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[Octave-bug-tracker] [bug #54619] randi() is biased
From: |
Rik |
Subject: |
[Octave-bug-tracker] [bug #54619] randi() is biased |
Date: |
Mon, 10 Sep 2018 13:31:00 -0400 (EDT) |
User-agent: |
Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:61.0) Gecko/20100101 Firefox/61.0 |
Follow-up Comment #22, bug #54619 (project octave):
It would be fun to have bragging rights to an algorithm which is both faster
than Matlab and unbiased so I tried implementing the "new" algorithm in the
paper in randi_new.cpp. The author outlined the algorithm, and also provided
a code implementation for L=64. Because we have L=53 I could not use his code
directly and instead coded the algorithm as I understood it. What I found was
that it worked for small values of imax, but hung in an essentially infinite
loop for large values. That may be my misunderstanding, but I wasn't super
motivated to find out. The algorithm relies on 128-bit unsigned data types,
which g++ does support, but they are not part of the C++ standard and so there
would need to be some extra work in the configure script to determine which
compiler was being used, whether 128-bit primitives were supported, and a
fallback mechanism if they were not.
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- [Octave-bug-tracker] [bug #54619] randi() is biased, (continued)
- [Octave-bug-tracker] [bug #54619] randi() is biased, Michael Leitner, 2018/09/07
- [Octave-bug-tracker] [bug #54619] randi() is biased, Juan Pablo Carbajal, 2018/09/07
- [Octave-bug-tracker] [bug #54619] randi() is biased, Philip Nienhuis, 2018/09/08
- [Octave-bug-tracker] [bug #54619] randi() is biased, Philip Nienhuis, 2018/09/08
- [Octave-bug-tracker] [bug #54619] randi() is biased, anonymous, 2018/09/08
- [Octave-bug-tracker] [bug #54619] randi() is biased, Philip Nienhuis, 2018/09/08
- [Octave-bug-tracker] [bug #54619] randi() is biased, Rik, 2018/09/08
- [Octave-bug-tracker] [bug #54619] randi() is biased, Michael Leitner, 2018/09/09
- [Octave-bug-tracker] [bug #54619] randi() is biased, Rik, 2018/09/10
- [Octave-bug-tracker] [bug #54619] randi() is biased, Rik, 2018/09/10
- [Octave-bug-tracker] [bug #54619] randi() is biased,
Rik <=
- [Octave-bug-tracker] [bug #54619] randi() is biased, Rik, 2018/09/10
- [Octave-bug-tracker] [bug #54619] randi() is biased, Michael Leitner, 2018/09/10
- [Octave-bug-tracker] [bug #54619] randi() is biased, Rik, 2018/09/10