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

From: Daniel James (daniel_james_at_[hidden])
Date: 2006-03-18 10:28:17

Matthias Troyer wrote:
> It is actually very important that uniform_real creates numbers in a  
> half-open interval, and all random number libraries are actually  
> implemented that way. To give just one example, the exponential  
> distribution need to evaluate an expression like
> 
> std::log(1.-u)
> 
> where u is a uniform random number in the interval [0,1.). If instead  
> u were from the interval [0,1], it could take on the value 1.,  
> leading to a zero argument to the log, and thus a problem. The half- 
> open interval is thus the right thing to do.

Sorry, I was mistaken about this. I thought that the output of mt19937 
was being fed directly into uniform_real, but what actually happens is 
that boost::variate_generator detects this situation and first uses 
boost::uniform_01 to correctly convert the distribution into a half-open 
one. This also explains a lot of the other things which were puzzling me.

Daniel