Author: psteitz
Date: Sun Dec 11 21:33:37 2011
New Revision: 1213081
URL: http://svn.apache.org/viewvc?rev=1213081&view=rev
Log:
Modified setSeed methods in Bitstream generators (MersenneTwister and Well
generators) to clear the cache of normal deviates used by nextGaussian.
JIRA: MATH-723
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/AbstractWell.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/BitsStreamGenerator.java
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/MersenneTwister.java
commons/proper/math/trunk/src/site/xdoc/changes.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/BitsStreamGeneratorTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/RandomGeneratorAbstractTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/AbstractWell.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/AbstractWell.java?rev=1213081&r1=1213080&r2=1213081&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/AbstractWell.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/AbstractWell.java
Sun Dec 11 21:33:37 2011
@@ -151,7 +151,6 @@ public abstract class AbstractWell exten
*/
@Override
public void setSeed(final int[] seed) {
-
if (seed == null) {
setSeed(System.currentTimeMillis() +
System.identityHashCode(this));
return;
@@ -167,7 +166,7 @@ public abstract class AbstractWell exten
}
index = 0;
-
+ clear(); // Clear normal deviate cache
}
/** Reinitialize the generator as if just built with the given long seed.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/BitsStreamGenerator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/BitsStreamGenerator.java?rev=1213081&r1=1213080&r2=1213081&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/BitsStreamGenerator.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/BitsStreamGenerator.java
Sun Dec 11 21:33:37 2011
@@ -157,4 +157,12 @@ public abstract class BitsStreamGenerato
return high | low;
}
+ /**
+ * Clears the cache used by the default implementation of
+ * {@link #nextGaussian}.
+ */
+ public void clear() {
+ nextGaussian = Double.NaN;
+ }
+
}
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/MersenneTwister.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/MersenneTwister.java?rev=1213081&r1=1213080&r2=1213081&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/MersenneTwister.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/random/MersenneTwister.java
Sun Dec 11 21:33:37 2011
@@ -150,6 +150,8 @@ public class MersenneTwister extends Bit
longMT = (1812433253l * (longMT ^ (longMT >> 30)) + mti) &
0xffffffffL;
mt[mti]= (int) longMT;
}
+
+ clear(); // Clear normal deviate cache
}
/** Reinitialize the generator as if just built with the given int array
seed.
@@ -200,6 +202,8 @@ public class MersenneTwister extends Bit
mt[0] = 0x80000000; // MSB is 1; assuring non-zero initial array
+ clear(); // Clear normal deviate cache
+
}
/** Reinitialize the generator as if just built with the given long seed.
Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=1213081&r1=1213080&r2=1213081&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Sun Dec 11 21:33:37 2011
@@ -52,6 +52,10 @@ The <action> type attribute can be add,u
If the output is not quite correct, check for invisible trailing spaces!
-->
<release version="3.0" date="TBD" description="TBD">
+ <action dev="psteitz" type="fix" issue="MATH-723">
+ Modified setSeed methods in Bitstream generators (MersenneTwister and
Well
+ generators) to clear the cache of normal deviates used by nextGaussian.
+ </action>
<action dev="luc" type="fix" issue="MATH-716">
Fixed bracketing interval balancing in BracketingNthOrderBrentSolver.
</action>
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/BitsStreamGeneratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/BitsStreamGeneratorTest.java?rev=1213081&r1=1213080&r2=1213081&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/BitsStreamGeneratorTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/BitsStreamGeneratorTest.java
Sun Dec 11 21:33:37 2011
@@ -46,7 +46,8 @@ public class BitsStreamGeneratorTest ext
@Override
public void setSeed(int seed) {
- ran.setSeed(seed);
+ ran.setSeed(seed);
+ clear();
}
@Override
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/RandomGeneratorAbstractTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/RandomGeneratorAbstractTest.java?rev=1213081&r1=1213080&r2=1213081&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/RandomGeneratorAbstractTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/random/RandomGeneratorAbstractTest.java
Sun Dec 11 21:33:37 2011
@@ -335,5 +335,73 @@ public abstract class RandomGeneratorAbs
TestUtils.assertChiSquareAccept(expected, count, 0.001);
}
+
+ @Test
+ public void testSeeding() throws Exception {
+ // makeGenerator initializes with fixed seed
+ RandomGenerator gen = makeGenerator();
+ RandomGenerator gen1 = makeGenerator();
+ checkSameSequence(gen, gen1);
+ // reseed, but recreate the second one
+ // verifies MATH-723
+ gen.setSeed(100);
+ gen1 = makeGenerator();
+ gen1.setSeed(100);
+ checkSameSequence(gen, gen1);
+ }
+
+ private void checkSameSequence(RandomGenerator gen1, RandomGenerator gen2)
throws Exception {
+ final int len = 11; // Needs to be an odd number to check MATH-723
+ final double[][] values = new double[2][len];
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextDouble();
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextDouble();
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextFloat();
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextFloat();
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextInt();
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextInt();
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextLong();
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextLong();
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextInt(len);
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextInt(len);
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextBoolean() ? 1 : 0;
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextBoolean() ? 1 : 0;
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ for (int i = 0; i < len; i++) {
+ values[0][i] = gen1.nextGaussian();
+ }
+ for (int i = 0; i < len; i++) {
+ values[1][i] = gen2.nextGaussian();
+ }
+ Assert.assertTrue(Arrays.equals(values[0], values[1]));
+ }
}
