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

From: John Maddock (john_at_[hidden])
Date: 2006-03-18 05:41:24

> 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.

Good idea.

> 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?

No, but.... I've had a private mail from Jens to indicate that this is by 
design, or at least it's a QOI issue not a bug.  In the current Boost 
implementation if you use a generator that produces int's, then you only get 
sizeof(int)*CHAR_BIT random bits in the result (which may or may not get 
distributed throughout the double).  One solution seems to be to pack a 
couple of random int's into one double, but it's a hack I'd rather not get 
into just now.

I'll try again with a lagged_fibonacci and see how it looks...

Thanks all,

John.