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Java Forum / General / February 2008seeding random numbers
Hi.. I'm programming a Monte Carlo problem where i need to show that my results are reproducible - that is I need to prove this by running by program with seeded random numbers. The program is build up of a main method and a lot of other sub- routines. How can I create a random number generator, from which I can get my seeded random numbers. It shall be possible to get one random number at a time a lot times (some millions), and I need to call the random number generator from any of the subroutines and get the same sequence of numbers no matter from which routines i call them (also shifting between the sub-routines for example 5 calls from routine 1 followed by 5 from the main routine should give the same numbers as if I called the generator 4 times from the main routine followed by 5 times from routine number 10 followed by one call from the main routine again) I hope the description can be understood - it is a bit difficult to explain.. Can anybody help me to solve this? /Peter > Hi.. > [quoted text clipped - 13 lines] > times from routine number 10 followed by one call from the main > routine again) Create as many different java.util.Random objects as you need, using the same seed value for each: long seed = 123456789; // or whatever Random rmain = new Random(seed); Random rsub1 = new Random(seed); ... Devote one Random object to each "subroutine" or group of related subroutines, so each "subroutine" obtains values only from its own Random object. ... but I may have misunderstood just what you mean by "the same sequence." If it seems I have, please try to explain it more clearly.  SignatureEric.Sosman@sun.com > > Hi.. > [quoted text clipped - 32 lines] > -- > Eric.Sos...@sun.com I think you have misunderstood it (because of the bad explanation).. Generally I need ONE sequence (therefore I think I do only need one generator) of random numbers for example (which are seeded, so I get the same results every time I run the code) 0.21 0.23 0.1 0.9 0.5 0.7 I will when use the first number (in this example 0.21) to decide which sub-routine should be run. This sub-routine (call this sub1) uses the next random number (0.23) and when "decides" to go to another sub-routine (sub2) which uses the random number (0.1)... If I seeded the random number generator another way I would for example get these numbers: 0.7 0.1 0.21 0.81 0.21 0.001 The first number (0.7) is now calling another subroutine(sub4) which uses the number 0.1 to decide to go back to the main method which uses the random number (0.21). This calls sub2 which uses 0.81.... That is no matter what the numbers are I will use them in them in the same order - which numbers are used in which method is "random". I hope this was a better explanation.. If not please tell me.. /Peter > Generally I need ONE sequence (therefore I think I do only need one > generator) of random numbers for example (which are seeded, so I get [quoted text clipped - 18 lines] > That is no matter what the numbers are I will use them in them in the > same order - which numbers are used in which method is "random". I'm sorry, but I still don't understand your difficulty. If you create two Random objects using the same seed value, and if you make the same sequence of method calls on each, they will deliver identical result streams. So if you run your program using a Random whose seed is 123456789, and then you run the program it a second time and again use the seed value 123456789, you will get the same pseudo-random values in both executions. SignatureEric.Sosman@sun.com (-Peter-) schrieb: >>> Hi.. >>> I'm programming a Monte Carlo problem where i need to show that my [quoted text clipped - 58 lines] > > /Peter It seems to me that it would fit for you to create a single Random object. Make it accessible to everywhere from the program. i.e. using static or create a singleton to hold it. Christian ... > Generally I need ONE sequence (therefore I think I do only need one > generator) of random numbers for example (which are seeded, so I get > the same results every time I run the code) In that case, construct a single instance of java.util.Random, specifying the seed on the constructor call, and use it throughout the program. Patricia > ... > [quoted text clipped - 7 lines] > > Patricia Patricia is right - a single instance across the program is the way to go. HOWEVER... The only downside to using java.util.Random is that it tends not to be "random" enough. So, if you're interested in a "more random" answer, check into the Mersenne Twister. (There's a good article on Wikipedia.) > > ... > [quoted text clipped - 15 lines] > check into the Mersenne Twister. (There's a good article on > Wikipedia.) Okay I will look at that.. How do I create this object? How would the object know which of the numbers it shall use? I can not get a idea to construct it.. please help med :) /Peter > > > ... > [quoted text clipped - 29 lines] > > - Vis tekst i anførselstegn - I forgot one thing: I got one idea: Creating some million numbers and saving it in a array.. but I think that would be waste of memory! /Peter > > > > ... > [quoted text clipped - 36 lines] > > /Peter That would definitely not be a good solution to this problem. (Besides, in a Monte Carlo simulation, it is quite possible that you could need more than a million numbers. What do you do then?) As Patricia said - making your class static would be the way to go. Of course, Roedy correctly points out that if you have a multi- threaded application, this solution is not guaranteed to work unless you can guarantee the order that the threads are grabbing the random numbers. >>> ... >>>> Generally I need ONE sequence (therefore I think I do only need one [quoted text clipped - 15 lines] > > How do I create this object? import java.util.Random; ... Random randomNumberSource = new Random(someSeed); [On the right hand side, you can substitute the constructor for any class that extends java.util.Random, if you prefer a better quality generator.] > How would the object know which of the numbers it shall use? See the java.util.Random API documentation. > I can not get a idea to construct it.. Just like any other Java object. I'm not sure I'm seeing the difficulty here. Patricia > >>> ... > >>>> Generally I need ONE sequence (therefore I think I do only need one [quoted text clipped - 38 lines] > > - Vis tekst i anførselstegn - I'll try to work on it again.. thank you for your help. > > > ... > [quoted text clipped - 27 lines] > > /Peter You create the object like any normal Java object. Blah var = new Blah(); You need to use the Mersenne Twister code (there is some found at Wikipedia) along with your own code. On Wed, 20 Feb 2008 17:23:49 -0800 (PST), Jason Cavett <jason.cavett@gmail.com> wrote, quoted or indirectly quoted someone who said : >The only downside to using java.util.Random is that it tends not to be >"random" enough. So, if you're interested in a "more random" answer, >check into the Mersenne Twister. (There's a good article on >Wikipedia.) there is also SecureRandom. See http://mindprod.com/jgloss/pseudorandom.html for links to both. -- Roedy Green Canadian Mind Products The Java Glossary http://mindprod.com >In that case, construct a single instance of java.util.Random, >specifying the seed on the constructor call, and use it throughout the >program. If you have threads this won't work. You would need one generator per thread to get reproducible results. One generator will suffice so long as you make calls on it in the same order each time for each sample you want on a single thread. -- Roedy Green Canadian Mind Products The Java Glossary http://mindprod.com On Wed, 20 Feb 2008 13:24:51 -0800 (PST), "(-Peter-)" <garfieldpbj@gmail.com> wrote, quoted or indirectly quoted someone who said : >I'm programming a Monte Carlo problem where i need to show that my >results are reproducible - that is I need to prove this by running by >program with seeded random numbers. see http://mindprod.com/jgloss/pseudorandom.html -- Roedy Green Canadian Mind Products The Java Glossary http://mindprod.com On 21 Feb., 03:00, Roedy Green <see_webs...@mindprod.com.invalid> wrote: > On Wed, 20 Feb 2008 13:24:51 -0800 (PST), "(-Peter-)" > <garfield...@gmail.com> wrote, quoted or indirectly quoted someone who [quoted text clipped - 9 lines] > Roedy Green Canadian Mind Products > The Java Glossaryhttp://mindprod.com thank you for the link - it looks interesting.. /peter On Thu, 21 Feb 2008 00:00:19 -0800 (PST), "(-Peter-)" <garfieldpbj@gmail.com> wrote, quoted or indirectly quoted someone who said : >> seehttp://mindprod.com/jgloss/pseudorandom.html why did the space after "see" disappear? I see this happening often. My original has an ordinary hex 20 space. -- Roedy Green Canadian Mind Products The Java Glossary http://mindprod.com > On Thu, 21 Feb 2008 00:00:19 -0800 (PST), "(-Peter-)" > <garfieldpbj@gmail.com> wrote, quoted or indirectly quoted someone who [quoted text clipped - 4 lines] > why did the space after "see" disappear? I see this happening often. > My original has an ordinary hex 20 space. The editor for Google Groups is as buggy as OS/360 Release 1. SignatureJohn W. Kennedy "The whole modern world has divided itself into Conservatives and Progressives. The business of Progressives is to go on making mistakes. The business of the Conservatives is to prevent the mistakes from being corrected." -- G. K. Chesterton Free MagazinesGet these publications absolutely FREE for up to 12 months. There are no hidden fees and no obligation. Simply choose a title, complete the application form and submit it. Read more ...
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