org.jquantlib.math.randomnumbers

Interface UniformRandomSequenceGenerator

All Known Implementing Classes:

InverseCumulativeRsg, RandomSequenceGenerator, SobolRsg

public interface UniformRandomSequenceGenerator

This interface defines the behaviour of all uniform random sequence generators, making it easy to pass them as generic parameters.

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()

Method Detail

nextSequence

Sample<double[]> nextSequence()

lastSequence

Sample<double[]> lastSequence()

nextInt32Sequence

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.

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.

Returns:

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

See Also:

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

dimension

int dimension()