this is not about rand_s.
I am using mt19937 from <random>. this is mersenne twister random number
number generator, entirely different, much more random, has a *far longer*
(like 10^604 or 2^604 or something like that) sequence and more complicated.
anyway, my point *wasn't* about the random number generator - you missed the
point - I even put the point of the problem in the Abstract so people would
have a clue.
I was pointing out that the output range of uniform_int is severely crippled.
it stays in the upper end of the data type instead of spreading/distributing
the input evenly across the range of min0 to max0, which are specified in the
arguments of uniform_int's constructor.
that *IS* what uniform_int is supposed to do isn't it? I assume I read
http://en.wikipedia.org/wiki/Uniform_distribution_%28discrete%29
correctly...
>________________________________
> From: Kai Tietz <[email protected]>
>To: [email protected]
>Sent: Wednesday, March 14, 2012 12:13 AM
>Subject: Re: [Mingw-w64-public] problem with <random>'s uniform_int?
>
>2012/3/14 Jim Michaels <[email protected]>:
>> /*
>> Author: Jim Michaels
>> Creation Date: 3/13/2012
>> Current Date: 3/13/2012
>> Abstract: Shows what I think is a bug in <random>'s uniform_int
>> distribution where the mt19937 random number generator I am
>> feeding through it has its numbers concentrated around the
>> upper portion of the range rather than spread out across the
>> entire range of the data type. Am I not undertsanding what
>> uniform_int is supposed to do? or is it not supposed to
>> produce discrete statistical uniform distributions?
>> */
>>
>>
>>
>> #include <tr1/random>
>> #include <tr1/stdint.h>
>> #include <iostream>
>> using namespace std;
>>
>> std::tr1::mt19937 gen;//mersenne twister random number generator
>> #if defined(__MINGW32__)||defined(_MSC_VER)||defined(__BORLANDC__)
>> std::tr1::uniform_int<> u(0ULL, 0xffffffffffffffffULL);
>> #else
>> std::tr1::uniform_int<> u(0Ui64, 0xffffffffffffffffUi64);
>> #endif
>>
>> inline uint64_t random(void) {
>> return u(gen);
>> }
>>
>> int main(void) {
>> int x;
>> bool isFirst=true;
>> uint64_t mn=0,mx=0,cur=0;
>> for (x=0; x < 100; x++) {
>> cout.fill('0');
>> cout.width(20);
>> cur=random();
>> if (isFirst) {
>> mn=cur;
>> mx=cur;
>> isFirst=false;
>> }
>> cout<<cur<<endl;
>> if (cur>mx) mx=cur;
>> if (cur<mn) mn=cur;
>> }
>> cout<<endl<<"min=";
>> cout.fill('0');
>> cout.width(20);
>> cout<<mn<<"\nmax=";
>> cout.fill('0');
>> cout.width(20);
>> cout<<mx<<"\ndifference=";
>> cout.fill('0');
>> cout.width(20);
>> cout<<mx-mn<<endl;
>> return 0;
>> }
>> //problem: this hovers way too long around
>> /*
>> sample output:
>> 18446744072913795932
>> 18446744073304931054
>> 18446744073000918905
>> 18446744073575839711
>> 18446744073337503749
>> 18446744072130546618
>> 18446744071764878885
>> 18446744071763422559
>> 18446744073678977040
>> 18446744073527044839
>> 18446744073694353124
>> 18446744073558749017
>> 18446744073570802426
>> 18446744072532038929
>> 18446744073583248563
>> 18446744073628418359
>> 18446744073525585066
>> 18446744072842422873
>> 18446744072851762780
>> 18446744073347638446
>> 18446744072162347015
>> 18446744072817088873
>> 18446744073187415213
>> 18446744073535572907
>> 18446744071577799048
>> 18446744072230969164
>> 18446744072841661626
>> 18446744073061566917
>> 18446744073426054765
>> 18446744072341001254
>> 18446744072329729627
>> 18446744072669053378
>> 18446744072595640013
>> 18446744072606313980
>> 18446744072229840436
>> 18446744072447029159
>> 18446744072838875481
>> 18446744073161637570
>> 18446744073684075993
>> 1844674407295130874 5
>> 18446744072944631962
>> 18446744072398850529
>> 18446744072694865646
>> 18446744073495756929
>> 18446744072264748328
>> 18446744072702453906
>> 18446744072829941902
>> 18446744072190477567
>> 18446744072824680856
>> 18446744072461283062
>> 18446744073369711431
>> 18446744072655938920
>> 18446744072882903664
>> 18446744072445861649
>> 18446744072333885098
>> 18446744072228208822
>> 18446744072467034220
>> 18446744072180375568
>> 18446744072738533078
>> 18446744073536653217
>> 18446744071878841848
>> 18446744073180228744
>> 18446744071928290152
>> 18446744072885671619
>> 18446744072641251774
>> 18446744072941808995
>> 18446744072940068643
>> 18446744071587653283
>> 18446744073452171529
>> 18446744072417095975
>> 18446744073240984662
>> 18446744073534709601
>> 18446744071909774250
>> 18446744071764857140
>> 18446744072686194971
>> 18446744072892367725
>> 18446744073025437414
>> 18446744073660252266
>> 18446744072911911023
>> 18446744073405741205
>> 18 446744073311686108
>> 18446744073058725738
>> 18446744073516353565
>> 18446744072060476037
>> 18446744072759924511
>> 18446744073655691123
>> 18446744072982966111
>> 18446744072823059978
>> 18446744071928274454
>> 18446744071967957672
>> 18446744071775629235
>> 18446744072561930879
>> 18446744073353901113
>> 18446744072400586818
>> 18446744072334388088
>> 18446744072666734544
>> 18446744072651826116
>> 18446744071826455169
>> 18446744071853359699
>> 18446744071679627487
>>
>> min=18446744071577799048
>> max=18446744073694353124
>> difference=00000000002116554076
>> */
>>
>>
>> -------------
>> Jim Michaels
>
>Hello Jim,
>
>This random-number generation is based on value-range of rand (gcc
>doesn't use here rand_s which would provide better random-values).
>Its range for random-numbers is in range of 0-0x7fff (which your test
>explicit proves, as C++'s random-implementation expands range by
>another 16-bits).
>
>So the issue isn't in <random> implementation, but in the limited
>range of random-number generation by msvcrt's rand() function.
>
>By looking more detailed into this you can find that MS' rand function
>is using here a linear congruential scheme. The function is
>multiplying and adding to a number, which is taken module 2^32, and
>returning the upper 16 bit modulo 2^15 as "random" number.
>Because it is multiplying and adding numbers, which are coprime to the
>modulus, this creates a sort of uniformaly distributed numbers.
>Base function is a linear function f(x) = ((x * prime-1) + prime-2) % 2^32.
>The final result is (f(x) >> 16) & 0x7fff;
>The prime-1 is 214013, and the prime-2 is 2531011.
>
>Regards,
>Kai
>
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