org.jquantlib.math.randomnumbers

Class RandomSequenceGenerator<RNG extends RandomNumberGenerator>

java.lang.Object

org.jquantlib.math.randomnumbers.RandomSequenceGenerator<RNG>

Type Parameters:

RNG - is a subclass of RandomNumberGenerator

All Implemented Interfaces:

UniformRandomSequenceGenerator

public class RandomSequenceGenerator<RNG extends RandomNumberGenerator>
extends java.lang.Object
implements UniformRandomSequenceGenerator

Random sequence generator based on a pseudo-random number generator

Constructor Summary

Constructors

Constructor and Description
RandomSequenceGenerator(java.lang.Class<? extends RandomNumberGenerator> classRNG, int dimensionality)
RandomSequenceGenerator(java.lang.Class<? extends RandomNumberGenerator> classRNG, int dimensionality, long seed)
RandomSequenceGenerator(java.lang.Class<? extends RandomNumberGenerator> classRNG, int dimensionality, RNG rng)

Method Summary

Modifier and Type	Method and Description
int	dimension()
Sample<double[]>	lastSequence()
long[]	nextInt32Sequence() Once JVM does not support unsigned fixed arithmetic, we use 64bit variables as containers for 32bit values in order to reduce the complexity and performance overhead of certain fixed arithmetic operations.
Sample<double[]>	nextSequence()

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomSequenceGenerator

public RandomSequenceGenerator(java.lang.Class<? extends RandomNumberGenerator> classRNG,
                               int dimensionality,
                               RNG rng)

RandomSequenceGenerator

public RandomSequenceGenerator(java.lang.Class<? extends RandomNumberGenerator> classRNG,
                               int dimensionality)

RandomSequenceGenerator

public RandomSequenceGenerator(java.lang.Class<? extends RandomNumberGenerator> classRNG,
                               int dimensionality,
                               long seed)

Method Detail

dimension

public int dimension()

Specified by:

dimension in interface UniformRandomSequenceGenerator

lastSequence

public final Sample<double[]> lastSequence()

Specified by:

lastSequence in interface UniformRandomSequenceGenerator

nextSequence

public final Sample<double[]> nextSequence()

Specified by:

nextSequence in interface UniformRandomSequenceGenerator

nextInt32Sequence

public long[] nextInt32Sequence()

Description copied from interface: UniformRandomSequenceGenerator

Once JVM does not support unsigned fixed arithmetic, we use 64bit variables as containers for 32bit values in order to reduce the complexity and performance overhead of certain fixed arithmetic operations.

From the user's perspective, it's easier to understand that a certain long variable contains values from 0 to 2^32 than understand that a certain int variable contains negative values that should be converted to it's two's complement and extended to a long variable before use.

Specified by:

nextInt32Sequence in interface UniformRandomSequenceGenerator

Returns:

an array of unsigned 32bit wide numbers encapsulated in a 64bit containers

See Also:

Bug 4504839, Java and Unsigned Types, Two's complement