa and was a translation of the 2002 version
in C by the algorithm authors, which was published under a BSD license
Added:
commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java (with props)
commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java (with props)
Modified:
commons/proper/math/trunk/NOTICE.txt
commons/proper/math/trunk/RELEASE-NOTES.txt
commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java
commons/proper/math/trunk/src/site/xdoc/changes.xml
commons/proper/math/trunk/src/site/xdoc/userguide/random.xml
Modified: commons/proper/math/trunk/NOTICE.txt
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/NOTICE.txt?rev=796546&r1=796545&r2=796546&view=diff
==============================================================================
--- commons/proper/math/trunk/NOTICE.txt (original)
+++ commons/proper/math/trunk/NOTICE.txt Tue Jul 21 21:38:55 2009
@@ -22,6 +22,11 @@
and distributed under the following license:
http://www.netlib.org/lapack/LICENSE
+This product includes software translated from the 2002-01-26 version of
+the Mersenne-Twister generator written in C by Makoto Matsumoto and Takuji
+Nishimura which is distributed une a BSD license :
+http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/CODES/mt19937ar.c
+
For convenience, the text of these licenses and disclaimers as available at
time of code inclusion are provided below.
@@ -149,3 +154,35 @@
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
---------- http://www.netlib.org/lapack/LICENSE ----------
+
+---------- excerpt from http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/CODES/mt19937ar.c ----------
+ Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+---------- excerpt from http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/CODES/mt19937ar.c ----------
Modified: commons/proper/math/trunk/RELEASE-NOTES.txt
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/RELEASE-NOTES.txt?rev=796546&r1=796545&r2=796546&view=diff
==============================================================================
--- commons/proper/math/trunk/RELEASE-NOTES.txt (original)
+++ commons/proper/math/trunk/RELEASE-NOTES.txt Tue Jul 21 21:38:55 2009
@@ -20,6 +20,7 @@
variable stepsize
- regression algorithms
- rank transformations
+ - Mersenne twister pseudo random number generator
This release is NOT source and binary compatible with earlier versions
of Commons Math. Starting with version 2.0 of the library, the minimal
@@ -48,6 +49,9 @@
o Added support for rank transformations.
+o Added an implementation of the Mersenne twister pseudo random number
+ generator from Makoto Matsumoto and Takuji Nishimura
+
o Added support for any type of field in linear algebra (FielxMatrix,
FieldVector, FieldLUDecomposition)
Modified: commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java?rev=796546&r1=796545&r2=796546&view=diff
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java (original)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java Tue Jul 21 21:38:55 2009
@@ -345,6 +345,7 @@
"l''adresse {0} ne contient aucune donn\u00e9e" },
// org.apache.commons.math.random.AbstractRandomGenerator
+ // org.apache.commons.math.random.BitsStreamGenerator
{ "upper bound must be positive ({0})",
"la borne sup\u00e9rieure doit \u00eatre positive ({0})" },
Added: commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java?rev=796546&view=auto
==============================================================================
--- commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java (added)
+++ commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java Tue Jul 21 21:38:55 2009
@@ -0,0 +1,263 @@
+/*
+ * 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.math.random;
+
+import java.io.Serializable;
+
+
+/** This class implements a powerful pseudo-random number generator
+ * developed by Makoto Matsumoto and Takuji Nishimura during
+ * 1996-1997.
+
+ * <p>This generator features an extremely long period
+ * (2<sup>19937</sup>-1) and 623-dimensional equidistribution up to 32
+ * bits accuracy. The home page for this generator is located at <a
+ * href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html">
+ * http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html</a>.</p>
+
+ * <p>This generator is described in a paper by Makoto Matsumoto and
+ * Takuji Nishimura in 1998: <a
+ * href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ARTICLES/mt.pdf">Mersenne
+ * Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random
+ * Number Generator</a>, ACM Transactions on Modeling and Computer
+ * Simulation, Vol. 8, No. 1, January 1998, pp 3--30</p>
+
+ * <p>The class is implemented as a specialization of the standard
+ * <code>java.util.Random</code> class. This allows to use it in
+ * algorithms expecting a standard random generator, and hence benefit
+ * from a better generator without code change.</p>
+
+ * <p>This class is mainly a Java port of the 2002-01-26 version of
+ * the generator written in C by Makoto Matsumoto and Takuji
+ * Nishimura. Here is their original copyright:</p>
+
+ * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0">
+ * <tr><td>Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ * All rights reserved.</td></tr>
+
+ * <tr><td>Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ * <ol>
+ * <li>Redistributions of source code must retain the above copyright
+ * notice, this list of conditions and the following disclaimer.</li>
+ * <li>Redistributions in binary form must reproduce the above copyright
+ * notice, this list of conditions and the following disclaimer in the
+ * documentation and/or other materials provided with the distribution.</li>
+ * <li>The names of its contributors may not be used to endorse or promote
+ * products derived from this software without specific prior written
+ * permission.</li>
+ * </ol></td></tr>
+
+ * <tr><td><strong>THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
+ * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
+ * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
+ * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
+ * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY,
+ * OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
+ * OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE
+ * USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
+ * DAMAGE.</strong></td></tr>
+ * </table>
+
+ * @version $Revision$ $Date$
+ * @since 2.0
+
+ */
+public class MersenneTwister extends BitsStreamGenerator implements Serializable {
+
+ /** Serializable version identifier. */
+ private static final long serialVersionUID = 8661194735290153518L;
+
+ /** Size of the bytes pool. */
+ private static final int N = 624;
+
+ /** Period second parameter. */
+ private static final int M = 397;
+
+ /** X * MATRIX_A for X = {0, 1}. */
+ private static final int[] MAG01 = { 0x0, 0x9908b0df };
+
+ /** Bytes pool. */
+ private int[] mt;
+
+ /** Current index in the bytes pool. */
+ private int mti;
+
+ /** Creates a new random number generator.
+ * <p>The instance is initialized using the current time as the
+ * seed.</p>
+ */
+ public MersenneTwister() {
+ mt = new int[N];
+ setSeed(System.currentTimeMillis());
+ }
+
+ /** Creates a new random number generator using a single int seed.
+ * @param seed the initial seed (32 bits integer)
+ */
+ public MersenneTwister(int seed) {
+ mt = new int[N];
+ setSeed(seed);
+ }
+
+ /** Creates a new random number generator using an int array seed.
+ * @param seed the initial seed (32 bits integers array), if null
+ * the seed of the generator will be related to the current time
+ */
+ public MersenneTwister(int[] seed) {
+ mt = new int[N];
+ setSeed(seed);
+ }
+
+ /** Creates a new random number generator using a single long seed.
+ * @param seed the initial seed (64 bits integer)
+ */
+ public MersenneTwister(long seed) {
+ mt = new int[N];
+ setSeed(seed);
+ }
+
+ /** Reinitialize the generator as if just built with the given int seed.
+ * <p>The state of the generator is exactly the same as a new
+ * generator built with the same seed.</p>
+ * @param seed the initial seed (32 bits integer)
+ */
+ public void setSeed(int seed) {
+ // we use a long masked by 0xffffffffL as a poor man unsigned int
+ long longMT = seed;
+ mt[0]= (int) longMT;
+ for (mti = 1; mti < N; ++mti) {
+ // See Knuth TAOCP Vol2. 3rd Ed. P.106 for multiplier.
+ // initializer from the 2002-01-09 C version by Makoto Matsumoto
+ longMT = (1812433253l * (longMT ^ (longMT >> 30)) + mti) & 0xffffffffL;
+ mt[mti]= (int) longMT;
+ }
+ }
+
+ /** Reinitialize the generator as if just built with the given int array seed.
+ * <p>The state of the generator is exactly the same as a new
+ * generator built with the same seed.</p>
+ * @param seed the initial seed (32 bits integers array), if null
+ * the seed of the generator will be related to the current time
+ */
+ public void setSeed(int[] seed) {
+
+ if (seed == null) {
+ setSeed(System.currentTimeMillis());
+ return;
+ }
+
+ setSeed(19650218);
+ int i = 1;
+ int j = 0;
+
+ for (int k = Math.max(N, seed.length); k != 0; k--) {
+ long l0 = (mt[i] & 0x7fffffffl) | ((mt[i] < 0) ? 0x80000000l : 0x0l);
+ long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
+ long l = (l0 ^ ((l1 ^ (l1 >> 30)) * 1664525l)) + seed[j] + j; // non linear
+ mt[i] = (int) (l & 0xffffffffl);
+ i++; j++;
+ if (i >= N) {
+ mt[0] = mt[N - 1];
+ i = 1;
+ }
+ if (j >= seed.length) {
+ j = 0;
+ }
+ }
+
+ for (int k = N - 1; k != 0; k--) {
+ long l0 = (mt[i] & 0x7fffffffl) | ((mt[i] < 0) ? 0x80000000l : 0x0l);
+ long l1 = (mt[i-1] & 0x7fffffffl) | ((mt[i-1] < 0) ? 0x80000000l : 0x0l);
+ long l = (l0 ^ ((l1 ^ (l1 >> 30)) * 1566083941l)) - i; // non linear
+ mt[i] = (int) (l & 0xffffffffL);
+ i++;
+ if (i >= N) {
+ mt[0] = mt[N - 1];
+ i = 1;
+ }
+ }
+
+ mt[0] = 0x80000000; // MSB is 1; assuring non-zero initial array
+
+ }
+
+ /** Reinitialize the generator as if just built with the given long seed.
+ * <p>The state of the generator is exactly the same as a new
+ * generator built with the same seed.</p>
+ * @param seed the initial seed (64 bits integer)
+ */
+ public void setSeed(long seed) {
+ if (mt == null) {
+ // this is probably a spurious call from base class constructor,
+ // we do nothing and wait for the setSeed in our own
+ // constructors after array allocation
+ return;
+ }
+ setSeed(new int[] { (int) (seed >>> 32), (int) (seed & 0xffffffffl) });
+ }
+
+ /** Generate next pseudorandom number.
+ * <p>This method is the core generation algorithm. It is used by all the
+ * public generation methods for the various primitive types {@link
+ * #nextBoolean()}, {@link #nextBytes(byte[])}, {@link #nextDouble()},
+ * {@link #nextFloat()}, {@link #nextGaussian()}, {@link #nextInt()},
+ * {@link #next(int)} and {@link #nextLong()}.</p>
+ * @param bits number of random bits to produce
+ */
+ protected int next(int bits) {
+
+ int y;
+
+ if (mti >= N) { // generate N words at one time
+ int mtNext = mt[0];
+ for (int k = 0; k < N - M; ++k) {
+ int mtCurr = mtNext;
+ mtNext = mt[k + 1];
+ y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
+ mt[k] = mt[k + M] ^ (y >>> 1) ^ MAG01[y & 0x1];
+ }
+ for (int k = N - M; k < N - 1; ++k) {
+ int mtCurr = mtNext;
+ mtNext = mt[k + 1];
+ y = (mtCurr & 0x80000000) | (mtNext & 0x7fffffff);
+ mt[k] = mt[k + (M - N)] ^ (y >>> 1) ^ MAG01[y & 0x1];
+ }
+ y = (mtNext & 0x80000000) | (mt[0] & 0x7fffffff);
+ mt[N - 1] = mt[M - 1] ^ (y >>> 1) ^ MAG01[y & 0x1];
+
+ mti = 0;
+ }
+
+ y = mt[mti++];
+
+ // tempering
+ y ^= (y >>> 11);
+ y ^= (y << 7) & 0x9d2c5680;
+ y ^= (y << 15) & 0xefc60000;
+ y ^= (y >>> 18);
+
+ return y >>> (32 - bits);
+
+ }
+
+}
Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java
------------------------------------------------------------------------------
svn:eol-style = native
Propchange: commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java
------------------------------------------------------------------------------
svn:keywords = Author Date Id Revision
Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=796546&r1=796545&r2=796546&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Tue Jul 21 21:38:55 2009
@@ -39,6 +39,10 @@
</properties>
<body>
<release version="2.0" date="TBD" description="TBD">
+ <action dev="luc" type="add" >
+ Added an implementation of the Mersenne twister pseudo random number generator
+ from Makoto Matsumoto and Takuji Nishimura
+ </action>
<action dev="luc" type="update" due-to="Gilles Sadowski">
Changed the return type of the various interpolation algorithms to the
specific implementation of UnivariateRealFunction each one uses
Modified: commons/proper/math/trunk/src/site/xdoc/userguide/random.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/userguide/random.xml?rev=796546&r1=796545&r2=796546&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/userguide/random.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/userguide/random.xml Tue Jul 21 21:38:55 2009
@@ -48,7 +48,10 @@
pluggable. By default, the JDK-supplied PseudoRandom Number Generator
(PRNG) is used, but alternative generators can be "plugged in" using an
adaptor framework, which provides a generic facility for replacing
- <code>java.util.Random</code> with an alternative PRNG.
+ <code>java.util.Random</code> with an alternative PRNG. Another very
+ good PRNG suitable for Monte-Carlo analysis (but <strong>not</strong>
+ for cryptography) provided by the library is the Mersenne twister from
+ Makoto Matsumoto and Takuji Nishimura
</p>
<p>
Sections 2.2-2.6 below show how to use the commons math API to generate
Added: commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java?rev=796546&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java (added)
+++ commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java Tue Jul 21 21:38:55 2009
@@ -0,0 +1,402 @@
+package org.apache.commons.math.random;
+
+import static org.junit.Assert.assertEquals;
+import static org.junit.Assert.assertTrue;
+
+import org.apache.commons.math.stat.descriptive.SummaryStatistics;
+import org.junit.Test;
+
+public class MersenneTwisterTest {
+
+ @Test
+ public void testGaussian() {
+ MersenneTwister mt = new MersenneTwister(42853252100l);
+ SummaryStatistics sample = new SummaryStatistics();
+ for (int i = 0; i < 1000; ++i) {
+ sample.addValue(mt.nextGaussian());
+ }
+ assertEquals(0.0, sample.getMean(), 0.005);
+ assertEquals(1.0, sample.getStandardDeviation(), 0.025);
+ }
+
+ @Test
+ public void testDouble() {
+ MersenneTwister mt = new MersenneTwister(195357343514l);
+ SummaryStatistics sample = new SummaryStatistics();
+ for (int i = 0; i < 1000; ++i) {
+ sample.addValue(mt.nextDouble());
+ }
+ assertEquals(0.5, sample.getMean(), 0.02);
+ assertEquals(1.0 / (2.0 * Math.sqrt(3.0)),
+ sample.getStandardDeviation(),
+ 0.002);
+ }
+
+ @Test
+ public void testFloat() {
+ MersenneTwister mt = new MersenneTwister(4442733263l);
+ SummaryStatistics sample = new SummaryStatistics();
+ for (int i = 0; i < 1000; ++i) {
+ sample.addValue(mt.nextFloat());
+ }
+ assertEquals(0.5, sample.getMean(), 0.01);
+ assertEquals(1.0 / (2.0 * Math.sqrt(3.0)),
+ sample.getStandardDeviation(),
+ 0.006);
+ }
+
+ @Test
+ public void testNextIntN() {
+ MersenneTwister mt = new MersenneTwister(0x12b8a7412bb25el);
+ for (int n = 1; n < 20; ++n) {
+ int[] count = new int[n];
+ for (int k = 0; k < 10000; ++k) {
+ int l = mt.nextInt(n);
+ ++count[l];
+ assertTrue(l >= 0);
+ assertTrue(l < n);
+ }
+ for (int i = 0; i < n; ++i) {
+ assertTrue(n * count[i] > 8600);
+ assertTrue(n * count[i] < 11200);
+ }
+ }
+ }
+
+ @Test
+ public void testNextInt() {
+ MersenneTwister mt = new MersenneTwister(new int[] { 1, 2, 3, 4, 5 });
+ int walk = 0;
+ for (int k = 0; k < 10000; ++k) {
+ if (mt.nextInt() >= 0) {
+ ++walk;
+ } else {
+ --walk;
+ }
+ }
+ assertTrue(Math.abs(walk) < 120);
+ }
+
+ @Test
+ public void testNextLong() {
+ MersenneTwister mt = new MersenneTwister(12345);
+ int walk = 0;
+ for (int k = 0; k < 10000; ++k) {
+ if (mt.nextLong() >= 0) {
+ ++walk;
+ } else {
+ --walk;
+ }
+ }
+ assertTrue(Math.abs(walk) < 50);
+ }
+
+ @Test
+ public void testNexBoolean() {
+ MersenneTwister mt = new MersenneTwister(76342);
+ int walk = 0;
+ for (int k = 0; k < 10000; ++k) {
+ if (mt.nextBoolean()) {
+ ++walk;
+ } else {
+ --walk;
+ }
+ }
+ assertTrue(Math.abs(walk) < 250);
+ }
+
+ @Test
+ public void testNexBytes() {
+ MersenneTwister mt = new MersenneTwister(0);
+ int[] count = new int[256];
+ byte[] bytes = new byte[10];
+ for (int k = 0; k < 100000; ++k) {
+ mt.nextBytes(bytes);
+ for (byte b : bytes) {
+ ++count[b + 128];
+ }
+ }
+ int min = Integer.MAX_VALUE;
+ int max = Integer.MIN_VALUE;
+ for (int c : count) {
+ min = Math.min(min, c);
+ max = Math.max(max, c);
+ }
+ int expected = (100000 * bytes.length) / count.length;
+ assertTrue((expected - 200) < min);
+ assertTrue(max < (expected + 200));
+ }
+
+ @Test
+ public void testMakotoNishimura() {
+ MersenneTwister mt = new MersenneTwister(new int[] {0x123, 0x234, 0x345, 0x456});
+ long[] refInt = {
+ 1067595299l, 955945823l, 477289528l, 4107218783l, 4228976476l, 3344332714l, 3355579695l, 227628506l,
+ 810200273l, 2591290167l, 2560260675l, 3242736208l, 646746669l, 1479517882l, 4245472273l, 1143372638l,
+ 3863670494l, 3221021970l, 1773610557l, 1138697238l, 1421897700l, 1269916527l, 2859934041l, 1764463362l,
+ 3874892047l, 3965319921l, 72549643l, 2383988930l, 2600218693l, 3237492380l, 2792901476l, 725331109l,
+ 605841842l, 271258942l, 715137098l, 3297999536l, 1322965544l, 4229579109l, 1395091102l, 3735697720l,
+ 2101727825l, 3730287744l, 2950434330l, 1661921839l, 2895579582l, 2370511479l, 1004092106l, 2247096681l,
+ 2111242379l, 3237345263l, 4082424759l, 219785033l, 2454039889l, 3709582971l, 835606218l, 2411949883l,
+ 2735205030l, 756421180l, 2175209704l, 1873865952l, 2762534237l, 4161807854l, 3351099340l, 181129879l,
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+ };
+ double[] refDouble = {
+ 0.76275443, 0.99000644, 0.98670464, 0.10143112, 0.27933125, 0.69867227, 0.94218740, 0.03427201,
+ 0.78842173, 0.28180608, 0.92179002, 0.20785655, 0.54534773, 0.69644020, 0.38107718, 0.23978165,
+ 0.65286910, 0.07514568, 0.22765211, 0.94872929, 0.74557914, 0.62664415, 0.54708246, 0.90959343,
+ 0.42043116, 0.86334511, 0.19189126, 0.14718544, 0.70259889, 0.63426346, 0.77408121, 0.04531601,
+ 0.04605807, 0.88595519, 0.69398270, 0.05377184, 0.61711170, 0.05565708, 0.10133577, 0.41500776,
+ 0.91810699, 0.22320679, 0.23353705, 0.92871862, 0.98897234, 0.19786706, 0.80558809, 0.06961067,
+ 0.55840445, 0.90479405, 0.63288060, 0.95009721, 0.54948447, 0.20645042, 0.45000959, 0.87050869,
+ 0.70806991, 0.19406895, 0.79286390, 0.49332866, 0.78483914, 0.75145146, 0.12341941, 0.42030252,
+ 0.16728160, 0.59906494, 0.37575460, 0.97815160, 0.39815952, 0.43595080, 0.04952478, 0.33917805,
+ 0.76509902, 0.61034321, 0.90654701, 0.92915732, 0.85365931, 0.18812377, 0.65913428, 0.28814566,
+ 0.59476081, 0.27835931, 0.60722542, 0.68310435, 0.69387186, 0.03699800, 0.65897714, 0.17527003,
+ 0.02889304, 0.86777366, 0.12352068, 0.91439461, 0.32022990, 0.44445731, 0.34903686, 0.74639273,
+ 0.65918367, 0.92492794, 0.31872642, 0.77749724, 0.85413832, 0.76385624, 0.32744211, 0.91326300,
+ 0.27458185, 0.22190155, 0.19865383, 0.31227402, 0.85321225, 0.84243342, 0.78544200, 0.71854080,
+ 0.92503892, 0.82703064, 0.88306297, 0.47284073, 0.70059042, 0.48003761, 0.38671694, 0.60465770,
+ 0.41747204, 0.47163243, 0.72750808, 0.65830223, 0.10955369, 0.64215401, 0.23456345, 0.95944940,
+ 0.72822249, 0.40888451, 0.69980355, 0.26677428, 0.57333635, 0.39791582, 0.85377858, 0.76962816,
+ 0.72004885, 0.90903087, 0.51376506, 0.37732665, 0.12691640, 0.71249738, 0.81217908, 0.37037313,
+ 0.32772374, 0.14238259, 0.05614811, 0.74363008, 0.39773267, 0.94859135, 0.31452454, 0.11730313,
+ 0.62962618, 0.33334237, 0.45547255, 0.10089665, 0.56550662, 0.60539371, 0.16027624, 0.13245301,
+ 0.60959939, 0.04671662, 0.99356286, 0.57660859, 0.40269560, 0.45274629, 0.06699735, 0.85064246,
+ 0.87742744, 0.54508392, 0.87242982, 0.29321385, 0.67660627, 0.68230715, 0.79052073, 0.48592054,
+ 0.25186266, 0.93769755, 0.28565487, 0.47219067, 0.99054882, 0.13155240, 0.47110470, 0.98556600,
+ 0.84397623, 0.12875246, 0.90953202, 0.49129015, 0.23792727, 0.79481194, 0.44337770, 0.96564297,
+ 0.67749118, 0.55684872, 0.27286897, 0.79538393, 0.61965356, 0.22487929, 0.02226018, 0.49248200,
+ 0.42247006, 0.91797788, 0.99250134, 0.23449967, 0.52531508, 0.10246337, 0.78685622, 0.34310922,
+ 0.89892996, 0.40454552, 0.68608407, 0.30752487, 0.83601319, 0.54956031, 0.63777550, 0.82199797,
+ 0.24890696, 0.48801123, 0.48661910, 0.51223987, 0.32969635, 0.31075073, 0.21393155, 0.73453207,
+ 0.15565705, 0.58584522, 0.28976728, 0.97621478, 0.61498701, 0.23891470, 0.28518540, 0.46809591,
+ 0.18371914, 0.37597910, 0.13492176, 0.66849449, 0.82811466, 0.56240330, 0.37548956, 0.27562998,
+ 0.27521910, 0.74096121, 0.77176757, 0.13748143, 0.99747138, 0.92504502, 0.09175241, 0.21389176,
+ 0.21766512, 0.31183245, 0.23271221, 0.21207367, 0.57903312, 0.77523344, 0.13242613, 0.31037988,
+ 0.01204835, 0.71652949, 0.84487594, 0.14982178, 0.57423142, 0.45677888, 0.48420169, 0.53465428,
+ 0.52667473, 0.46880526, 0.49849733, 0.05670710, 0.79022476, 0.03872047, 0.21697212, 0.20443086,
+ 0.28949326, 0.81678186, 0.87629474, 0.92297064, 0.27373097, 0.84625273, 0.51505586, 0.00582792,
+ 0.33295971, 0.91848412, 0.92537226, 0.91760033, 0.07541125, 0.71745848, 0.61158698, 0.00941650,
+ 0.03135554, 0.71527471, 0.24821915, 0.63636652, 0.86159918, 0.26450229, 0.60160194, 0.35557725,
+ 0.24477500, 0.07186456, 0.51757096, 0.62120362, 0.97981062, 0.69954667, 0.21065616, 0.13382753,
+ 0.27693186, 0.59644095, 0.71500764, 0.04110751, 0.95730081, 0.91600724, 0.47704678, 0.26183479,
+ 0.34706971, 0.07545431, 0.29398385, 0.93236070, 0.60486023, 0.48015011, 0.08870451, 0.45548581,
+ 0.91872718, 0.38142712, 0.10668643, 0.01397541, 0.04520355, 0.93822273, 0.18011940, 0.57577277,
+ 0.91427606, 0.30911399, 0.95853475, 0.23611214, 0.69619891, 0.69601980, 0.76765372, 0.58515930,
+ 0.49479057, 0.11288752, 0.97187699, 0.32095365, 0.57563608, 0.40760618, 0.78703383, 0.43261152,
+ 0.90877651, 0.84686346, 0.10599030, 0.72872803, 0.19315490, 0.66152912, 0.10210518, 0.06257876,
+ 0.47950688, 0.47062066, 0.72701157, 0.48915116, 0.66110261, 0.60170685, 0.24516994, 0.12726050,
+ 0.03451185, 0.90864994, 0.83494878, 0.94800035, 0.91035206, 0.14480751, 0.88458997, 0.53498312,
+ 0.15963215, 0.55378627, 0.35171349, 0.28719791, 0.09097957, 0.00667896, 0.32309622, 0.87561479,
+ 0.42534520, 0.91748977, 0.73908457, 0.41793223, 0.99279792, 0.87908370, 0.28458072, 0.59132853,
+ 0.98672190, 0.28547393, 0.09452165, 0.89910674, 0.53681109, 0.37931425, 0.62683489, 0.56609740,
+ 0.24801549, 0.52948179, 0.98328855, 0.66403523, 0.55523786, 0.75886666, 0.84784685, 0.86829981,
+ 0.71448906, 0.84670080, 0.43922919, 0.20771016, 0.64157936, 0.25664246, 0.73055695, 0.86395782,
+ 0.65852932, 0.99061803, 0.40280575, 0.39146298, 0.07291005, 0.97200603, 0.20555729, 0.59616495,
+ 0.08138254, 0.45796388, 0.33681125, 0.33989127, 0.18717090, 0.53545811, 0.60550838, 0.86520709,
+ 0.34290701, 0.72743276, 0.73023855, 0.34195926, 0.65019733, 0.02765254, 0.72575740, 0.32709576,
+ 0.03420866, 0.26061893, 0.56997511, 0.28439072, 0.84422744, 0.77637570, 0.55982168, 0.06720327,
+ 0.58449067, 0.71657369, 0.15819609, 0.58042821, 0.07947911, 0.40193792, 0.11376012, 0.88762938,
+ 0.67532159, 0.71223735, 0.27829114, 0.04806073, 0.21144026, 0.58830274, 0.04140071, 0.43215628,
+ 0.12952729, 0.94668759, 0.87391019, 0.98382450, 0.27750768, 0.90849647, 0.90962737, 0.59269720,
+ 0.96102026, 0.49544979, 0.32007095, 0.62585546, 0.03119821, 0.85953001, 0.22017528, 0.05834068,
+ 0.80731217, 0.53799961, 0.74166948, 0.77426600, 0.43938444, 0.54862081, 0.58575513, 0.15886492,
+ 0.73214332, 0.11649057, 0.77463977, 0.85788827, 0.17061997, 0.66838056, 0.96076133, 0.07949296,
+ 0.68521946, 0.89986254, 0.05667410, 0.12741385, 0.83470977, 0.63969104, 0.46612929, 0.10200126,
+ 0.01194925, 0.10476340, 0.90285217, 0.31221221, 0.32980614, 0.46041971, 0.52024973, 0.05425470,
+ 0.28330912, 0.60426543, 0.00598243, 0.97244013, 0.21135841, 0.78561597, 0.78428734, 0.63422849,
+ 0.32909934, 0.44771136, 0.27380750, 0.14966697, 0.18156268, 0.65686758, 0.28726350, 0.97074787,
+ 0.63676171, 0.96649494, 0.24526295, 0.08297372, 0.54257548, 0.03166785, 0.33735355, 0.15946671,
+ 0.02102971, 0.46228045, 0.11892296, 0.33408336, 0.29875681, 0.29847692, 0.73767569, 0.02080745,
+ 0.62980060, 0.08082293, 0.22993106, 0.25031439, 0.87787525, 0.45150053, 0.13673441, 0.63407612,
+ 0.97907688, 0.52241942, 0.50580158, 0.06273902, 0.05270283, 0.77031811, 0.05113352, 0.24393329,
+ 0.75036441, 0.37436336, 0.22877652, 0.59975358, 0.85707591, 0.88691457, 0.85547165, 0.36641027,
+ 0.58720133, 0.45462835, 0.09243817, 0.32981586, 0.07820411, 0.25421519, 0.36004706, 0.60092307,
+ 0.46192412, 0.36758683, 0.98424170, 0.08019934, 0.68594024, 0.45826386, 0.29962317, 0.79365413,
+ 0.89231296, 0.49478547, 0.87645944, 0.23590734, 0.28106737, 0.75026285, 0.08136314, 0.79582424,
+ 0.76010628, 0.82792971, 0.27947652, 0.72482861, 0.82191216, 0.46171689, 0.79189752, 0.96043686,
+ 0.51609668, 0.88995725, 0.28998963, 0.55191845, 0.03934737, 0.83033700, 0.49553013, 0.98009549,
+ 0.19017594, 0.98347750, 0.33452066, 0.87144372, 0.72106301, 0.71272114, 0.71465963, 0.88361677,
+ 0.85571283, 0.73782329, 0.20920458, 0.34855153, 0.46766817, 0.02780062, 0.74898344, 0.03680650,
+ 0.44866557, 0.77426312, 0.91025891, 0.25195236, 0.87319953, 0.63265037, 0.25552148, 0.27422476,
+ 0.95217406, 0.39281839, 0.66441573, 0.09158900, 0.94515992, 0.07800798, 0.02507888, 0.39901462,
+ 0.17382573, 0.12141278, 0.85502334, 0.19902911, 0.02160210, 0.44460522, 0.14688742, 0.68020336,
+ 0.71323733, 0.60922473, 0.95400380, 0.99611159, 0.90897777, 0.41073520, 0.66206647, 0.32064685,
+ 0.62805003, 0.50677209, 0.52690101, 0.87473387, 0.73918362, 0.39826974, 0.43683919, 0.80459118,
+ 0.32422684, 0.01958019, 0.95319576, 0.98326137, 0.83931735, 0.69060863, 0.33671416, 0.68062550,
+ 0.65152380, 0.33392969, 0.03451730, 0.95227244, 0.68200635, 0.85074171, 0.64721009, 0.51234433,
+ 0.73402047, 0.00969637, 0.93835057, 0.80803854, 0.31485260, 0.20089527, 0.01323282, 0.59933780,
+ 0.31584602, 0.20209563, 0.33754800, 0.68604181, 0.24443049, 0.19952227, 0.78162632, 0.10336988,
+ 0.11360736, 0.23536740, 0.23262256, 0.67803776, 0.48749791, 0.74658435, 0.92156640, 0.56706407,
+ 0.36683221, 0.99157136, 0.23421374, 0.45183767, 0.91609720, 0.85573315, 0.37706276, 0.77042618,
+ 0.30891908, 0.40709595, 0.06944866, 0.61342849, 0.88817388, 0.58734506, 0.98711323, 0.14744128,
+ 0.63242656, 0.87704136, 0.68347125, 0.84446569, 0.43265239, 0.25146321, 0.04130111, 0.34259839,
+ 0.92697368, 0.40878778, 0.56990338, 0.76204273, 0.19820348, 0.66314909, 0.02482844, 0.06669207,
+ 0.50205581, 0.26084093, 0.65139159, 0.41650223, 0.09733904, 0.56344203, 0.62651696, 0.67332139,
+ 0.58037374, 0.47258086, 0.21010758, 0.05713135, 0.89390629, 0.10781246, 0.32037450, 0.07628388,
+ 0.34227964, 0.42190597, 0.58201860, 0.77363549, 0.49595133, 0.86031236, 0.83906769, 0.81098161,
+ 0.26694195, 0.14215941, 0.88210306, 0.53634237, 0.12090720, 0.82480459, 0.75930318, 0.31847147,
+ 0.92768077, 0.01037616, 0.56201727, 0.88107122, 0.35925856, 0.85860762, 0.61109408, 0.70408301,
+ 0.58434977, 0.92192494, 0.62667915, 0.75988365, 0.06858761, 0.36156496, 0.58057195, 0.13636150,
+ 0.57719713, 0.59340255, 0.63530602, 0.22976282, 0.71915530, 0.41162531, 0.63979565, 0.09931342,
+ 0.79344045, 0.10893790, 0.84450224, 0.23122236, 0.99485593, 0.73637397, 0.17276368, 0.13357764,
+ 0.74965804, 0.64991737, 0.61990341, 0.41523170, 0.05878239, 0.05687301, 0.05497131, 0.42868366,
+ 0.42571090, 0.25810502, 0.89642955, 0.30439758, 0.39310223, 0.11357431, 0.04288255, 0.23397550,
+ 0.11200634, 0.85621396, 0.89733974, 0.37508865, 0.42077265, 0.68597384, 0.72781399, 0.19296476,
+ 0.61699087, 0.31667128, 0.67756410, 0.00177323, 0.05725176, 0.79474693, 0.18885238, 0.06724856,
+ 0.68193156, 0.42202167, 0.22082041, 0.28554673, 0.64995708, 0.87851940, 0.29124547, 0.61009521,
+ 0.87374537, 0.05743712, 0.69902994, 0.81925115, 0.45653873, 0.37236821, 0.31118709, 0.52734307,
+ 0.39672836, 0.38185294, 0.30163915, 0.17374510, 0.04913278, 0.90404879, 0.25742801, 0.58266467,
+ 0.97663209, 0.79823377, 0.36437958, 0.15206043, 0.26529938, 0.22690047, 0.05839021, 0.84721160,
+ 0.18622435, 0.37809403, 0.55706977, 0.49828704, 0.47659049, 0.24289680, 0.88477595, 0.07807463,
+ 0.56245739, 0.73490635, 0.21099431, 0.13164942, 0.75840044, 0.66877037, 0.28988183, 0.44046090,
+ 0.24967434, 0.80048356, 0.26029740, 0.30416821, 0.64151867, 0.52067892, 0.12880774, 0.85465381,
+ 0.02690525, 0.19149288, 0.49630295, 0.79682619, 0.43566145, 0.00288078, 0.81484193, 0.03763639,
+ 0.68529083, 0.01339574, 0.38405386, 0.30537067, 0.22994703, 0.44000045, 0.27217985, 0.53831243,
+ 0.02870435, 0.86282045, 0.61831306, 0.09164956, 0.25609707, 0.07445781, 0.72185784, 0.90058883,
+ 0.30070608, 0.94476583, 0.56822213, 0.21933909, 0.96772793, 0.80063440, 0.26307906, 0.31183306,
+ 0.16501252, 0.55436179, 0.68562285, 0.23829083, 0.86511559, 0.57868991, 0.81888344, 0.20126869,
+ 0.93172350, 0.66028129, 0.21786948, 0.78515828, 0.10262106, 0.35390326, 0.79303876, 0.63427924,
+ 0.90479631, 0.31024934, 0.60635447, 0.56198079, 0.63573813, 0.91854197, 0.99701497, 0.83085849,
+ 0.31692291, 0.01925964, 0.97446405, 0.98751283, 0.60944293, 0.13751018, 0.69519957, 0.68956636,
+ 0.56969015, 0.46440193, 0.88341765, 0.36754434, 0.89223647, 0.39786427, 0.85055280, 0.12749961,
+ 0.79452122, 0.89449784, 0.14567830, 0.45716830, 0.74822309, 0.28200437, 0.42546044, 0.17464886,
+ 0.68308746, 0.65496587, 0.52935411, 0.12736159, 0.61523955, 0.81590528, 0.63107864, 0.39786553,
+ 0.20102294, 0.53292914, 0.75485590, 0.59847044, 0.32861691, 0.12125866, 0.58917183, 0.07638293,
+ 0.86845380, 0.29192617, 0.03989733, 0.52180460, 0.32503407, 0.64071852, 0.69516575, 0.74254998,
+ 0.54587026, 0.48713246, 0.32920155, 0.08719954, 0.63497059, 0.54328459, 0.64178757, 0.45583809,
+ 0.70694291, 0.85212760, 0.86074305, 0.33163422, 0.85739792, 0.59908488, 0.74566046, 0.72157152
+ };
+
+ for (int i = 0; i < refInt.length; ++i) {
+ int r = mt.nextInt();
+ assertEquals(refInt[i], (r & 0x7fffffffl) | ((r < 0) ? 0x80000000l : 0x0l));
+ }
+
+ for (int i = 0; i < refDouble.length; ++i) {
+ int r = mt.nextInt();
+ assertEquals(refDouble[i],
+ ((r & 0x7fffffffl) | ((r < 0) ? 0x80000000l : 0x0l)) / 4294967296.0,
+ 1.0e-8);
+ }
+
+ }
+
+}
Propchange: commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java
------------------------------------------------------------------------------
svn:eol-style = native
Propchange: commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java
------------------------------------------------------------------------------
svn:keywords = Author Date Id Revision
Re: svn commit: r796546 - in /commons/proper/math/trunk: ./ src/java/org/apache/commons/math/
src/java/org/apache/commons/math/random/ src/site/xdoc/ src/site/xdoc/userguide/
src/test/org/apache/commons/math/random/
Posted by Luc Maisonobe <Lu...@free.fr>.
luc@apache.org a écrit :
> Author: luc
> Date: Tue Jul 21 21:38:55 2009
> New Revision: 796546
>
> URL: http://svn.apache.org/viewvc?rev=796546&view=rev
> Log:
> added an implementation of the Mersenne twister pseudo random number generator
> the implementation comes from Mantissa and was a translation of the 2002 version
> in C by the algorithm authors, which was published under a BSD license
>
> Added:
> commons/proper/math/trunk/src/java/org/apache/commons/math/random/MersenneTwister.java (with props)
> commons/proper/math/trunk/src/test/org/apache/commons/math/random/MersenneTwisterTest.java (with props)
> Modified:
> commons/proper/math/trunk/NOTICE.txt
> commons/proper/math/trunk/RELEASE-NOTES.txt
> commons/proper/math/trunk/src/java/org/apache/commons/math/MessagesResources_fr.java
> commons/proper/math/trunk/src/site/xdoc/changes.xml
> commons/proper/math/trunk/src/site/xdoc/userguide/random.xml
This is an addition I forgot to do before. I felt it was important to
add it for 2.0 because we rely only on JDK PRNG which is really not as
good as the modern ones developed in the last decade. For now, I have
only added Mersenne twister despite it is quite old (1997) and as been
superseded by other generators. It is still a very good generator, fast
and well suited for Monte-Carlo analysis due to its very long period
(2^19937 - 1) and uniform distribution for all dimensions up to 623. The
more modern WELL generators by François Panneton, Pierre L'Ecuyer and
Makoto Matsumoto could be added after 2.0 now that the infrastructure is
in place.
Luc
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