Documentation API of the 'umontreal.iro.lecuyer.rng.MRG31k3p' Java class
MRG31k3p
umontreal.iro.lecuyer.rng

Class MRG31k3p

  • All Implemented Interfaces:
    Serializable, Cloneable, CloneableRandomStream, RandomStream


    public class MRG31k3pextends RandomStreamBase
    Extends the abstract class RandomStreamBase, thus implementing the RandomStream interface indirectly. The backbone generator is the combined multiple recursive generator (CMRG) MRG31k3p proposed by L'Ecuyer and Touzin, implemented in 32-bit integer arithmetic. This RNG has a period length of approximately 2185. The values of V, W and Z are 262, 272 and 2134 respectively. (See RandomStream for their definition.) The seed and the state of a stream at any given step are six-dimensional vectors of 32-bit integers. The default initial seed is (12345, 12345, 12345, 12345, 12345, 12345). The method nextValue provides 31 bits of precision.

    The difference between the RNG of class MRG32k3a and this one is that this one has all its coefficients of the form a = ±2q±2r. This permits a faster implementation than for arbitrary coefficients. On a 32-bit computer, MRG31k3p is about twice as fast as MRG32k3a. On the other hand, the latter does a little better in the spectral test and has been more extensively tested.

    See Also:
    Serialized Form

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