[Boost-bugs] [Boost C++ Libraries] #7020: uniform_01 improvement

Subject: [Boost-bugs] [Boost C++ Libraries] #7020: uniform_01 improvement
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2012-06-23 01:23:00

#7020: uniform_01 improvement
--------------------------------------------+-------------------------------
 Reporter:  agribov_no_s_p_a_m@…            |       Owner:  no-maintainer
     Type:  Bugs                            |      Status:  new          
Milestone:  To Be Determined                |   Component:  random       
  Version:  Boost 1.49.0                    |    Severity:  Optimization 
 Keywords:  uniform_01                      |  
--------------------------------------------+-------------------------------
 The current code to simulate uniform random number in interval [0;1]
 contains verification to skip 1.

   if (result < result_type(1))
     return result;

 It means that random generator can generate 0 but not 1. This is used in
 some other code, for example, generate Exponential random number:

   return -result_type(1) /
     _lambda * log(result_type(1)-uniform_01<RealType>()(eng));

 Meaning (1 - random number) will never be 0.

 If eng() returns integer number, then, with some limitations for
 result_type and generated range of random numbers (result_type has to be
 double for generated 32 bit random numbers):

   result_type factor = result_type(1) /
 (result_type((eng.max)()-(eng.min)()) + result_type(1));

   return (result_type(eng() - (eng.min)()) + result_type(0.5)) * factor;

 In this case, the result will never contain 0 or 1 and will be unbiased.
 No more checking for 0 or 1 is necessary.

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/7020>
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