I wanted to ask about the output distribution of floating-point rand(): Naively, I would have expected the following distribution: -the sign bit is zero -the mantissa is a random bitstring -the signigicant is an exponentially distributed integer, e.g. const-leading_zeros of an infinite bitstream …

So it took me a bit to grok what all is going on here. This getfloat_trail function transforms a random UInt32 to a Float32. This is different from our current rand(::Float32) — which is approximated here by getfloat_std — in the following ways: Its output is in (0,1) instead of [0,1). 32 bits i…

Is this distribution standard / intended? This is how dSFMT, which is used internally works: it only generates 52 random bits at a time, and uses that to produce a random Float64 in [1, 2), to which 1 is substracted. Nowadays, we do the substraction on the Julia side. So yes this is intended, and…

Thanks. A “correct” [0,1)-float would take 54 bits of entropy, instead of 52; alas, with a variable bit-rate encoding. Reason for asking was that I was thinking about submitting a PR for a CSPRNG, and as far as I understood, there is currently no generic structure that does buffering and conversion…

Ok, I did some benchmarking. The distribution is mainly a problem for Float32. I think the following variant is competitive, and gives a much smoother distribution near 0, because we use the entire 32 bits of entropy: julia> using Random julia> using BenchmarkTools julia> N=20_000; inp=rand(UInt32,…

Because this came up on hackernews and the timings are really old, current (julia 1.9.2): julia> @btime Random.rand!($inp); 2.493 μs (0 allocations: 0 bytes) julia> @btime Random.rand!($outp); 3.012 μs (0 allocations: 0 bytes) julia> @btime broadcast!($getfloat_std, $outp, $inp); 1.339 μs (…

I opened a new thread on Output distribution of rand(), thread 2 to discuss the issue, separated from my old solution attempt. I think throwing some half-baked @benchmark around was premature and an impediment to a serious discussion. My bad, I should have opened with a better thread 5 years ago. B…

Output distribution of rand()

Internals & Design

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Output distribution of rand()

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