Output distribution of rand(Float32) and rand(Float64), thread 2

Internals & Design
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86

Simple and fast way to produce rand(Float32) values:

function randf32()
    u = rand(UInt64)
    lz = leading_zeros(u)
    res = (UInt32(126-lz)<<23) | UInt32((u ⊻ ((UInt64(0x1) << (63-lz)))) >> max(0,62-lz-22))
    return reinterpret(Float32, res)
end

This method is fast:

julia> @btime randf32()
  3.077 ns (0 allocations: 0 bytes)
0.03150859f0

and possibly quite SIMD friendly.
Also, obviously no rounding shenanigens and a (0,1) range. The code itself might be beautified a bit, and at a cost of a conditional, the near zero values can be fixed (adding subnormals/zero for ‘perfection’).

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