Module net.finmath.lib

Package net.finmath.randomnumbers

Class MersenneTwister

java.lang.Object

net.finmath.randomnumbers.MersenneTwister

All Implemented Interfaces:

Serializable, DoubleSupplier, RandomNumberGenerator, RandomNumberGenerator1D

public class MersenneTwister
extends Object
implements RandomNumberGenerator1D, Serializable

Mersenne Twister random number generator. This class is just a wrapper of org.apache.commons.math3.random.MersenneTwister.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor	Description
MersenneTwister()
MersenneTwister(long seed)

Method Summary

Modifier and Type	Method	Description
double	nextDouble()	Returns the next random number in the sequence.
double	nextDoubleFast()	Possibly faster, non-thread safe implementation returning the next double value of this random number generator.

Methods inherited from class java.lang.Object

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

Methods inherited from interface net.finmath.randomnumbers.RandomNumberGenerator1D

getAsDouble, getDimension, getNext

Constructor Detail

MersenneTwister

public MersenneTwister(long seed)

MersenneTwister

public MersenneTwister()

Method Detail

nextDouble

public double nextDouble()

Returns the next random number in the sequence.

Specified by:

nextDouble in interface RandomNumberGenerator1D

Returns:

The next random number in the sequence.

nextDoubleFast

public double nextDoubleFast()

Description copied from interface: RandomNumberGenerator1D

Possibly faster, non-thread safe implementation returning the next double value of this random number generator. The user of this method has to ensure synchronization if this generator is shared by different threads.

Specified by:

nextDoubleFast in interface RandomNumberGenerator1D

Returns:

The next double value of this random number generator