From: Jim M. <jmi...@ya...> - 2012-03-14 08:00:40
|
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 <kti...@go...> >To: min...@li... >Sent: Wednesday, March 14, 2012 12:13 AM >Subject: Re: [Mingw-w64-public] problem with <random>'s uniform_int? > >2012/3/14 Jim Michaels <jmi...@ya...>: >> /* >> 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 > >------------------------------------------------------------------------------ >Virtualization & Cloud Management Using Capacity Planning >Cloud computing makes use of virtualization - but cloud computing >also focuses on allowing computing to be delivered as a service. >http://www.accelacomm.com/jaw/sfnl/114/51521223/ >_______________________________________________ >Mingw-w64-public mailing list >Min...@li... >https://lists.sourceforge.net/lists/listinfo/mingw-w64-public > > > |