Package org.drip.measure.crng

Class LinearCongruentialGenerator

java.lang.Object

org.drip.measure.crng.RandomNumberGenerator

org.drip.measure.crng.LinearCongruentialGenerator

public class LinearCongruentialGenerator
extends RandomNumberGenerator

LinearCongruentialGenerator implements a RNG based on Recurrence Based on Modular Integer Arithmetic.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d Continuous/Discrete Probability Measures
• Package = Continuous Random Number Stream Generator

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
LinearCongruentialGenerator(long lA, long lB, long lM, RecursiveGenerator rg)	LinearCongruentialGenerator Contructor

Method Summary

Modifier and Type	Method	Description
long	a()	Retrieve A
long	b()	Retrieve B
long	m()	Retrieve M
static LinearCongruentialGenerator	MRG32k3a(long lA, long lB, long lM)	Construct an Instance of LinearCongruentialGenerator with the MRG of Type MRG32k3a
double	nextDouble()	Retrieve a Random Number between -1 and 1
double	nextDouble01()	Retrieve a Random Number between 0 and 1
long	nextLong()	Retrieve the Next Pseudo-random Long
static LinearCongruentialGenerator	NumericalRecipes(RecursiveGenerator rg)	Construct a NumericalRecipes Version of LinearCongruentialGenerator
RecursiveGenerator	recursiveGenerator()	Retrieve the Recursive Generator Instance

Methods inherited from class java.lang.Object

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

Constructor Details

LinearCongruentialGenerator

public LinearCongruentialGenerator(long lA,
long lB,
long lM,
RecursiveGenerator rg)
                            throws java.lang.Exception

LinearCongruentialGenerator Contructor

Parameters:

lA - A

lB - B

lM - M

rg - The MultipleRecursiveGenerator Instance

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

MRG32k3a

public static final LinearCongruentialGenerator MRG32k3a(long lA,
long lB,
long lM)

Construct an Instance of LinearCongruentialGenerator with the MRG of Type MRG32k3a

Parameters:

lA - A

lB - B

lM - M

Returns:

Instance of LinearCongruentialGenerator with the MRG of Type MRG32k3a

NumericalRecipes

public static final LinearCongruentialGenerator NumericalRecipes(RecursiveGenerator rg)

Construct a NumericalRecipes Version of LinearCongruentialGenerator

Parameters:

rg - The Recursive Generator Instance

Returns:

NumericalRecipes Version of LinearCongruentialGenerator

a

public long a()

Retrieve A

Returns:

A

b

public long b()

Retrieve B

Returns:

B

m

public long m()

Retrieve M

Returns:

M

recursiveGenerator

public RecursiveGenerator recursiveGenerator()

Retrieve the Recursive Generator Instance

Returns:

The Recursive Generator Instance

nextLong

public long nextLong()

Retrieve the Next Pseudo-random Long

Returns:

The Next Pseudo-random Long

nextDouble

public double nextDouble()

Retrieve a Random Number between -1 and 1

Returns:

Random Number between -1 and 1

nextDouble01

public double nextDouble01()

Description copied from class: RandomNumberGenerator

Retrieve a Random Number between 0 and 1

Overrides:

nextDouble01 in class RandomNumberGenerator

Returns:

Random Number between 0 and 1