Mersenne twister random number generator in Java for Monte Carlo Sim.

Question

I am using the Mersenne twister random number generator in Java for a Monte Carlo Simulation. I need a uniform distribution of values between -1 and 1. My code is below (I am importing org.apache.commons.math.random.MersenneTwister, which is a Apache Commons library that contains the methods I am calling).

for(int i = 0; i<= NumberOfTrials-1; i++ ) {  
    MersenneTwister mtsign = new MersenneTwister();  
    boolean sign = mtsign.nextBoolean();            // random true or false  
    MersenneTwister mt = new MersenneTwister();  
    if (sign=true){  
        random[i] = mt.nextDouble(); }  //i.e. (random number between 0 and 1)  
    else if (sign=false){  
        random[i] = - mt.nextDouble(); }   // i.e. random number beween -1 and 0   
}

Each index of the resulting array, random[], contains the same value for some reason (and all are positive as boolean keeps returning true). Any thoughts/advice is greatly appreciated.

Answer 1

The problem is that you are creating a new random number generator for each iteration. Move new MersenneTwister() out of the loop:

MersenneTwister mtsign = new MersenneTwister();
MersenneTwister mt = new MersenneTwister();
for(int i = 0; i<= NumberOfTrials-1; i++ ) {
  // use mtsign and mt here
  ...
}

Furthermore, you don't need two generators, you can just rescale:

MersenneTwister mt = new MersenneTwister();  
for(int i = 0; i<= NumberOfTrials-1; i++ ) {  
   random[i] = mt.nextDouble() * 2 - 1;
}

Lastly, in your code, you may need to push the generator even further up the call tree to avoid generating the same sequence repeatedly.