com.opengamma.strata.math.impl.cern

Class MersenneTwister64

java.lang.Object

com.opengamma.strata.math.impl.cern.RandomEngine

com.opengamma.strata.math.impl.cern.MersenneTwister

com.opengamma.strata.math.impl.cern.MersenneTwister64

All Implemented Interfaces:

Serializable, Cloneable, DoubleUnaryOperator, IntUnaryOperator

public class MersenneTwister64
extends MersenneTwister

Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.

Version:

1.0, 09/24/99

See Also:

MersenneTwister, Serialized Form

Field Summary

Fields inherited from class com.opengamma.strata.math.impl.cern.MersenneTwister

DEFAULT_SEED

Constructor Summary

Constructors

Constructor and Description
MersenneTwister64() Constructs and returns a random number generator with a default seed, which is a constant.
MersenneTwister64(Date d) Constructs and returns a random number generator seeded with the given date.
MersenneTwister64(int seed) Constructs and returns a random number generator with the given seed.

Method Summary

Modifier and Type	Method and Description
double	raw() Returns a 64 bit uniformly distributed random number in the open unit interval (0.0,1.0) (excluding 0.0 and 1.0).

Methods inherited from class com.opengamma.strata.math.impl.cern.MersenneTwister

clone, nextBlock, nextInt, setSeed

Methods inherited from class com.opengamma.strata.math.impl.cern.RandomEngine

applyAsDouble, applyAsInt, makeDefault, nextDouble, nextFloat, nextLong

Methods inherited from class java.lang.Object

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

Methods inherited from interface java.util.function.DoubleUnaryOperator

andThen, compose, identity

Methods inherited from interface java.util.function.IntUnaryOperator

andThen, compose, identity

Constructor Detail

MersenneTwister64

public MersenneTwister64()

Constructs and returns a random number generator with a default seed, which is a constant.

MersenneTwister64

public MersenneTwister64(int seed)

Constructs and returns a random number generator with the given seed.

Parameters:

seed - should not be 0, in such a case MersenneTwister64.DEFAULT_SEED is silently substituted.

MersenneTwister64

public MersenneTwister64(Date d)

Constructs and returns a random number generator seeded with the given date.

Parameters:

d - typically new java.util.Date()

Method Detail

raw

public double raw()

Returns a 64 bit uniformly distributed random number in the open unit interval (0.0,1.0) (excluding 0.0 and 1.0).

Overrides:

raw in class RandomEngine

Returns:

the random number