com.numericalmethod.suanshu.stats.random.univariate.normal

Class Ziggurat2000

java.lang.Object

com.numericalmethod.suanshu.stats.random.univariate.normal.Ziggurat2000

All Implemented Interfaces:

RandomStandardNormalNumberGenerator, RandomNumberGenerator, java.io.Serializable

public class Ziggurat2000
extends java.lang.Object
implements RandomStandardNormalNumberGenerator

The Ziggurat algorithm is an algorithm for pseudo-random number sampling from the Normal distribution. This is considerably faster than the two more commonly used methods to generate normally distributed random numbers, the Marsaglia polar method or the Box-Muller transform, which require at least a logarithm and a square root. Empirically, however, the Marsaglia polar method and the BoxMuller transform seem to have better distributional properties. There are implementation problems in the original uniform random number generator proposed in the paper. To improve the quality, we use MWC8222 for the uniform random number generation.

See Also:

• "George Marsaglia, Wai Wan Tsang, "The Ziggurat Method for Generating Random Variables," Journal of Statistical Software 5 (8), 2000"
• Wikipedia: Ziggurat algorithm
• a C implementation of the Ziggurat algorithm
• another C implementation of the Ziggurat algorithm
• Boaz Nadler. "Design Flaws in the Implementation of the Ziggurat and Monty Python methods (and some remarks on Matlab randn)," The Journal of Business. arXiv:math/0603058v1. 2 March 2006.

, Serialized Form

Constructor Summary

Constructors

Constructor and Description
Ziggurat2000()

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Get the next random double.
void	seed(long... seeds) Seed the random number generator to produce repeatable sequences.

Methods inherited from class java.lang.Object

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

Constructor Detail

Ziggurat2000

public Ziggurat2000()

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: RandomNumberGenerator

Seed the random number generator to produce repeatable sequences.

Specified by:

seed in interface RandomNumberGenerator

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number