Re: [boost] uniform_real rather alarmingly non-random?

From: Daniel James (daniel_james_at_[hidden])
Date: 2006-03-18 04:56:05

John Maddock wrote:
> I seriously hope I'm doing something wrong here, but the last 20 bits in a 
> double returned from uniform_real appear to always be zero.  Is this by 
> design?  I really hope not!

This seems to be dependant on the type of generator you use. Try using 
lagged_fibonacci. The casting and dividing involved in uniform_real 
appears to loose a lot of accuracy, but lagged_fibonacci generates 
doubles between 0 and 1, so there's no cast and it's dividing by 1.

Interestingly, minstd_rand also seems to work better. Purely 
speculatively, I think this might be because of the ranges of values it 
generates - with mt19937 the random number is divided by 0xffffffff, 
while for minstd_rand it is divided by 0x7ffffffd. Although, I wouldn't 
be surprised if it performs badly by some other measure.

Come to think of it, uniform_real is meant to be generating a half-open 
range - so maybe it should be diving by (max() - min() + 1) for 
integers. Looking at the concept documentation: 'For integer generators 
(i.e. integer T), the generated values x fulfill min() <= x <= max(), 
for non-integer generators (i.e. non-integer T), the generated values x 
fulfill min() <= x < max().'

Or are you only meant to use floaing point generators when generating a 
floating point distribution?

Daniel