[Boost-users] [Random] normal distribution different behaviour 1.55 vs 1.57

Subject: [Boost-users] [Random] normal distribution different behaviour 1.55 vs 1.57
From: Thomas M (firespot71_at_[hidden])
Date: 2014-12-18 05:56:10

Hi,

I have just switched an existent project from boost 1.55.0 to 1.57.0 and 
my test suites diagnosed a divergence in program (a simulation) results. 
I have tracked down the issue to different behaviour in the normal 
distribution random variates generator. Below is a simple program (run 
under VS 2012, Update 4) that outputs random variates for a uniform and 
a normal distribution; comparing the output between 1.55.0 and 1.57.0 it 
turns out that the first bunch of uniformly distributed variates is 
identical, and then all others variates (both bunches of normally 
distributed variates as well as the second bunch of uniformly 
distributed variates) diverge.

Neither for 1.56.0 nor 1.57.0 does the change-log list an update to the 
random numbers library, so first I am puzzled why the libraries behave 
differently (though [Math] has undergone some changes -> propagation to 
[Random]?). Second, it is not clear to me why for the first bunch of 
uniformly distributed variates the results are identical, while for the 
second, after normally distributed variates were generated, the are not. 
It appears that the generation of normally distributed variates changes 
the whole state of the random numbers engine in a different manner [e.g 
multiple engine calls ??].
Any insight into what is going on here is much appreciated. And 
foremost: Is any of 1.55 or 1.57 bugged, that is one should be clearly 
preferred over the other?

many thanks,
Thomas

#include <ostream>
#include <iostream>
#include <fstream>
#include "boost/random.hpp"

void test_rng()
{
   typedef  boost::mt19937  rnengine_t;

   typedef  boost::uniform_01<double>  uniform_distr_t;
   typedef  boost::normal_distribution<double>  normal_distr_t;

   typedef  boost::variate_generator<rnengine_t &, uniform_distr_t> 
uniform_gen_t;
   typedef  boost::variate_generator<rnengine_t &, normal_distr_t> 
normal_gen_t;

   uniform_distr_t uniformDistr;
   normal_distr_t normalDistr(0, 1);

   rnengine_t rnEngine;
   rnEngine.seed(100);		

   uniform_gen_t uniformGen(rnEngine, uniformDistr);
   normal_gen_t normalGen(rnEngine, normalDistr);

   std::ofstream outFile("randomNumbers.txt");
   outFile.precision(16);

   int n = 20;

   for (int outer = 0; outer < 2; ++outer)
   {
     for (int i = 0; i < n; ++i)
       outFile << "Uniform-distr variate #" << (n*outer) + i + 1 << ": " 
<< uniformGen() << std::endl;
     for (int i = 0; i < n; ++i)
       outFile << "Normal-distr variate #" << (n*outer) + i + 1 << ": " 
<< normalGen() << std::endl;
   }
}

int main()
{
   test_rng();
   return 0;
}