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

Subject: Re: [Boost-users] [Random] normal distribution different behaviour 1.55 vs 1.57
From: Semen Trygubenko / Семен Тригубенко (semen_at_[hidden])
Date: 2014-12-18 06:29:08

Hi Thomas:

On Thu, Dec 18, 2014 at 11:56:10AM +0100, Thomas M wrote:
> 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?

I've observed this, too! The change seems to have been introduced in Boost version 1.56.

S.

-- 
Семен Тригубенко http://trygub.com