umontreal.iro.lecuyer.rng

Class BakerTransformedStream

java.lang.Object

umontreal.iro.lecuyer.rng.BakerTransformedStream

All Implemented Interfaces:

RandomStream

public class BakerTransformedStream
extends java.lang.Object
implements RandomStream

This container class permits one to apply the baker's transformation to the output of any RandomStream. It transforms each u∈[0, 1] into 2u if u <= 1/2 and 2(1 - u) if u > 1/2. The nextDouble method will return the result of this transformation and the other next... methods are affected accordingly. Any instance of this class contains a RandomStream called its base stream, used to generate its numbers and to which the transformation is applied. Any call to one of the next... methods of this class will modify the state of the base stream.

The baker transformation is often applied when the RandomStream is actually an iterator over a point set used for quasi-Monte Carlo integration (see the hups package).

Constructor Summary

Constructors

Constructor and Description
BakerTransformedStream(RandomStream stream) Constructs a new baker transformed stream, using the random numbers from the base stream stream.

Method Summary

Modifier and Type	Method and Description
void	nextArrayOfDouble(double[] u, int start, int n) Calls nextArrayOfDouble (u, start, n) for the base stream, then applies the baker transformation.
void	nextArrayOfInt(int i, int j, int[] u, int start, int n) Fills up the array by calling nextInt (i, j).
double	nextDouble() Returns the baker transformation of s.nextDouble() where s is the base stream.
int	nextInt(int i, int j) Generates a random integer in {i,..., j} via nextDouble (in which the baker transformation is applied).
void	resetNextSubstream() Reinitializes the stream to the beginning of its next substream: Ng is computed, and Cg and Bg are set to Ng.
void	resetStartStream() Reinitializes the stream to its initial state Ig: Cg and Bg are set to Ig.
void	resetStartSubstream() Reinitializes the stream to the beginning of its current substream: Cg is set to Bg.
java.lang.String	toString() Returns a string starting with "Baker transformation of " and finishing with the result of the call to the toString method of the generator.

Methods inherited from class java.lang.Object

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

Constructor Detail

BakerTransformedStream

public BakerTransformedStream(RandomStream stream)

Constructs a new baker transformed stream, using the random numbers from the base stream stream.

Method Detail

resetStartStream

public void resetStartStream()

Description copied from interface: RandomStream

Reinitializes the stream to its initial state I_g: C_g and B_g are set to I_g.

Specified by:

resetStartStream in interface RandomStream

resetStartSubstream

public void resetStartSubstream()

Description copied from interface: RandomStream

Reinitializes the stream to the beginning of its current substream: C_g is set to B_g.

Specified by:

resetStartSubstream in interface RandomStream

resetNextSubstream

public void resetNextSubstream()

Description copied from interface: RandomStream

Reinitializes the stream to the beginning of its next substream: N_g is computed, and C_g and B_g are set to N_g.

Specified by:

resetNextSubstream in interface RandomStream

toString

public java.lang.String toString()

Returns a string starting with "Baker transformation of " and finishing with the result of the call to the toString method of the generator.

Specified by:

toString in interface RandomStream

Overrides:

toString in class java.lang.Object

Returns:

the state of the generator formated as a string

nextDouble

public double nextDouble()

Returns the baker transformation of s.nextDouble() where s is the base stream.

Specified by:

nextDouble in interface RandomStream

Returns:

the next generated uniform

nextInt

public int nextInt(int i,
                   int j)

Generates a random integer in {i,..., j} via nextDouble (in which the baker transformation is applied).

Specified by:

nextInt in interface RandomStream

Parameters:

i - smallest integer that can be generated

j - greatest integer that can be generated

Returns:

the generated integer

nextArrayOfDouble

public void nextArrayOfDouble(double[] u,
                              int start,
                              int n)

Calls nextArrayOfDouble (u, start, n) for the base stream, then applies the baker transformation.

Specified by:

nextArrayOfDouble in interface RandomStream

Parameters:

u - the array in which the numbers will be stored

start - the first index of u to be used

n - the number of random numbers to put in u

nextArrayOfInt

public void nextArrayOfInt(int i,
                           int j,
                           int[] u,
                           int start,
                           int n)

Fills up the array by calling nextInt (i, j).

Specified by:

nextArrayOfInt in interface RandomStream

Parameters:

i - the smallest possible integer to put in u

j - the largest possible integer to put in u

u - the array in which the numbers will be stored

start - the first index of u to be used

n - the number of random numbers to put in u