Class edu.cornell.lassp.houle.RngPack.Ranlux

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Class edu.cornell.lassp.houle.RngPack.Ranlux

java.lang.Object
   |
   +----edu.cornell.lassp.houle.RngPack.RandomElement
           |
           +----edu.cornell.lassp.houle.RngPack.RandomSeedable
                   |
                   +----edu.cornell.lassp.houle.RngPack.Ranlux

public class Ranlux
extends RandomSeedable

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:: 1.0
Author:: Paul Houle (E-mail: houle@msc.cornell.edu)

lxdflt: Default luxury level: lxdflt=3
maxlev: Maximum luxury level: maxlev=4

Ranlux(): Default initialization of RANLUX.
Ranlux(int, int): Initialize RANLUX with specified luxury level and seed.
Ranlux(int, long): Initialize RANLUX with specified luxury level and seed.
Ranlux(int): Initialize RANLUX with default luxury level and a specified seed.
Ranlux(long): Initialize RANLUX with default luxury level and a specified seed.
Ranlux(int, Date): Initialize RANLUX with specified luxury level and a Date object.
Ranlux(Date): Initialize RANLUX with default luxury level and a Date object.

raw(): The random number generator.
setDiag(boolean): Turns diagnostic messages on and off.

maxlev

  public final static int maxlev

Maximum luxury level: maxlev=4

lxdflt

  public final static int lxdflt

Default luxury level: lxdflt=3

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

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.

Returns:: s a pseudo-random double in the range (0,1)
Overrides:: raw in class RandomElement

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