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Java Source Code / Java Documentation » Science » Apache commons math 1.1 » org.apache.commons.math.random 
Source Cross Referenced  Class Diagram Java Document (Java Doc) 


001:        /*
002:         * Copyright 2003-2004 The Apache Software Foundation.
003:         *
004:         * Licensed under the Apache License, Version 2.0 (the "License");
005:         * you may not use this file except in compliance with the License.
006:         * You may obtain a copy of the License at
007:         *
008:         *      http://www.apache.org/licenses/LICENSE-2.0
009:         *
010:         * Unless required by applicable law or agreed to in writing, software
011:         * distributed under the License is distributed on an "AS IS" BASIS,
012:         * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
013:         * See the License for the specific language governing permissions and
014:         * limitations under the License.
015:         */
016:
017:        package org.apache.commons.math.random;
018:
019:        import java.io.Serializable;
020:        import java.security.MessageDigest;
021:        import java.security.SecureRandom;
022:        import java.security.NoSuchAlgorithmException;
023:        import java.security.NoSuchProviderException;
024:        import java.util.Collection;
025:
026:        /**
027:         * Implements the {@link RandomData} interface using a {@link RandomGenerator}
028:         * instance to generate non-secure data and a 
029:         * {@link java.security.SecureRandom} instance to provide data for the
030:         * <code>nextSecureXxx</code> methods.  If no <code>RandomGenerator</code>
031:         * is provided in the constructor, the default is to use a generator based on
032:         * {@link java.util.Random}.   To plug in a different implementation, 
033:         * either implement <code>RandomGenerator</code> directly or extend
034:         * {@link AbstractRandomGenerator}.
035:         * <p>
036:         * Supports reseeding the underlying pseudo-random number generator (PRNG). 
037:         * The <code>SecurityProvider</code> and <code>Algorithm</code>
038:         * used by the <code>SecureRandom</code> instance can also be reset.
039:         * <p>
040:         * For details on the default PRNGs, see {@link java.util.Random} and
041:         * {@link java.security.SecureRandom}. 
042:         * <p>
043:         * <strong>Usage Notes</strong>: <ul>
044:         * <li>
045:         * Instance variables are used to maintain <code>RandomGenerator</code> and
046:         * <code>SecureRandom</code> instances used in data generation. Therefore,
047:         * to generate a random sequence of values or strings, you should use just
048:         * <strong>one</strong> <code>RandomDataImpl</code> instance repeatedly.</li>
049:         * <li>
050:         * The "secure" methods are *much* slower.  These should be used only when a
051:         * cryptographically secure random sequence is required.  A secure random
052:         * sequence is a sequence of pseudo-random values which, in addition to being
053:         * well-dispersed (so no subsequence of values is an any more likely than other
054:         * subsequence of the the same length), also has the additional property that
055:         * knowledge of values generated up to any point in the sequence does not make
056:         * it any easier to predict subsequent values.</li>
057:         * <li>
058:         * When a new <code>RandomDataImpl</code> is created, the underlying random
059:         * number generators are <strong>not</strong> intialized.  If you do not
060:         * explicitly seed the default non-secure generator, it is seeded with the current time
061:         * in milliseconds on first use.  The same holds for the secure generator.  
062:         * If you provide a <code>RandomGenerator</code> to the constructor, however,
063:         * this generator is not reseeded by the constructor nor is it reseeded on
064:         * first use. </li>
065:         * <li>
066:         * The <code>reSeed</code> and <code>reSeedSecure</code> methods delegate
067:         * to the corresponding methods on the underlying <code>RandomGenerator</code>
068:         * and<code>SecureRandom</code> instances.  Therefore, 
069:         * <code>reSeed(long)</code> fully resets the initial state of the non-secure
070:         * random number generator (so that reseeding with a specific value always
071:         * results in the same subsequent random sequence); whereas reSeedSecure(long)
072:         * does <strong>not</strong> reinitialize the secure random number generator
073:         * (so secure sequences started with calls to reseedSecure(long) won't be
074:         * identical).</li>
075:         * <li>
076:         * This implementation is not synchronized.
077:         * </ul>
078:         *
079:         * @version $Revision: 348519 $ $Date: 2005-11-23 12:12:18 -0700 (Wed, 23 Nov 2005) $
080:         */
081:        public class RandomDataImpl implements  RandomData, Serializable {
082:
083:            /** Serializable version identifier */
084:            private static final long serialVersionUID = -626730818244969716L;
085:
086:            /** underlying random number generator */
087:            private RandomGenerator rand = null;
088:
089:            /** underlying secure random number generator */
090:            private SecureRandom secRand = null;
091:
092:            /**
093:             * Construct a RandomDataImpl.
094:             */
095:            public RandomDataImpl() {
096:            }
097:
098:            /**
099:             * Construct a RandomDataImpl using the supplied {@link RandomGenerator}
100:             * as the source of (non-secure) random data.
101:             * 
102:             * @param rand  the source of (non-secure) random data
103:             * @since 1.1
104:             */
105:            public RandomDataImpl(RandomGenerator rand) {
106:                super ();
107:                this .rand = rand;
108:            }
109:
110:            /**
111:             * <strong>Algorithm Description:</strong> hex strings are generated
112:             * using a 2-step process. <ol>
113:             * <li>
114:             * len/2+1 binary bytes are generated using the underlying Random</li>
115:             * <li>
116:             * Each binary byte is translated into 2 hex digits</li></ol>
117:             * @param len the desired string length.
118:             * @return the random string.
119:             */
120:            public String nextHexString(int len) {
121:                if (len <= 0) {
122:                    throw new IllegalArgumentException(
123:                            "length must be positive");
124:                }
125:
126:                //Get a random number generator
127:                RandomGenerator ran = getRan();
128:
129:                //Initialize output buffer
130:                StringBuffer outBuffer = new StringBuffer();
131:
132:                //Get int(len/2)+1 random bytes
133:                byte[] randomBytes = new byte[(len / 2) + 1];
134:                ran.nextBytes(randomBytes);
135:
136:                //Convert each byte to 2 hex digits
137:                for (int i = 0; i < randomBytes.length; i++) {
138:                    Integer c = new Integer(randomBytes[i]);
139:
140:                    /* Add 128 to byte value to make interval 0-255 before
141:                     * doing hex conversion.
142:                     * This guarantees <= 2 hex digits from toHexString()
143:                     * toHexString would otherwise add 2^32 to negative arguments.
144:                     */
145:                    String hex = Integer.toHexString(c.intValue() + 128);
146:
147:                    // Make sure we add 2 hex digits for each byte
148:                    if (hex.length() == 1) {
149:                        hex = "0" + hex;
150:                    }
151:                    outBuffer.append(hex);
152:                }
153:                return outBuffer.toString().substring(0, len);
154:            }
155:
156:            /**
157:             * Generate a random int value uniformly distributed between
158:             * <code>lower</code> and <code>upper</code>, inclusive.
159:             * 
160:             * @param lower the lower bound.
161:             * @param upper the upper bound.
162:             * @return the random integer.
163:             */
164:            public int nextInt(int lower, int upper) {
165:                if (lower >= upper) {
166:                    throw new IllegalArgumentException(
167:                            "upper bound must be > lower bound");
168:                }
169:                RandomGenerator rand = getRan();
170:                return lower + (int) (rand.nextDouble() * (upper - lower + 1));
171:            }
172:
173:            /**
174:             * Generate a random long value uniformly distributed between
175:             * <code>lower</code> and <code>upper</code>, inclusive.
176:             * 
177:             * @param lower the lower bound.
178:             * @param upper the upper bound.
179:             * @return the random integer.
180:             */
181:            public long nextLong(long lower, long upper) {
182:                if (lower >= upper) {
183:                    throw new IllegalArgumentException(
184:                            "upper bound must be > lower bound");
185:                }
186:                RandomGenerator rand = getRan();
187:                return lower + (long) (rand.nextDouble() * (upper - lower + 1));
188:            }
189:
190:            /**
191:             * <strong>Algorithm Description:</strong> hex strings are generated in
192:             * 40-byte segments using a 3-step process. <ol>
193:             * <li>
194:             * 20 random bytes are generated using the underlying
195:             * <code>SecureRandom</code>.</li>
196:             * <li>
197:             * SHA-1 hash is applied to yield a 20-byte binary digest.</li>
198:             * <li>
199:             * Each byte of the binary digest is converted to 2 hex digits.</li></ol>
200:             *
201:             * @param len the length of the generated string
202:             * @return the random string
203:             */
204:            public String nextSecureHexString(int len) {
205:                if (len <= 0) {
206:                    throw new IllegalArgumentException(
207:                            "length must be positive");
208:                }
209:
210:                // Get SecureRandom and setup Digest provider
211:                SecureRandom secRan = getSecRan();
212:                MessageDigest alg = null;
213:                try {
214:                    alg = MessageDigest.getInstance("SHA-1");
215:                } catch (NoSuchAlgorithmException ex) {
216:                    return null; // gulp FIXME? -- this *should* never fail.
217:                }
218:                alg.reset();
219:
220:                //Compute number of iterations required (40 bytes each)
221:                int numIter = (len / 40) + 1;
222:
223:                StringBuffer outBuffer = new StringBuffer();
224:                for (int iter = 1; iter < numIter + 1; iter++) {
225:                    byte[] randomBytes = new byte[40];
226:                    secRan.nextBytes(randomBytes);
227:                    alg.update(randomBytes);
228:
229:                    //Compute hash -- will create 20-byte binary hash
230:                    byte hash[] = alg.digest();
231:
232:                    //Loop over the hash, converting each byte to 2 hex digits
233:                    for (int i = 0; i < hash.length; i++) {
234:                        Integer c = new Integer(hash[i]);
235:
236:                        /* Add 128 to byte value to make interval 0-255
237:                         * This guarantees <= 2 hex digits from toHexString()
238:                         * toHexString would otherwise add 2^32 to negative
239:                         * arguments
240:                         */
241:                        String hex = Integer.toHexString(c.intValue() + 128);
242:
243:                        //Keep strings uniform length -- guarantees 40 bytes
244:                        if (hex.length() == 1) {
245:                            hex = "0" + hex;
246:                        }
247:                        outBuffer.append(hex);
248:                    }
249:                }
250:                return outBuffer.toString().substring(0, len);
251:            }
252:
253:            /**
254:             * Generate a random int value uniformly distributed between
255:             * <code>lower</code> and <code>upper</code>, inclusive.  This algorithm
256:             * uses a secure random number generator.
257:             * 
258:             * @param lower the lower bound.
259:             * @param upper the upper bound.
260:             * @return the random integer.
261:             */
262:            public int nextSecureInt(int lower, int upper) {
263:                if (lower >= upper) {
264:                    throw new IllegalArgumentException(
265:                            "lower bound must be < upper bound");
266:                }
267:                SecureRandom sec = getSecRan();
268:                return lower + (int) (sec.nextDouble() * (upper - lower + 1));
269:            }
270:
271:            /**
272:             * Generate a random long value uniformly distributed between
273:             * <code>lower</code> and <code>upper</code>, inclusive.  This algorithm
274:             * uses a secure random number generator.
275:             * 
276:             * @param lower the lower bound.
277:             * @param upper the upper bound.
278:             * @return the random integer.
279:             */
280:            public long nextSecureLong(long lower, long upper) {
281:                if (lower >= upper) {
282:                    throw new IllegalArgumentException(
283:                            "lower bound must be < upper bound");
284:                }
285:                SecureRandom sec = getSecRan();
286:                return lower + (long) (sec.nextDouble() * (upper - lower + 1));
287:            }
288:
289:            /**
290:             * Generates a random long value from the Poisson distribution with the
291:             * given mean.
292:             * <p>
293:             * <strong>Algorithm Description</strong>:
294:             * Uses simulation of a Poisson process using Uniform deviates, as
295:             * described
296:             * <a href="http://irmi.epfl.ch/cmos/Pmmi/interactive/rng7.htm">
297:             * here.</a>
298:             * <p>
299:             * The Poisson process (and hence value returned) is bounded by 
300:             * 1000 * mean.
301:             * 
302:             * @param mean mean of the Poisson distribution.
303:             * @return the random Poisson value.
304:             */
305:            public long nextPoisson(double mean) {
306:                if (mean <= 0) {
307:                    throw new IllegalArgumentException(
308:                            "Poisson mean must be > 0");
309:                }
310:                double p = Math.exp(-mean);
311:                long n = 0;
312:                double r = 1.0d;
313:                double rnd = 1.0d;
314:                RandomGenerator rand = getRan();
315:                while (n < 1000 * mean) {
316:                    rnd = rand.nextDouble();
317:                    r = r * rnd;
318:                    if (r >= p) {
319:                        n++;
320:                    } else {
321:                        return n;
322:                    }
323:                }
324:                return n;
325:            }
326:
327:            /**
328:             * Generate a random value from a Normal (a.k.a. Gaussian) distribution
329:             * with the given mean, <code>mu</code> and the given standard deviation,
330:             * <code>sigma</code>.
331:             * 
332:             * @param mu the mean of the distribution
333:             * @param sigma the standard deviation of the distribution
334:             * @return the random Normal value
335:             */
336:            public double nextGaussian(double mu, double sigma) {
337:                if (sigma <= 0) {
338:                    throw new IllegalArgumentException(
339:                            "Gaussian std dev must be > 0");
340:                }
341:                RandomGenerator rand = getRan();
342:                return sigma * rand.nextGaussian() + mu;
343:            }
344:
345:            /**
346:             * Returns a random value from an Exponential distribution with the given
347:             * mean.
348:             * <p>
349:             * <strong>Algorithm Description</strong>:  Uses the
350:             * <a href="http://www.jesus.ox.ac.uk/~clifford/a5/chap1/node5.html">
351:             * Inversion Method</a> to generate exponentially distributed random values
352:             * from uniform deviates.
353:             * 
354:             * @param mean the mean of the distribution
355:             * @return the random Exponential value
356:             */
357:            public double nextExponential(double mean) {
358:                if (mean < 0.0) {
359:                    throw new IllegalArgumentException(
360:                            "Exponential mean must be >= 0");
361:                }
362:                RandomGenerator rand = getRan();
363:                double unif = rand.nextDouble();
364:                while (unif == 0.0d) {
365:                    unif = rand.nextDouble();
366:                }
367:                return -mean * Math.log(unif);
368:            }
369:
370:            /**
371:             * <strong>Algorithm Description</strong>: scales the output of
372:             * Random.nextDouble(), but rejects 0 values (i.e., will generate another
373:             * random double if Random.nextDouble() returns 0).
374:             * This is necessary to provide a symmetric output interval
375:             * (both endpoints excluded).
376:             * 
377:             * @param lower the lower bound.
378:             * @param upper the upper bound.
379:             * @return a uniformly distributed random value from the interval (lower, upper)
380:             */
381:            public double nextUniform(double lower, double upper) {
382:                if (lower >= upper) {
383:                    throw new IllegalArgumentException(
384:                            "lower bound must be <= upper bound");
385:                }
386:                RandomGenerator rand = getRan();
387:
388:                // ensure nextDouble() isn't 0.0
389:                double u = rand.nextDouble();
390:                while (u <= 0.0) {
391:                    u = rand.nextDouble();
392:                }
393:
394:                return lower + u * (upper - lower);
395:            }
396:
397:            /**
398:             * Returns the RandomGenerator used to generate non-secure
399:             * random data.
400:             * <p>
401:             * Creates and initializes a default generator if null.
402:             *
403:             * @return the Random used to generate random data
404:             * @since 1.1
405:             */
406:            private RandomGenerator getRan() {
407:                if (rand == null) {
408:                    rand = new JDKRandomGenerator();
409:                    rand.setSeed(System.currentTimeMillis());
410:                }
411:                return rand;
412:            }
413:
414:            /**
415:             * Returns the SecureRandom used to generate secure random data.
416:             * <p>
417:             * Creates and initializes if null.
418:             *
419:             * @return the SecureRandom used to generate secure random data
420:             */
421:            private SecureRandom getSecRan() {
422:                if (secRand == null) {
423:                    secRand = new SecureRandom();
424:                    secRand.setSeed(System.currentTimeMillis());
425:                }
426:                return secRand;
427:            }
428:
429:            /**
430:             * Reseeds the random number generator with the supplied seed.
431:             * <p>
432:             * Will create and initialize if null.
433:             *
434:             * @param seed the seed value to use
435:             */
436:            public void reSeed(long seed) {
437:                if (rand == null) {
438:                    rand = new JDKRandomGenerator();
439:                }
440:                rand.setSeed(seed);
441:            }
442:
443:            /**
444:             * Reseeds the secure random number generator with the current time
445:             * in milliseconds.
446:             * <p>
447:             * Will create and initialize if null.
448:             */
449:            public void reSeedSecure() {
450:                if (secRand == null) {
451:                    secRand = new SecureRandom();
452:                }
453:                secRand.setSeed(System.currentTimeMillis());
454:            }
455:
456:            /**
457:             * Reseeds the secure random number generator with the supplied seed.
458:             * <p>
459:             * Will create and initialize if null.
460:             *
461:             * @param seed the seed value to use
462:             */
463:            public void reSeedSecure(long seed) {
464:                if (secRand == null) {
465:                    secRand = new SecureRandom();
466:                }
467:                secRand.setSeed(seed);
468:            }
469:
470:            /**
471:             * Reseeds the random number generator with the current time
472:             * in milliseconds.
473:             */
474:            public void reSeed() {
475:                if (rand == null) {
476:                    rand = new JDKRandomGenerator();
477:                }
478:                rand.setSeed(System.currentTimeMillis());
479:            }
480:
481:            /**
482:             * Sets the PRNG algorithm for the underlying SecureRandom instance
483:             * using the Security Provider API.  The Security Provider API is defined in
484:             * <a href="http://java.sun.com/j2se/1.3/docs/guide/security/CryptoSpec.html#AppA">
485:             * Java Cryptography Architecture API Specification & Reference.</a>
486:             * <p>
487:             * <strong>USAGE NOTE:</strong> This method carries <i>significant</i>
488:             * overhead and may take several seconds to execute.
489:             * </p>
490:             *
491:             * @param algorithm the name of the PRNG algorithm
492:             * @param provider the name of the provider
493:             * @throws NoSuchAlgorithmException if the specified algorithm
494:             * is not available
495:             * @throws NoSuchProviderException if the specified provider
496:             * is not installed
497:             */
498:            public void setSecureAlgorithm(String algorithm, String provider)
499:                    throws NoSuchAlgorithmException, NoSuchProviderException {
500:                secRand = SecureRandom.getInstance(algorithm, provider);
501:            }
502:
503:            /**
504:             * Uses a 2-cycle permutation shuffle to generate a random permutation.
505:             * The shuffling process is described
506:             * <a href="http://www.maths.abdn.ac.uk/~igc/tch/mx4002/notes/node83.html">
507:             * here</a>.
508:             * @param n the population size.
509:             * @param k the number to choose.
510:             * @return the random permutation.
511:             */
512:            public int[] nextPermutation(int n, int k) {
513:                if (k > n) {
514:                    throw new IllegalArgumentException(
515:                            "permutation k exceeds n");
516:                }
517:                if (k == 0) {
518:                    throw new IllegalArgumentException(
519:                            "permutation k must be > 0");
520:                }
521:
522:                int[] index = getNatural(n);
523:                shuffle(index, n - k);
524:                int[] result = new int[k];
525:                for (int i = 0; i < k; i++) {
526:                    result[i] = index[n - i - 1];
527:                }
528:
529:                return result;
530:            }
531:
532:            /**
533:             * Uses a 2-cycle permutation shuffle to generate a random permutation.
534:             * <strong>Algorithm Description</strong>: Uses a 2-cycle permutation
535:             * shuffle to generate a random permutation of <code>c.size()</code> and
536:             * then returns the elements whose indexes correspond to the elements of
537:             * the generated permutation.
538:             * This technique is described, and proven to generate random samples,
539:             * <a href="http://www.maths.abdn.ac.uk/~igc/tch/mx4002/notes/node83.html">
540:             * here</a>
541:             * @param c Collection to sample from.
542:             * @param k sample size.
543:             * @return the random sample.
544:             */
545:            public Object[] nextSample(Collection c, int k) {
546:                int len = c.size();
547:                if (k > len) {
548:                    throw new IllegalArgumentException(
549:                            "sample size exceeds collection size");
550:                }
551:                if (k == 0) {
552:                    throw new IllegalArgumentException(
553:                            "sample size must be > 0");
554:                }
555:
556:                Object[] objects = c.toArray();
557:                int[] index = nextPermutation(len, k);
558:                Object[] result = new Object[k];
559:                for (int i = 0; i < k; i++) {
560:                    result[i] = objects[index[i]];
561:                }
562:                return result;
563:            }
564:
565:            //------------------------Private methods----------------------------------
566:
567:            /**
568:             * Uses a 2-cycle permutation shuffle to randomly re-order the last elements
569:             * of list.
570:             *
571:             * @param list list to be shuffled
572:             * @param end element past which shuffling begins
573:             */
574:            private void shuffle(int[] list, int end) {
575:                int target = 0;
576:                for (int i = list.length - 1; i >= end; i--) {
577:                    if (i == 0) {
578:                        target = 0;
579:                    } else {
580:                        target = nextInt(0, i);
581:                    }
582:                    int temp = list[target];
583:                    list[target] = list[i];
584:                    list[i] = temp;
585:                }
586:            }
587:
588:            /**
589:             * Returns an array representing n.
590:             *
591:             * @param n the natural number to represent
592:             * @return array with entries = elements of n
593:             */
594:            private int[] getNatural(int n) {
595:                int[] natural = new int[n];
596:                for (int i = 0; i < n; i++) {
597:                    natural[i] = i;
598:                }
599:                return natural;
600:            }
601:        }
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