Class MersenneTwister

java.lang.Object
  java.util.Random
      MersenneTwister

All Implemented Interfaces:

java.io.Serializable

public class MersenneTwister

extends java.util.Random

implements java.io.Serializable

Mersenne Twister and MersenneTwisterFast

Version 3, based on version MT199937(99/10/29) of the Mersenne Twister algorithm found at The Mersenne Twister Home Page. By Sean Luke, June 2000.

MersenneTwister is a drop-in subclass replacement for java.util.Random. It is properly synchronized and can be used in a multithreaded environment.

MersenneTwisterFast is not a subclass of java.util.Random. It has the same public methods as Random does, however, and it is algorithmically identical to MersenneTwister. MersenneTwisterFast has hard-code inlined all of its methods directly, and made all of them final (well, the ones of consequence anyway). Further, these methods are not synchronized, so the same MersenneTwisterFast instance cannot be shared by multiple threads. But all this helps MersenneTwisterFast achieve over twice the speed of MersenneTwister.

About the Mersenne Twister

This is a Java version of the C-program for MT19937: Integer version. The MT19937 algorithm was created by Makoto Matsumoto and Takuji Nishimura, who ask: "When you use this, send an email to: matumoto@math.keio.ac.jp with an appropriate reference to your work". Indicate that this is a translation of their algorithm into Java.

Reference. Makato Matsumoto and Takuji Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3--30.

About this Version

This version of the code implements the MT19937 Mersenne Twister algorithm, with the 99/10/29 seeding mechanism. The original mechanism did not permit 0 as a seed, and odd numbers were not good seed choices. The new version permits any 32-bit signed integer. This algorithm is identical to the MT19937 integer algorithm; real values conform to Sun's float and double random number generator standards rather than attempting to implement the half-open or full-open MT19937-1 and MT199937-2 algorithms.

This code is based on standard MT19937 C/C++ code by Takuji Nishimura, with suggestions from Topher Cooper and Marc Rieffel, July 1997. The code was originally translated into Java by Michael Lecuyer, January 1999, and is Copyright (c) 1999 by Michael Lecuyer. The included license is as follows:

The basic algorithmic work of this library (appearing in nextInt() and setSeed()) is free software; you can redistribute it and or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; if not, write to the Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA

Bug Fixes

This implementation implements the bug fixes made in Java 1.2's version of Random, which means it can be used with earlier versions of Java. See the JDK 1.2 java.util.Random documentation for further documentation on the random-number generation contracts made. Additionally, there's an undocumented bug in the JDK java.util.Random.nextBytes() method, which this code fixes.

Important Note on Seeds

Just like java.util.Random, this generator accepts a long seed but doesn't use all of it. java.util.Random uses 48 bits. The Mersenne Twister instead uses 32 bits (int size). So it's best if your seed does not exceed the int range.

Timings On Different Java Versions

MersenneTwister can be used reliably on JDK version 1.1.5 or above. Earlier Java versions have serious bugs in java.util.Random; only MersenneTwisterFast (and not MersenneTwister nor java.util.Random) should be used with them. And why would you use 'em anyway? They're very slow, as you'll see. Here are some timings in milliseconds on a Sun Creator3D/Ultra 60 running SunOS 5.6.

Standard C Version (gcc -O2)

1070

Standard C Version (Solaris cc -O)

1210

JDK 1.2.2 w/Hotspot Compiler (-O)

MTF: 1785, MT: 3699, java.util.Random: 4849

JDK 1.2.1/1.2.2 (-O)

MTF: 1827, MT: 3868, java.util.Random: 4194

JDK 1.1.8 (-O)

MTF: 40509, MT: 45853, java.util.Random: 24604
Beats me why it's so slow...

JDK 1.1.5 (-O)

MTF: 4056, MT: 20478, java.util.Random: 19692

JDK 1.0.2 (-O)

MTF: 71640, MT: 66176, java.util.Random: 67269
Important note: Do not MersenneTwister.java or java.util.Random on a Java version this early! Random number generation in versions less than 1.1.5 has serious bugs.

See Also:

Serialized Form

Field Summary

private boolean	__haveNextNextGaussian
private double	__nextNextGaussian
private static long	GOOD_SEED
private static int	LOWER_MASK
private static int	M
private int[]	mag01
private static int	MATRIX_A
private int[]	mt
private int	mti
private static int	N
private static int	TEMPERING_MASK_B
private static int	TEMPERING_MASK_C
private static int	UPPER_MASK

Fields inherited from class java.util.Random

Constructor Summary

MersenneTwister()
Constructor using the default seed.

MersenneTwister(long seed)
Constructor using a given seed.

Method Summary

static void	main(java.lang.String[] args) Tests the code.
protected int	next(int bits) Returns an integer with bits bits filled with a random number.
boolean	nextBoolean() This method is missing from jdk 1.0.x and below.
boolean	nextBoolean(double probability) This generates a coin flip with a probability probability of returning true, else returning false.
boolean	nextBoolean(float probability) This generates a coin flip with a probability probability of returning true, else returning false.
byte	nextByte() For completeness' sake, though it's not in java.util.Random.
void	nextBytes(byte[] bytes) A bug fix for all versions of the JDK.
char	nextChar() For completeness' sake, though it's not in java.util.Random.
double	nextDouble() A bug fix for versions of JDK 1.1 and below.
float	nextFloat() A bug fix for versions of JDK 1.1 and below.
double	nextGaussian() A bug fix for all JDK code including 1.2.
int	nextInt(int n) This method is missing from JDK 1.1 and below.
short	nextShort() For completeness' sake, though it's not in java.util.Random.
private void	readObject(java.io.ObjectInputStream in)
void	setSeed(int[] array) An alternative, more complete, method of seeding the pseudo random number generator.
void	setSeed(long seed) Initalize the pseudo random number generator.
void	setSeedOld(long seed) Initalize the pseudo random number generator.
private void	writeObject(java.io.ObjectOutputStream out)

Methods inherited from class java.util.Random

nextInt, nextLong

Methods inherited from class java.lang.Object

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

Field Detail

N

private static final int N

See Also:

Constant Field Values

M

private static final int M

See Also:

Constant Field Values

MATRIX_A

private static final int MATRIX_A

See Also:

Constant Field Values

UPPER_MASK

private static final int UPPER_MASK

See Also:

Constant Field Values

LOWER_MASK

private static final int LOWER_MASK

See Also:

Constant Field Values

TEMPERING_MASK_B

private static final int TEMPERING_MASK_B

See Also:

Constant Field Values

TEMPERING_MASK_C

private static final int TEMPERING_MASK_C

See Also:

Constant Field Values

mt

private int[] mt

mti

private int mti

mag01

private int[] mag01

GOOD_SEED

private static final long GOOD_SEED

See Also:

Constant Field Values

__nextNextGaussian

private double __nextNextGaussian

__haveNextNextGaussian

private boolean __haveNextNextGaussian

Constructor Detail

MersenneTwister

public MersenneTwister()

Constructor using the default seed.

MersenneTwister

public MersenneTwister(long seed)

Constructor using a given seed. Though you pass this seed in as a long, it's best to make sure it's actually an integer.

Method Detail

setSeedOld

public void setSeedOld(long seed)

Initalize the pseudo random number generator. This is the old seed-setting mechanism for the original Mersenne Twister algorithm. You must not use 0 as your seed, and don't pass in a long that's bigger than an int (Mersenne Twister only uses the first 32 bits for its seed). Also it's suggested that for you avoid even-numbered seeds in this older seed-generation procedure.

setSeed

public void setSeed(int[] array)

An alternative, more complete, method of seeding the pseudo random number generator. array must be an array of 624 ints, and they can be any value as long as they're not *all* zero.

setSeed

public void setSeed(long seed)

Initalize the pseudo random number generator. Don't pass in a long that's bigger than an int (Mersenne Twister only uses the first 32 bits for its seed).

next

protected int next(int bits)

Returns an integer with bits bits filled with a random number.

writeObject

private void writeObject(java.io.ObjectOutputStream out)
                  throws java.io.IOException

Throws:

java.io.IOException

readObject

private void readObject(java.io.ObjectInputStream in)
                 throws java.io.IOException,
                        java.lang.ClassNotFoundException

Throws:

java.io.IOException

java.lang.ClassNotFoundException

nextBoolean

public boolean nextBoolean()

This method is missing from jdk 1.0.x and below. JDK 1.1 includes this for us, but what the heck.

nextBoolean

public boolean nextBoolean(float probability)

This generates a coin flip with a probability probability of returning true, else returning false. probability must be between 0.0 and 1.0, inclusive. Not as precise a random real event as nextBoolean(double), but twice as fast. To explicitly use this, remember you may need to cast to float first.

nextBoolean

public boolean nextBoolean(double probability)

This generates a coin flip with a probability probability of returning true, else returning false. probability must be between 0.0 and 1.0, inclusive.

nextInt

public int nextInt(int n)

This method is missing from JDK 1.1 and below. JDK 1.2 includes this for us, but what the heck.

nextDouble

public double nextDouble()

A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes this for us, but what the heck.

nextFloat

public float nextFloat()

A bug fix for versions of JDK 1.1 and below. JDK 1.2 fixes this for us, but what the heck.

nextBytes

public void nextBytes(byte[] bytes)

A bug fix for all versions of the JDK. The JDK appears to use all four bytes in an integer as independent byte values! Totally wrong. I've submitted a bug report.

nextChar

public char nextChar()

For completeness' sake, though it's not in java.util.Random.

nextShort

public short nextShort()

For completeness' sake, though it's not in java.util.Random.

nextByte

public byte nextByte()

For completeness' sake, though it's not in java.util.Random.

nextGaussian

public double nextGaussian()

A bug fix for all JDK code including 1.2. nextGaussian can theoretically ask for the log of 0 and divide it by 0! See Java bug http://developer.java.sun.com/developer/bugParade/bugs/4254501.html

main

public static void main(java.lang.String[] args)

Tests the code.