RandomStreamWithCache
umontreal.iro.lecuyer.rng

Class RandomStreamWithCache

  • All Implemented Interfaces:
    RandomStream


    public class RandomStreamWithCacheextends Objectimplements RandomStream
    This class represents a random stream whose uniforms are cached for more efficiency when using common random numbers. An object from this class is constructed with a reference to a RandomStream instance used to get the random numbers. These numbers are stored in an internal array to be retrieved later. The dimension of the array increases as the values are generated. If the nextDouble method is called after the object is reset, it gives back the cached values instead of computing new ones. If the cache is exhausted before the stream is reset, new values are computed, and added to the cache.

    Such caching allows for a better performance with common random numbers, when generating uniforms is time-consuming. It can also help with restoring the simulation to a certain state without setting stream-specific seeds. However, using such caching may lead to memory problems if a large quantity of random numbers are needed.

    • Method Summary

      Methods 
      Modifier and TypeMethod and Description
      voidclearCache()
      Clears the cached values for this random stream.
      RandomStreamgetCachedStream()
      Returns a reference to the random stream whose values are cached.
      DoubleArrayListgetCachedValues()
      Returns an array list containing the values cached by this random stream.
      intgetCacheIndex()
      Return the index of the next cached value that will be returned by the stream.
      intgetNumCachedValues()
      Returns the total number of values cached by this random stream.
      voidinitCache()
      Resets this random stream to recover values from the cache.
      booleanisCaching()
      Determines if the random stream is caching values, default being true.
      voidnextArrayOfDouble(double[] u, int start, int n)
      Generates n (pseudo)random numbers from the uniform distribution and stores them into the array u starting at index start.
      voidnextArrayOfInt(int i, int j, int[] u, int start, int n)
      Generates n (pseudo)random numbers from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream and stores the result in the array u starting at index start.
      doublenextDouble()
      Returns a (pseudo)random number from the uniform distribution over the interval (0, 1), using this stream, after advancing its state by one step.
      intnextInt(int i, int j)
      Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream.
      voidresetNextSubstream()
      Reinitializes the stream to the beginning of its next substream: Ng is computed, and Cg and Bg are set to Ng.
      voidresetStartStream()
      Reinitializes the stream to its initial state Ig: Cg and Bg are set to Ig.
      voidresetStartSubstream()
      Reinitializes the stream to the beginning of its current substream: Cg is set to Bg.
      voidsetCachedStream(RandomStream stream)
      Sets the random stream whose values are cached to stream.
      voidsetCachedValues(DoubleArrayList values)
      Sets the array list containing the cached values to values.
      voidsetCacheIndex(int newIndex)
      Sets the index, in the cache, of the next value returned by nextDouble.
      voidsetCaching(boolean caching)
      Sets the caching indicator to caching.
    • Constructor Detail

      • RandomStreamWithCache

        public RandomStreamWithCache(RandomStream stream)
        Constructs a new cached random stream with internal stream stream.
        Parameters:
        stream - the random stream whose uniforms are cached.
        Throws:
        NullPointerException - if stream is null.
      • RandomStreamWithCache

        public RandomStreamWithCache(RandomStream stream,                     int initialCapacity)
        Constructs a new cached random stream with internal stream stream. The initialCapacity parameter is used to set the initial capacity of the internal array which can grow as needed; it does not limit the total size of the cache.
        Parameters:
        stream - the random stream whose values are cached.
        initialCapacity - the initial capacity of the cache.
        Throws:
        NullPointerException - if stream is null.
    • Method Detail

      • isCaching

        public boolean isCaching()
        Determines if the random stream is caching values, default being true. When caching is turned OFF, the nextDouble method simply calls the corresponding method on the internal random stream, without storing the generated uniforms.
        Returns:
        the caching indicator.
      • setCaching

        public void setCaching(boolean caching)
        Sets the caching indicator to caching. If caching is turned OFF, this method calls clearCache to clear the cached values.
        Parameters:
        caching - the new value of the caching indicator.
      • getCachedStream

        public RandomStream getCachedStream()
        Returns a reference to the random stream whose values are cached.
        Returns:
        a reference to the random stream whose values are cached.
      • setCachedStream

        public void setCachedStream(RandomStream stream)
        Sets the random stream whose values are cached to stream. If the stream is changed, the clearCache method is called to clear the cache.
        Parameters:
        stream - the new random stream whose values will be cached.
        Throws:
        NullPointerException - if stream is null.
      • clearCache

        public void clearCache()
        Clears the cached values for this random stream. Any subsequent call will then obtain new values from the internal stream.
      • initCache

        public void initCache()
        Resets this random stream to recover values from the cache. Subsequent calls to nextDouble will return the cached uniforms until all the values are returned. When the array of cached values is exhausted, the internal random stream is used to generate new values which are added to the internal array as well. This method is equivalent to calling setCacheIndex.
      • getNumCachedValues

        public int getNumCachedValues()
        Returns the total number of values cached by this random stream.
        Returns:
        the total number of cached values.
      • getCacheIndex

        public int getCacheIndex()
        Return the index of the next cached value that will be returned by the stream. If the cache is exhausted, the returned value corresponds to the value returned by getNumCachedValues, and a subsequent call to nextDouble will generate a new variate rather than reading a previous one from the cache. If caching is disabled, this always returns 0.
        Returns:
        the index of the next cached value.
      • setCacheIndex

        public void setCacheIndex(int newIndex)
        Sets the index, in the cache, of the next value returned by nextDouble. If newIndex is 0, this is equivalent to calling initCache. If newIndex is getNumCachedValues, subsequent calls to nextDouble will add new values to the cache.
        Parameters:
        newIndex - the new index.
        Throws:
        IllegalArgumentException - if newIndex is negative or greater than or equal to the cache size.
      • getCachedValues

        public DoubleArrayList getCachedValues()
        Returns an array list containing the values cached by this random stream.
        Returns:
        the array of cached values.
      • setCachedValues

        public void setCachedValues(DoubleArrayList values)
        Sets the array list containing the cached values to values. This resets the cache index to the size of the given array.
        Parameters:
        values - the array list of cached values.
        Throws:
        NullPointerException - if values is null.
      • resetStartStream

        public void resetStartStream()
        Description copied from interface: RandomStream
        Reinitializes the stream to its initial state Ig: Cg and Bg are set to Ig.
        Specified by:
        resetStartStream in interface RandomStream
      • resetStartSubstream

        public void resetStartSubstream()
        Description copied from interface: RandomStream
        Reinitializes the stream to the beginning of its current substream: Cg is set to Bg.
        Specified by:
        resetStartSubstream in interface RandomStream
      • resetNextSubstream

        public void resetNextSubstream()
        Description copied from interface: RandomStream
        Reinitializes the stream to the beginning of its next substream: Ng is computed, and Cg and Bg are set to Ng.
        Specified by:
        resetNextSubstream in interface RandomStream
      • nextDouble

        public double nextDouble()
        Description copied from interface: RandomStream
        Returns a (pseudo)random number from the uniform distribution over the interval (0, 1), using this stream, after advancing its state by one step. The generators programmed in SSJ never return the values 0 or 1.
        Specified by:
        nextDouble in interface RandomStream
        Returns:
        the next generated uniform
      • nextArrayOfDouble

        public void nextArrayOfDouble(double[] u,                     int start,                     int n)
        Description copied from interface: RandomStream
        Generates n (pseudo)random numbers from the uniform distribution and stores them into the array u starting at index start.
        Specified by:
        nextArrayOfDouble in interface RandomStream
        Parameters:
        u - array that will contain the generated uniforms
        start - starting index, in the array u, to write uniforms from
        n - number of uniforms to generate
      • nextInt

        public int nextInt(int i,          int j)
        Description copied from interface: RandomStream
        Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream. (Calls nextDouble once.)
        Specified by:
        nextInt in interface RandomStream
        Parameters:
        i - smallest integer that can be generated
        j - greatest integer that can be generated
        Returns:
        the generated integer
      • nextArrayOfInt

        public void nextArrayOfInt(int i,                  int j,                  int[] u,                  int start,                  int n)
        Description copied from interface: RandomStream
        Generates n (pseudo)random numbers from the discrete uniform distribution over the integers {i, i + 1,..., j}, using this stream and stores the result in the array u starting at index start. (Calls nextInt n times.)
        Specified by:
        nextArrayOfInt in interface RandomStream
        Parameters:
        i - smallest integer that can be generated
        j - greatest integer that can be generated
        u - array that will contain the generated values
        start - starting index, in the array u, to write integers from
        n - number of values being generated

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