Package org.drip.measure.crng

Class MultiStreamGenerator

java.lang.Object
org.drip.measure.crng.MultiStreamGenerator
public class MultiStreamGenerator
extends java.lang.Object
MultiStreamGenerator helps generate Multiple Independent (i.e., Non-Overlapping) Streams of Random Numbers. It provides the following Functionality:
  • Generate Multiple Independent Streams using the Skip Ahead Technique
  • Generate Multiple Independent Streams using the Leap Frog Technique
  • Generate Multiple Independent Streams using the Skip Ahead Technique from the Default Random Number Generator
  • Generate Multiple Independent Streams using the Leap Frog Technique from the Default Random Number Generator

Module Computational Core Module
Library Numerical Analysis Library
Project Rd Continuous/Discrete Probability Measures
Package Continuous Random Number Stream Generator

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    MultiStreamGenerator()  

  • Method Summary

    Modifier and Type Method Description
    static double[][] LeapFrog​(int streamCount, int elementsPerStream)
    Generate Multiple Independent Streams using the Leap Frog Technique from the Default Random Number Generator
    static double[][] LeapFrog​(RandomNumberGenerator randomNumberGenerator, int streamCount, int elementsPerStream)
    Generate Multiple Independent Streams using the Leap Frog Technique
    static double[][] SkipAhead​(int streamCount, int elementsPerStream)
    Generate Multiple Independent Streams using the Skip Ahead Technique from the Default Random Number Generator
    static double[][] SkipAhead​(RandomNumberGenerator randomNumberGenerator, int streamCount, int elementsPerStream)
    Generate Multiple Independent Streams using the Skip Ahead Technique

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • MultiStreamGenerator

      public MultiStreamGenerator()

  • Method Details

    • SkipAhead

      public static final double[][] SkipAhead​(RandomNumberGenerator randomNumberGenerator, int streamCount, int elementsPerStream)
      Generate Multiple Independent Streams using the Skip Ahead Technique
      Parameters:
      randomNumberGenerator - The Random Number Generator
      streamCount - Number of Streams to be Generated
      elementsPerStream - Number of Elements Per Stream
      Returns:
      Double Array of Multiple Independent Streams

    • LeapFrog

      public static final double[][] LeapFrog​(RandomNumberGenerator randomNumberGenerator, int streamCount, int elementsPerStream)
      Generate Multiple Independent Streams using the Leap Frog Technique
      Parameters:
      randomNumberGenerator - The Random Number Generator
      streamCount - Number of Streams to be Generated
      elementsPerStream - Number of Elements Per Stream
      Returns:
      Double Array of Multiple Independent Streams

    • SkipAhead

      public static final double[][] SkipAhead​(int streamCount, int elementsPerStream)
      Generate Multiple Independent Streams using the Skip Ahead Technique from the Default Random Number Generator
      Parameters:
      streamCount - Number of Streams to be Generated
      elementsPerStream - Number of Elements Per Stream
      Returns:
      Double Array of Multiple Independent Streams

    • LeapFrog

      public static final double[][] LeapFrog​(int streamCount, int elementsPerStream)
      Generate Multiple Independent Streams using the Leap Frog Technique from the Default Random Number Generator
      Parameters:
      streamCount - Number of Streams to be Generated
      elementsPerStream - Number of Elements Per Stream
      Returns:
      Double Array of Multiple Independent Streams