d6r2f.java

针对金融方面的pso算法

import java.util.Random;
public class d6r2F
{                      
	int ran1_idum;
	static double r[] = new double[98];
    static int ix1, ix2, ix3;
    double ran1(int idum)
	{
        double rm1, rm2 ,t;
		int m1, m2, m3, ia1, ia2, ia3, ic1, ic2, ic3, j;
		boolean iff; iff=true;
        m1 = 259200; ia1 = 7141; ic1 = 54773; rm1 = 0.0000038580247;
        m2 = 134456; ia2 = 8121; ic2 = 28411; rm2 = 0.0000074373773;
        m3 = 243000; ia3 = 4561; ic3 = 51349;     
        if ((idum < 0) || (iff == false))
		{
            iff = true;
            ix1 = (ic1 - idum) % m1;
            ix1 = (ia1 * ix1 + ic1) % m1;
            ix2 = ix1 % m2;
            ix1 = (ia1 * ix1 + ic1) % m1;
            ix3 = ix1 % m3;
            for (j = 1; j <= 97; j++)
			{
                ix1 = (ia1 * ix1 + ic1)% m1;
                ix2 = (ia2 * ix2 + ic2)% m2;
                r[j] = ((double)ix1 + (double)ix2 * rm2) * rm1;
            }
            idum = 1;
		}
        ix1 = (ia1 * ix1 + ic1) % m1;
        ix2 = (ia2 * ix2 + ic2) % m2;
        ix3 = (ia3 * ix3 + ic3) % m3;
        j = 1 + (int)((97 * ix3) / m3);
        if ((j > 97) || (j < 1)) 
        {
            System.out.println( "abnormal exit");
            System.exit(1);
        }
        t = r[j];
        r[j] = ((double)ix1 + (double)ix2 * rm2) * rm1;
        ran1_idum = idum;
        return t;
	}

	double fnc(double x1, double x2, double x3, double x4)
	{
		double temp;
        temp = Math.sqrt(x1 * x1 + x2 * x2 + x3 * x3 + x4 * x4);
		return temp;
	}
}