edu.cornell.lassp.houle.RngPack

Class Ranlux

java.lang.Object

edu.cornell.lassp.houle.RngPack.RandomElement

edu.cornell.lassp.houle.RngPack.RandomSeedable

edu.cornell.lassp.houle.RngPack.Ranlux

All Implemented Interfaces:

Serializable, Cloneable

public class Ranlux
extends RandomSeedable
implements Serializable

RANLUX is an advanced pseudo-random number generator based on the RCARRY algorithm proposed in 1991 by Marsaglia and Zaman. RCARRY used a subtract-and-borrow algorithm with a period on the order of 10¹⁷¹ but still had detectable correlations between numbers. Martin Luescher proposed the RANLUX algorithm in 1993; RANLUX generates pseudo-random numbers using RCARRY but throws away numbers to destroy correlations. Thus RANLUX trades execution speed for quality; by choosing a larger luxury setting one gets better random numbers slower. By the tests availible at the time it was proposed, RANLUX at the default luxury setting appears to be a significant advance quality over previous generators.

LUXURY LEVELS
level	p
0	24	equivalent to the original RCARRY of Marsaglia and Zaman, very long period, but fails many tests.
1	48	considerable improvement in quality over level 0, now passes the gap test, but still fails spectral test.
2	97	passes all known tests, but theoretically still defective.
3	223	DEFAULT VALUE. Any theoretically possible correlations have very small chance of being observed.
4	389	highest possible luxury, all 24 bits chaotic.

VALIDATION The Java version of RANLUX has been verified against published values of numbers 1-5 and 101-105 produced by the reference implementation of RANLUX for the following initial conditions:

• Default initialization: Ranlux()
• Initialization with: Ranlux(0,0)
• Initialization with: Ranlux(389,1)
• Initialization with: Ranlux(75,0)

References:

• M. Luscher, Computer Physics Communications 79 (1994) 100
• F. James, Computer Physics Communications 79 (1994) 111
• About RANLUX random number generator: Excerpts from discussion in the Usenet news groups
• Miller's FORTRAN 90 implementation of RANLUX with test code

Source code is available.

Version:

1.1a

Author:

Paul Houle (E-mail: paul@honeylocust.com)

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static int	lxdflt Default luxury level: lxdflt=3
static int	maxlev Maximum luxury level: maxlev=4

Constructor Summary

Constructors

Constructor and Description
Ranlux() Default initialization of RANLUX.
Ranlux(Date d) Initialize RANLUX with default luxury level and a Date object.
Ranlux(int ins) Initialize RANLUX with default luxury level and a specified seed.
Ranlux(int lux, Date d) Initialize RANLUX with specified luxury level and a Date object.
Ranlux(int lux, int ins) Initialize RANLUX with specified luxury level and seed.
Ranlux(int lux, long ins) Initialize RANLUX with specified luxury level and seed.
Ranlux(long ins) Initialize RANLUX with default luxury level and a specified seed.

Method Summary

Modifier and Type	Method and Description
double	raw() The random number generator.
void	setDiag(boolean b) Turns diagnostic messages on and off.

Methods inherited from class edu.cornell.lassp.houle.RngPack.RandomSeedable

ClockSeed, ClockSeed

Methods inherited from class edu.cornell.lassp.houle.RngPack.RandomElement

choose, choose, clone, coin, coin, gaussian, gaussian, powlaw, raw, raw, uniform

Methods inherited from class java.lang.Object

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

Field Detail

maxlev

public static final int maxlev

Maximum luxury level: maxlev=4

See Also:

Constant Field Values

lxdflt

public static final int lxdflt

Default luxury level: lxdflt=3

See Also:

Constant Field Values

Constructor Detail

Ranlux

public Ranlux()

Default initialization of RANLUX. Uses default seed jsdflt=314159265 and luxury level 3.

Ranlux

public Ranlux(int lux,
              int ins)

Initialize RANLUX with specified luxury level and seed.

Parameters:

lux - luxury level from 0-4.

ins - seed, a positive integer.

Ranlux

public Ranlux(int lux,
              long ins)

Initialize RANLUX with specified luxury level and seed.

Parameters:

lux - luxury level from 0-4.

ins - seed, a positive long.

Ranlux

public Ranlux(int ins)

Initialize RANLUX with default luxury level and a specified seed.

Parameters:

ins - seed, a positive integer

Ranlux

public Ranlux(long ins)

Initialize RANLUX with default luxury level and a specified seed.

Parameters:

ins - seed, a positive integer

Ranlux

public Ranlux(int lux,
              Date d)

Initialize RANLUX with specified luxury level and a Date object. Can be used to conveniently initialize RANLUX from the clock,

 RandomElement e = Ranlux(4,new Date());
 

Parameters:

lux - luxury level from 0-4.

d - date used to generate seed

Ranlux

public Ranlux(Date d)

Initialize RANLUX with default luxury level and a Date object. Can be used to conveniently initialize RANLUX from the clock,

 RandomElement e = Ranlux(new Date());
 

Parameters:

d - date used to generate seed

Method Detail

setDiag

public void setDiag(boolean b)

Turns diagnostic messages on and off. If setDiag(true) is called, RANLUX will print diagnostic information to System.err

Parameters:

b - diagnostic message status

raw

public final double raw()

The random number generator.

Specified by:

raw in class RandomElement

Returns:

a pseudo-random double in the range (0,1)

See Also:

RandomJava