Re: [boost] [random] Quantization effects in generating floating point values

Subject: Re: [boost] [random] Quantization effects in generating floating point values
From: John Maddock (jz.maddock_at_[hidden])
Date: 2015-03-05 13:01:27

> <aside>
> You're using the old interface to uniform_01 here,
> which is deprecated because it is inconsistent
> with the rest of the distributions.
> </aside>

Understood.  However there's nothing in the docs to say it's deprecated.

In any case I could have picked any real-valued distribution for the 
example.
>> Now my concern is that we're taking a 32-bit random integer and
>> "stretching" it to a floating point type with rather more bits (53 for a
>> double, maybe 113 for a long double, even more in the multi-precision
>> world).  So quantization effects will mean that there are many values
>> which can never be generated.
>>
>> It's true that I could use independent_bits_engine to gang together
>> multiple random values and then pass that to uniform_01, however that
>> supposes we have an unsigned integer type available with enough bits.
>> cpp_int from boost.multiprecision would do it, and this does work, but
>> the conversions involved aren't particularly cheap.  It occurs to me
>> that an equivalent to independent_bit_engine but for floating point
>> types could be much more efficient - especially in the binary floating
>> point case.
>>
> It's called generate_canonical.
Ah, good.

However, I don't see it in the docs anywhere?

Ah... it's not listed in the docs Jamfile so it's not built in.  My 
guess is that no one else has noticed it either?
>> So I guess my questions are:
>>
>> Am I worrying unnecessarily?  and
> I don't think so.  I haven't worried about
> it much because, as Thijs points out, using
> a 64-bit engine works well enough for
> float and double, which accounts for
> most use cases.  For multiprecision, it
> could be an issue.
>
>> What is best practice in this area anyway?
>>
> I really don't know.

Looks like "use generate_canonical" might be the answer?

John.