Author: luc Date: Sun Apr 19 16:43:00 2009 New Revision: 766486 URL: http://svn.apache.org/viewvc?rev=766486&view=rev Log: removed TAB characters that crept in as of r762194 two weeks ago
Modified: commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomDataImpl.java Modified: commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomDataImpl.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomDataImpl.java?rev=766486&r1=766485&r2=766486&view=diff ============================================================================== --- commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomDataImpl.java (original) +++ commons/proper/math/trunk/src/java/org/apache/commons/math/random/RandomDataImpl.java Sun Apr 19 16:43:00 2009 @@ -86,664 +86,664 @@ */ public class RandomDataImpl implements RandomData, Serializable { - /** Serializable version identifier */ - private static final long serialVersionUID = -626730818244969716L; + /** Serializable version identifier */ + private static final long serialVersionUID = -626730818244969716L; - /** underlying random number generator */ - private RandomGenerator rand = null; + /** underlying random number generator */ + private RandomGenerator rand = null; - /** underlying secure random number generator */ - private SecureRandom secRand = null; + /** underlying secure random number generator */ + private SecureRandom secRand = null; - /** - * Construct a RandomDataImpl. - */ - public RandomDataImpl() { - } - - /** - * Construct a RandomDataImpl using the supplied {...@link RandomGenerator} as - * the source of (non-secure) random data. - * - * @param rand - * the source of (non-secure) random data - * @since 1.1 - */ - public RandomDataImpl(RandomGenerator rand) { - super(); - this.rand = rand; - } - - /** - * {...@inheritdoc} - * <p> - * <strong>Algorithm Description:</strong> hex strings are generated using a - * 2-step process. - * <ol> - * <li> - * len/2+1 binary bytes are generated using the underlying Random</li> - * <li> - * Each binary byte is translated into 2 hex digits</li> - * </ol> - * </p> - * - * @param len - * the desired string length. - * @return the random string. - */ - public String nextHexString(int len) { - if (len <= 0) { - throw new IllegalArgumentException("length must be positive"); - } - - // Get a random number generator - RandomGenerator ran = getRan(); - - // Initialize output buffer - StringBuffer outBuffer = new StringBuffer(); - - // Get int(len/2)+1 random bytes - byte[] randomBytes = new byte[(len / 2) + 1]; - ran.nextBytes(randomBytes); - - // Convert each byte to 2 hex digits - for (int i = 0; i < randomBytes.length; i++) { - Integer c = Integer.valueOf(randomBytes[i]); - - /* - * Add 128 to byte value to make interval 0-255 before doing hex - * conversion. This guarantees <= 2 hex digits from toHexString() - * toHexString would otherwise add 2^32 to negative arguments. - */ - String hex = Integer.toHexString(c.intValue() + 128); - - // Make sure we add 2 hex digits for each byte - if (hex.length() == 1) { - hex = "0" + hex; - } - outBuffer.append(hex); - } - return outBuffer.toString().substring(0, len); - } - - /** - * Generate a random int value uniformly distributed between - * <code>lower</code> and <code>upper</code>, inclusive. - * - * @param lower - * the lower bound. - * @param upper - * the upper bound. - * @return the random integer. - */ - public int nextInt(int lower, int upper) { - if (lower >= upper) { - throw new IllegalArgumentException( - "upper bound must be > lower bound"); - } - RandomGenerator rand = getRan(); - double r = rand.nextDouble(); - return (int) ((r * upper) + ((1.0 - r) * lower) + r); - } - - /** - * Generate a random long value uniformly distributed between - * <code>lower</code> and <code>upper</code>, inclusive. - * - * @param lower - * the lower bound. - * @param upper - * the upper bound. - * @return the random integer. - */ - public long nextLong(long lower, long upper) { - if (lower >= upper) { - throw new IllegalArgumentException( - "upper bound must be > lower bound"); - } - RandomGenerator rand = getRan(); - double r = rand.nextDouble(); - return (long) ((r * upper) + ((1.0 - r) * lower) + r); - } - - /** - * {...@inheritdoc} - * <p> - * <strong>Algorithm Description:</strong> hex strings are generated in - * 40-byte segments using a 3-step process. - * <ol> - * <li> - * 20 random bytes are generated using the underlying - * <code>SecureRandom</code>.</li> - * <li> - * SHA-1 hash is applied to yield a 20-byte binary digest.</li> - * <li> - * Each byte of the binary digest is converted to 2 hex digits.</li> - * </ol> - * </p> - * - * @param len - * the length of the generated string - * @return the random string - */ - public String nextSecureHexString(int len) { - if (len <= 0) { - throw new IllegalArgumentException("length must be positive"); - } - - // Get SecureRandom and setup Digest provider - SecureRandom secRan = getSecRan(); - MessageDigest alg = null; - try { - alg = MessageDigest.getInstance("SHA-1"); - } catch (NoSuchAlgorithmException ex) { - return null; // gulp FIXME? -- this *should* never fail. - } - alg.reset(); - - // Compute number of iterations required (40 bytes each) - int numIter = (len / 40) + 1; - - StringBuffer outBuffer = new StringBuffer(); - for (int iter = 1; iter < numIter + 1; iter++) { - byte[] randomBytes = new byte[40]; - secRan.nextBytes(randomBytes); - alg.update(randomBytes); - - // Compute hash -- will create 20-byte binary hash - byte hash[] = alg.digest(); - - // Loop over the hash, converting each byte to 2 hex digits - for (int i = 0; i < hash.length; i++) { - Integer c = Integer.valueOf(hash[i]); - - /* - * Add 128 to byte value to make interval 0-255 This guarantees - * <= 2 hex digits from toHexString() toHexString would - * otherwise add 2^32 to negative arguments - */ - String hex = Integer.toHexString(c.intValue() + 128); - - // Keep strings uniform length -- guarantees 40 bytes - if (hex.length() == 1) { - hex = "0" + hex; - } - outBuffer.append(hex); - } - } - return outBuffer.toString().substring(0, len); - } - - /** - * Generate a random int value uniformly distributed between - * <code>lower</code> and <code>upper</code>, inclusive. This algorithm uses - * a secure random number generator. - * - * @param lower - * the lower bound. - * @param upper - * the upper bound. - * @return the random integer. - */ - public int nextSecureInt(int lower, int upper) { - if (lower >= upper) { - throw new IllegalArgumentException( - "lower bound must be < upper bound"); - } - SecureRandom sec = getSecRan(); - return lower + (int) (sec.nextDouble() * (upper - lower + 1)); - } - - /** - * Generate a random long value uniformly distributed between - * <code>lower</code> and <code>upper</code>, inclusive. This algorithm uses - * a secure random number generator. - * - * @param lower - * the lower bound. - * @param upper - * the upper bound. - * @return the random integer. - */ - public long nextSecureLong(long lower, long upper) { - if (lower >= upper) { - throw new IllegalArgumentException( - "lower bound must be < upper bound"); - } - SecureRandom sec = getSecRan(); - return lower + (long) (sec.nextDouble() * (upper - lower + 1)); - } - - /** - * {...@inheritdoc} - * <p> - * <strong>Algorithm Description</strong>: For small means, uses simulation - * of a Poisson process using Uniform deviates, as described <a - * href="http://irmi.epfl.ch/cmos/Pmmi/interactive/rng7.htm"> here.</a> - * </p> - * <p> - * The Poisson process (and hence value returned) is bounded by 1000 * mean. - * </p> - * - * <p> - * For large means, uses a reject method as described in <a - * href="http://cg.scs.carleton.ca/~luc/rnbookindex.html">Non-Uniform Random - * Variate Generation</a> - * </p> - * - * <p> - * References: - * <ul> - * <li>Devroye, Luc. (1986). <i>Non-Uniform Random Variate Generation</i>. - * New York, NY. Springer-Verlag</li> - * </ul> - * </p> - * - * @param mean - * mean of the Poisson distribution. - * @return the random Poisson value. - */ - public long nextPoisson(double mean) { - if (mean <= 0) { - throw new IllegalArgumentException("Poisson mean must be > 0"); - } - - RandomGenerator rand = getRan(); - - double pivot = 6.0; - if (mean < pivot) { - double p = Math.exp(-mean); - long n = 0; - double r = 1.0d; - double rnd = 1.0d; - - while (n < 1000 * mean) { - rnd = rand.nextDouble(); - r = r * rnd; - if (r >= p) { - n++; - } else { - return n; - } - } - return n; - } else { - double mu = Math.floor(mean); - double delta = Math.floor(pivot + (mu - pivot) / 2.0); // integer - // between 6 - // and mean - double mu2delta = 2.0 * mu + delta; - double muDeltaHalf = mu + delta / 2.0; - double logMeanMu = Math.log(mean / mu); - - double muFactorialLog = MathUtils.factorialLog((int) mu); - - double c1 = Math.sqrt(Math.PI * mu / 2.0); - double c2 = c1 - + Math.sqrt(Math.PI * muDeltaHalf - / (2.0 * Math.exp(1.0 / mu2delta))); - double c3 = c2 + 2.0; - double c4 = c3 + Math.exp(1.0 / 78.0); - double c = c4 + 2.0 / delta * mu2delta - * Math.exp(-delta / mu2delta * (1.0 + delta / 2.0)); - - double y = 0.0; - double x = 0.0; - double w = Double.POSITIVE_INFINITY; - - boolean accept = false; - while (!accept) { - double u = nextUniform(0.0, c); - double e = nextExponential(mean); - - if (u <= c1) { - double z = nextGaussian(0.0, 1.0); - y = -Math.abs(z) * Math.sqrt(mu) - 1.0; - x = Math.floor(y); - w = -z * z / 2.0 - e - x * logMeanMu; - if (x < -mu) { - w = Double.POSITIVE_INFINITY; - } - } else if (c1 < u && u <= c2) { - double z = nextGaussian(0.0, 1.0); - y = 1.0 + Math.abs(z) * Math.sqrt(muDeltaHalf); - x = Math.ceil(y); - w = (-y * y + 2.0 * y) / mu2delta - e - x * logMeanMu; - if (x > delta) { - w = Double.POSITIVE_INFINITY; - } - } else if (c2 < u && u <= c3) { - x = 0.0; - w = -e; - } else if (c3 < u && u <= c4) { - x = 1.0; - w = -e - logMeanMu; - } else if (c4 < u) { - double v = nextExponential(mean); - y = delta + v * 2.0 / delta * mu2delta; - x = Math.ceil(y); - w = -delta / mu2delta * (1.0 + y / 2.0) - e - x * logMeanMu; - } - accept = (w <= x * Math.log(mu) - - MathUtils.factorialLog((int) (mu + x)) - / muFactorialLog); - } - // cast to long is acceptable because both x and mu are whole - // numbers. - return (long) (x + mu); - } - } - - /** - * Generate a random value from a Normal (a.k.a. Gaussian) distribution with - * the given mean, <code>mu</code> and the given standard deviation, - * <code>sigma</code>. - * - * @param mu - * the mean of the distribution - * @param sigma - * the standard deviation of the distribution - * @return the random Normal value - */ - public double nextGaussian(double mu, double sigma) { - if (sigma <= 0) { - throw new IllegalArgumentException("Gaussian std dev must be > 0"); - } - RandomGenerator rand = getRan(); - return sigma * rand.nextGaussian() + mu; - } - - /** - * Returns a random value from an Exponential distribution with the given - * mean. - * <p> - * <strong>Algorithm Description</strong>: Uses the <a - * href="http://www.jesus.ox.ac.uk/~clifford/a5/chap1/node5.html"> Inversion - * Method</a> to generate exponentially distributed random values from - * uniform deviates. - * </p> - * - * @param mean - * the mean of the distribution - * @return the random Exponential value - */ - public double nextExponential(double mean) { - if (mean < 0.0) { - throw new IllegalArgumentException("Exponential mean must be >= 0"); - } - RandomGenerator rand = getRan(); - double unif = rand.nextDouble(); - while (unif == 0.0d) { - unif = rand.nextDouble(); - } - return -mean * Math.log(unif); - } - - /** - * {...@inheritdoc} - * <p> - * <strong>Algorithm Description</strong>: scales the output of - * Random.nextDouble(), but rejects 0 values (i.e., will generate another - * random double if Random.nextDouble() returns 0). This is necessary to - * provide a symmetric output interval (both endpoints excluded). - * </p> - * - * @param lower - * the lower bound. - * @param upper - * the upper bound. - * @return a uniformly distributed random value from the interval (lower, - * upper) - */ - public double nextUniform(double lower, double upper) { - if (lower >= upper) { - throw new IllegalArgumentException( - "lower bound must be < upper bound"); - } - RandomGenerator rand = getRan(); - - // ensure nextDouble() isn't 0.0 - double u = rand.nextDouble(); - while (u <= 0.0) { - u = rand.nextDouble(); - } - - return lower + u * (upper - lower); - } - - /** - * Returns the RandomGenerator used to generate non-secure random data. - * <p> - * Creates and initializes a default generator if null. - * </p> - * - * @return the Random used to generate random data - * @since 1.1 - */ - private RandomGenerator getRan() { - if (rand == null) { - rand = new JDKRandomGenerator(); - rand.setSeed(System.currentTimeMillis()); - } - return rand; - } - - /** - * Returns the SecureRandom used to generate secure random data. - * <p> - * Creates and initializes if null. - * </p> - * - * @return the SecureRandom used to generate secure random data - */ - private SecureRandom getSecRan() { - if (secRand == null) { - secRand = new SecureRandom(); - secRand.setSeed(System.currentTimeMillis()); - } - return secRand; - } - - /** - * Reseeds the random number generator with the supplied seed. - * <p> - * Will create and initialize if null. - * </p> - * - * @param seed - * the seed value to use - */ - public void reSeed(long seed) { - if (rand == null) { - rand = new JDKRandomGenerator(); - } - rand.setSeed(seed); - } - - /** - * Reseeds the secure random number generator with the current time in - * milliseconds. - * <p> - * Will create and initialize if null. - * </p> - */ - public void reSeedSecure() { - if (secRand == null) { - secRand = new SecureRandom(); - } - secRand.setSeed(System.currentTimeMillis()); - } - - /** - * Reseeds the secure random number generator with the supplied seed. - * <p> - * Will create and initialize if null. - * </p> - * - * @param seed - * the seed value to use - */ - public void reSeedSecure(long seed) { - if (secRand == null) { - secRand = new SecureRandom(); - } - secRand.setSeed(seed); - } - - /** - * Reseeds the random number generator with the current time in - * milliseconds. - */ - public void reSeed() { - if (rand == null) { - rand = new JDKRandomGenerator(); - } - rand.setSeed(System.currentTimeMillis()); - } - - /** - * Sets the PRNG algorithm for the underlying SecureRandom instance using - * the Security Provider API. The Security Provider API is defined in <a - * href = - * "http://java.sun.com/j2se/1.3/docs/guide/security/CryptoSpec.html#AppA"> - * Java Cryptography Architecture API Specification & Reference.</a> - * <p> - * <strong>USAGE NOTE:</strong> This method carries <i>significant</i> - * overhead and may take several seconds to execute. - * </p> - * - * @param algorithm - * the name of the PRNG algorithm - * @param provider - * the name of the provider - * @throws NoSuchAlgorithmException - * if the specified algorithm is not available - * @throws NoSuchProviderException - * if the specified provider is not installed - */ - public void setSecureAlgorithm(String algorithm, String provider) - throws NoSuchAlgorithmException, NoSuchProviderException { - secRand = SecureRandom.getInstance(algorithm, provider); - } - - /** - * Generates an integer array of length <code>k</code> whose entries are - * selected randomly, without repetition, from the integers - * <code>0 through n-1</code> (inclusive). - * <p> - * Generated arrays represent permutations of <code>n</code> taken - * <code>k</code> at a time. - * </p> - * <p> - * <strong>Preconditions:</strong> - * <ul> - * <li> <code>k <= n</code></li> - * <li> <code>n > 0</code></li> - * </ul> - * If the preconditions are not met, an IllegalArgumentException is thrown. - * </p> - * <p> - * Uses a 2-cycle permutation shuffle. The shuffling process is described <a - * href="http://www.maths.abdn.ac.uk/~igc/tch/mx4002/notes/node83.html"> - * here</a>. - * </p> - * - * @param n - * domain of the permutation (must be positive) - * @param k - * size of the permutation (must satisfy 0 < k <= n). - * @return the random permutation as an int array - */ - public int[] nextPermutation(int n, int k) { - if (k > n) { - throw new IllegalArgumentException("permutation k exceeds n"); - } - if (k == 0) { - throw new IllegalArgumentException("permutation k must be > 0"); - } - - int[] index = getNatural(n); - shuffle(index, n - k); - int[] result = new int[k]; - for (int i = 0; i < k; i++) { - result[i] = index[n - i - 1]; - } - - return result; - } - - /** - * Uses a 2-cycle permutation shuffle to generate a random permutation. - * <strong>Algorithm Description</strong>: Uses a 2-cycle permutation - * shuffle to generate a random permutation of <code>c.size()</code> and - * then returns the elements whose indexes correspond to the elements of the - * generated permutation. This technique is described, and proven to - * generate random samples, <a - * href="http://www.maths.abdn.ac.uk/~igc/tch/mx4002/notes/node83.html"> - * here</a> - * - * @param c - * Collection to sample from. - * @param k - * sample size. - * @return the random sample. - */ - public Object[] nextSample(Collection<?> c, int k) { - int len = c.size(); - if (k > len) { - throw new IllegalArgumentException( - "sample size exceeds collection size"); - } - if (k == 0) { - throw new IllegalArgumentException("sample size must be > 0"); - } - - Object[] objects = c.toArray(); - int[] index = nextPermutation(len, k); - Object[] result = new Object[k]; - for (int i = 0; i < k; i++) { - result[i] = objects[index[i]]; - } - return result; - } - - // ------------------------Private methods---------------------------------- - - /** - * Uses a 2-cycle permutation shuffle to randomly re-order the last elements - * of list. - * - * @param list - * list to be shuffled - * @param end - * element past which shuffling begins - */ - private void shuffle(int[] list, int end) { - int target = 0; - for (int i = list.length - 1; i >= end; i--) { - if (i == 0) { - target = 0; - } else { - target = nextInt(0, i); - } - int temp = list[target]; - list[target] = list[i]; - list[i] = temp; - } - } - - /** - * Returns an array representing n. - * - * @param n - * the natural number to represent - * @return array with entries = elements of n - */ - private int[] getNatural(int n) { - int[] natural = new int[n]; - for (int i = 0; i < n; i++) { - natural[i] = i; - } - return natural; - } + /** + * Construct a RandomDataImpl. + */ + public RandomDataImpl() { + } + + /** + * Construct a RandomDataImpl using the supplied {...@link RandomGenerator} as + * the source of (non-secure) random data. + * + * @param rand + * the source of (non-secure) random data + * @since 1.1 + */ + public RandomDataImpl(RandomGenerator rand) { + super(); + this.rand = rand; + } + + /** + * {...@inheritdoc} + * <p> + * <strong>Algorithm Description:</strong> hex strings are generated using a + * 2-step process. + * <ol> + * <li> + * len/2+1 binary bytes are generated using the underlying Random</li> + * <li> + * Each binary byte is translated into 2 hex digits</li> + * </ol> + * </p> + * + * @param len + * the desired string length. + * @return the random string. + */ + public String nextHexString(int len) { + if (len <= 0) { + throw new IllegalArgumentException("length must be positive"); + } + + // Get a random number generator + RandomGenerator ran = getRan(); + + // Initialize output buffer + StringBuffer outBuffer = new StringBuffer(); + + // Get int(len/2)+1 random bytes + byte[] randomBytes = new byte[(len / 2) + 1]; + ran.nextBytes(randomBytes); + + // Convert each byte to 2 hex digits + for (int i = 0; i < randomBytes.length; i++) { + Integer c = Integer.valueOf(randomBytes[i]); + + /* + * Add 128 to byte value to make interval 0-255 before doing hex + * conversion. This guarantees <= 2 hex digits from toHexString() + * toHexString would otherwise add 2^32 to negative arguments. + */ + String hex = Integer.toHexString(c.intValue() + 128); + + // Make sure we add 2 hex digits for each byte + if (hex.length() == 1) { + hex = "0" + hex; + } + outBuffer.append(hex); + } + return outBuffer.toString().substring(0, len); + } + + /** + * Generate a random int value uniformly distributed between + * <code>lower</code> and <code>upper</code>, inclusive. + * + * @param lower + * the lower bound. + * @param upper + * the upper bound. + * @return the random integer. + */ + public int nextInt(int lower, int upper) { + if (lower >= upper) { + throw new IllegalArgumentException( + "upper bound must be > lower bound"); + } + RandomGenerator rand = getRan(); + double r = rand.nextDouble(); + return (int) ((r * upper) + ((1.0 - r) * lower) + r); + } + + /** + * Generate a random long value uniformly distributed between + * <code>lower</code> and <code>upper</code>, inclusive. + * + * @param lower + * the lower bound. + * @param upper + * the upper bound. + * @return the random integer. + */ + public long nextLong(long lower, long upper) { + if (lower >= upper) { + throw new IllegalArgumentException( + "upper bound must be > lower bound"); + } + RandomGenerator rand = getRan(); + double r = rand.nextDouble(); + return (long) ((r * upper) + ((1.0 - r) * lower) + r); + } + + /** + * {...@inheritdoc} + * <p> + * <strong>Algorithm Description:</strong> hex strings are generated in + * 40-byte segments using a 3-step process. + * <ol> + * <li> + * 20 random bytes are generated using the underlying + * <code>SecureRandom</code>.</li> + * <li> + * SHA-1 hash is applied to yield a 20-byte binary digest.</li> + * <li> + * Each byte of the binary digest is converted to 2 hex digits.</li> + * </ol> + * </p> + * + * @param len + * the length of the generated string + * @return the random string + */ + public String nextSecureHexString(int len) { + if (len <= 0) { + throw new IllegalArgumentException("length must be positive"); + } + + // Get SecureRandom and setup Digest provider + SecureRandom secRan = getSecRan(); + MessageDigest alg = null; + try { + alg = MessageDigest.getInstance("SHA-1"); + } catch (NoSuchAlgorithmException ex) { + return null; // gulp FIXME? -- this *should* never fail. + } + alg.reset(); + + // Compute number of iterations required (40 bytes each) + int numIter = (len / 40) + 1; + + StringBuffer outBuffer = new StringBuffer(); + for (int iter = 1; iter < numIter + 1; iter++) { + byte[] randomBytes = new byte[40]; + secRan.nextBytes(randomBytes); + alg.update(randomBytes); + + // Compute hash -- will create 20-byte binary hash + byte hash[] = alg.digest(); + + // Loop over the hash, converting each byte to 2 hex digits + for (int i = 0; i < hash.length; i++) { + Integer c = Integer.valueOf(hash[i]); + + /* + * Add 128 to byte value to make interval 0-255 This guarantees + * <= 2 hex digits from toHexString() toHexString would + * otherwise add 2^32 to negative arguments + */ + String hex = Integer.toHexString(c.intValue() + 128); + + // Keep strings uniform length -- guarantees 40 bytes + if (hex.length() == 1) { + hex = "0" + hex; + } + outBuffer.append(hex); + } + } + return outBuffer.toString().substring(0, len); + } + + /** + * Generate a random int value uniformly distributed between + * <code>lower</code> and <code>upper</code>, inclusive. This algorithm uses + * a secure random number generator. + * + * @param lower + * the lower bound. + * @param upper + * the upper bound. + * @return the random integer. + */ + public int nextSecureInt(int lower, int upper) { + if (lower >= upper) { + throw new IllegalArgumentException( + "lower bound must be < upper bound"); + } + SecureRandom sec = getSecRan(); + return lower + (int) (sec.nextDouble() * (upper - lower + 1)); + } + + /** + * Generate a random long value uniformly distributed between + * <code>lower</code> and <code>upper</code>, inclusive. This algorithm uses + * a secure random number generator. + * + * @param lower + * the lower bound. + * @param upper + * the upper bound. + * @return the random integer. + */ + public long nextSecureLong(long lower, long upper) { + if (lower >= upper) { + throw new IllegalArgumentException( + "lower bound must be < upper bound"); + } + SecureRandom sec = getSecRan(); + return lower + (long) (sec.nextDouble() * (upper - lower + 1)); + } + + /** + * {...@inheritdoc} + * <p> + * <strong>Algorithm Description</strong>: For small means, uses simulation + * of a Poisson process using Uniform deviates, as described <a + * href="http://irmi.epfl.ch/cmos/Pmmi/interactive/rng7.htm"> here.</a> + * </p> + * <p> + * The Poisson process (and hence value returned) is bounded by 1000 * mean. + * </p> + * + * <p> + * For large means, uses a reject method as described in <a + * href="http://cg.scs.carleton.ca/~luc/rnbookindex.html">Non-Uniform Random + * Variate Generation</a> + * </p> + * + * <p> + * References: + * <ul> + * <li>Devroye, Luc. (1986). <i>Non-Uniform Random Variate Generation</i>. + * New York, NY. Springer-Verlag</li> + * </ul> + * </p> + * + * @param mean + * mean of the Poisson distribution. + * @return the random Poisson value. + */ + public long nextPoisson(double mean) { + if (mean <= 0) { + throw new IllegalArgumentException("Poisson mean must be > 0"); + } + + RandomGenerator rand = getRan(); + + double pivot = 6.0; + if (mean < pivot) { + double p = Math.exp(-mean); + long n = 0; + double r = 1.0d; + double rnd = 1.0d; + + while (n < 1000 * mean) { + rnd = rand.nextDouble(); + r = r * rnd; + if (r >= p) { + n++; + } else { + return n; + } + } + return n; + } else { + double mu = Math.floor(mean); + double delta = Math.floor(pivot + (mu - pivot) / 2.0); // integer + // between 6 + // and mean + double mu2delta = 2.0 * mu + delta; + double muDeltaHalf = mu + delta / 2.0; + double logMeanMu = Math.log(mean / mu); + + double muFactorialLog = MathUtils.factorialLog((int) mu); + + double c1 = Math.sqrt(Math.PI * mu / 2.0); + double c2 = c1 + + Math.sqrt(Math.PI * muDeltaHalf + / (2.0 * Math.exp(1.0 / mu2delta))); + double c3 = c2 + 2.0; + double c4 = c3 + Math.exp(1.0 / 78.0); + double c = c4 + 2.0 / delta * mu2delta + * Math.exp(-delta / mu2delta * (1.0 + delta / 2.0)); + + double y = 0.0; + double x = 0.0; + double w = Double.POSITIVE_INFINITY; + + boolean accept = false; + while (!accept) { + double u = nextUniform(0.0, c); + double e = nextExponential(mean); + + if (u <= c1) { + double z = nextGaussian(0.0, 1.0); + y = -Math.abs(z) * Math.sqrt(mu) - 1.0; + x = Math.floor(y); + w = -z * z / 2.0 - e - x * logMeanMu; + if (x < -mu) { + w = Double.POSITIVE_INFINITY; + } + } else if (c1 < u && u <= c2) { + double z = nextGaussian(0.0, 1.0); + y = 1.0 + Math.abs(z) * Math.sqrt(muDeltaHalf); + x = Math.ceil(y); + w = (-y * y + 2.0 * y) / mu2delta - e - x * logMeanMu; + if (x > delta) { + w = Double.POSITIVE_INFINITY; + } + } else if (c2 < u && u <= c3) { + x = 0.0; + w = -e; + } else if (c3 < u && u <= c4) { + x = 1.0; + w = -e - logMeanMu; + } else if (c4 < u) { + double v = nextExponential(mean); + y = delta + v * 2.0 / delta * mu2delta; + x = Math.ceil(y); + w = -delta / mu2delta * (1.0 + y / 2.0) - e - x * logMeanMu; + } + accept = (w <= x * Math.log(mu) + - MathUtils.factorialLog((int) (mu + x)) + / muFactorialLog); + } + // cast to long is acceptable because both x and mu are whole + // numbers. + return (long) (x + mu); + } + } + + /** + * Generate a random value from a Normal (a.k.a. Gaussian) distribution with + * the given mean, <code>mu</code> and the given standard deviation, + * <code>sigma</code>. + * + * @param mu + * the mean of the distribution + * @param sigma + * the standard deviation of the distribution + * @return the random Normal value + */ + public double nextGaussian(double mu, double sigma) { + if (sigma <= 0) { + throw new IllegalArgumentException("Gaussian std dev must be > 0"); + } + RandomGenerator rand = getRan(); + return sigma * rand.nextGaussian() + mu; + } + + /** + * Returns a random value from an Exponential distribution with the given + * mean. + * <p> + * <strong>Algorithm Description</strong>: Uses the <a + * href="http://www.jesus.ox.ac.uk/~clifford/a5/chap1/node5.html"> Inversion + * Method</a> to generate exponentially distributed random values from + * uniform deviates. + * </p> + * + * @param mean + * the mean of the distribution + * @return the random Exponential value + */ + public double nextExponential(double mean) { + if (mean < 0.0) { + throw new IllegalArgumentException("Exponential mean must be >= 0"); + } + RandomGenerator rand = getRan(); + double unif = rand.nextDouble(); + while (unif == 0.0d) { + unif = rand.nextDouble(); + } + return -mean * Math.log(unif); + } + + /** + * {...@inheritdoc} + * <p> + * <strong>Algorithm Description</strong>: scales the output of + * Random.nextDouble(), but rejects 0 values (i.e., will generate another + * random double if Random.nextDouble() returns 0). This is necessary to + * provide a symmetric output interval (both endpoints excluded). + * </p> + * + * @param lower + * the lower bound. + * @param upper + * the upper bound. + * @return a uniformly distributed random value from the interval (lower, + * upper) + */ + public double nextUniform(double lower, double upper) { + if (lower >= upper) { + throw new IllegalArgumentException( + "lower bound must be < upper bound"); + } + RandomGenerator rand = getRan(); + + // ensure nextDouble() isn't 0.0 + double u = rand.nextDouble(); + while (u <= 0.0) { + u = rand.nextDouble(); + } + + return lower + u * (upper - lower); + } + + /** + * Returns the RandomGenerator used to generate non-secure random data. + * <p> + * Creates and initializes a default generator if null. + * </p> + * + * @return the Random used to generate random data + * @since 1.1 + */ + private RandomGenerator getRan() { + if (rand == null) { + rand = new JDKRandomGenerator(); + rand.setSeed(System.currentTimeMillis()); + } + return rand; + } + + /** + * Returns the SecureRandom used to generate secure random data. + * <p> + * Creates and initializes if null. + * </p> + * + * @return the SecureRandom used to generate secure random data + */ + private SecureRandom getSecRan() { + if (secRand == null) { + secRand = new SecureRandom(); + secRand.setSeed(System.currentTimeMillis()); + } + return secRand; + } + + /** + * Reseeds the random number generator with the supplied seed. + * <p> + * Will create and initialize if null. + * </p> + * + * @param seed + * the seed value to use + */ + public void reSeed(long seed) { + if (rand == null) { + rand = new JDKRandomGenerator(); + } + rand.setSeed(seed); + } + + /** + * Reseeds the secure random number generator with the current time in + * milliseconds. + * <p> + * Will create and initialize if null. + * </p> + */ + public void reSeedSecure() { + if (secRand == null) { + secRand = new SecureRandom(); + } + secRand.setSeed(System.currentTimeMillis()); + } + + /** + * Reseeds the secure random number generator with the supplied seed. + * <p> + * Will create and initialize if null. + * </p> + * + * @param seed + * the seed value to use + */ + public void reSeedSecure(long seed) { + if (secRand == null) { + secRand = new SecureRandom(); + } + secRand.setSeed(seed); + } + + /** + * Reseeds the random number generator with the current time in + * milliseconds. + */ + public void reSeed() { + if (rand == null) { + rand = new JDKRandomGenerator(); + } + rand.setSeed(System.currentTimeMillis()); + } + + /** + * Sets the PRNG algorithm for the underlying SecureRandom instance using + * the Security Provider API. The Security Provider API is defined in <a + * href = + * "http://java.sun.com/j2se/1.3/docs/guide/security/CryptoSpec.html#AppA"> + * Java Cryptography Architecture API Specification & Reference.</a> + * <p> + * <strong>USAGE NOTE:</strong> This method carries <i>significant</i> + * overhead and may take several seconds to execute. + * </p> + * + * @param algorithm + * the name of the PRNG algorithm + * @param provider + * the name of the provider + * @throws NoSuchAlgorithmException + * if the specified algorithm is not available + * @throws NoSuchProviderException + * if the specified provider is not installed + */ + public void setSecureAlgorithm(String algorithm, String provider) + throws NoSuchAlgorithmException, NoSuchProviderException { + secRand = SecureRandom.getInstance(algorithm, provider); + } + + /** + * Generates an integer array of length <code>k</code> whose entries are + * selected randomly, without repetition, from the integers + * <code>0 through n-1</code> (inclusive). + * <p> + * Generated arrays represent permutations of <code>n</code> taken + * <code>k</code> at a time. + * </p> + * <p> + * <strong>Preconditions:</strong> + * <ul> + * <li> <code>k <= n</code></li> + * <li> <code>n > 0</code></li> + * </ul> + * If the preconditions are not met, an IllegalArgumentException is thrown. + * </p> + * <p> + * Uses a 2-cycle permutation shuffle. The shuffling process is described <a + * href="http://www.maths.abdn.ac.uk/~igc/tch/mx4002/notes/node83.html"> + * here</a>. + * </p> + * + * @param n + * domain of the permutation (must be positive) + * @param k + * size of the permutation (must satisfy 0 < k <= n). + * @return the random permutation as an int array + */ + public int[] nextPermutation(int n, int k) { + if (k > n) { + throw new IllegalArgumentException("permutation k exceeds n"); + } + if (k == 0) { + throw new IllegalArgumentException("permutation k must be > 0"); + } + + int[] index = getNatural(n); + shuffle(index, n - k); + int[] result = new int[k]; + for (int i = 0; i < k; i++) { + result[i] = index[n - i - 1]; + } + + return result; + } + + /** + * Uses a 2-cycle permutation shuffle to generate a random permutation. + * <strong>Algorithm Description</strong>: Uses a 2-cycle permutation + * shuffle to generate a random permutation of <code>c.size()</code> and + * then returns the elements whose indexes correspond to the elements of the + * generated permutation. This technique is described, and proven to + * generate random samples, <a + * href="http://www.maths.abdn.ac.uk/~igc/tch/mx4002/notes/node83.html"> + * here</a> + * + * @param c + * Collection to sample from. + * @param k + * sample size. + * @return the random sample. + */ + public Object[] nextSample(Collection<?> c, int k) { + int len = c.size(); + if (k > len) { + throw new IllegalArgumentException( + "sample size exceeds collection size"); + } + if (k == 0) { + throw new IllegalArgumentException("sample size must be > 0"); + } + + Object[] objects = c.toArray(); + int[] index = nextPermutation(len, k); + Object[] result = new Object[k]; + for (int i = 0; i < k; i++) { + result[i] = objects[index[i]]; + } + return result; + } + + // ------------------------Private methods---------------------------------- + + /** + * Uses a 2-cycle permutation shuffle to randomly re-order the last elements + * of list. + * + * @param list + * list to be shuffled + * @param end + * element past which shuffling begins + */ + private void shuffle(int[] list, int end) { + int target = 0; + for (int i = list.length - 1; i >= end; i--) { + if (i == 0) { + target = 0; + } else { + target = nextInt(0, i); + } + int temp = list[target]; + list[target] = list[i]; + list[i] = temp; + } + } + + /** + * Returns an array representing n. + * + * @param n + * the natural number to represent + * @return array with entries = elements of n + */ + private int[] getNatural(int n) { + int[] natural = new int[n]; + for (int i = 0; i < n; i++) { + natural[i] = i; + } + return natural; + } }