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.NET Forum / Languages / Managed C++ / November 2004Floating Point Random Number Generator
I know how to use rand() to generate random POSITIVE-INTEGER numbers. But, I'd like to generate a random DOUBLE number in the range of 0.0 to 1.0 with resolution of a double (i.e., every possible double value in the range could come up with equal probability). I'd also like to be able to seed this generator (e.g., via the clock) so that the same sequence of random values don't come up every time. Anybody have an easy and fast (computationally) way to do this? Thanks in advance...! > I know how to use rand() to generate random POSITIVE-INTEGER numbers. > [quoted text clipped - 3 lines] > be able to seed this generator (e.g., via the clock) so that the same > sequence of random values don't come up every time. A double in [0.0,1.0) has 2^52 distinct values. To generate such doubles, first generate a random integer in [0,2^52) and then divide it by 2^52. Note that all such integers, including 2^52 can be represented exactly as doubles. You might want to look at boost::random (see http://www.boost.org/libs/random/index.html for details) for pseudo-random generators that are good enough to generate 2^52 numbers without cycles. You need to use a long period generator such as a Mersenne twister to really get 2^52 values out of it. Your generator will have to generate 64 bit values of course. -cd Thanks, Carl! You gave me a better way than I was going. I'll create a class that allows me to generate a floating-point number in the range of [0.0.,1.0] (yes, closed on both sides) of arbitray bit-count resolution up to a limit (51, or possibly even 63, sounds good, based on your response). Say the bit-count is N. Generate an N-bit random number by generating N/16 number of random 16-bit integers (using rand()), and possibly 1 more for the N%16 remaining bits (which is masked off the apprograte number of high bits to get correct number of bytes), and then append them into a double by shifting and adding. Then divide by a double version of (2^N - 1) and that should (for some values of N) produce the closed interval random floating-point number expressed as a double! The seed is nor just srand()... Thanx again...! :) [==Peteroid==] > > I know how to use rand() to generate random POSITIVE-INTEGER numbers. > > [quoted text clipped - 17 lines] > > -cd > Thanks, Carl! > [quoted text clipped - 12 lines] > the closed interval random floating-point number expressed as a > double! Just be aware that the resulting numbers will very likely not cover all possible values. The period of a 52 bit number generated from concatenation of 4 values from a 16 bit rng followed by a mask to 52 bits will be at most 2^18 - nowhere near 2^52. -cd You may want to read the section on random number generators in "Numerical Recipes in C". The text is free and on-line in PDF format by permission of the publisher, at: http://www.nr.com/ It's very difficult to build a good random number generator. The text illustrates the problems and some ways around it, but is focused on float rather than double. -- Tom > Thanks, Carl! > [quoted text clipped - 44 lines] >> >> -cd Thanks for the link Tom! As it turns out (and unlike what I first asked), I don't actaully need for every double floating-point number to be generated randomly that exists in [0.0,1.0]. It turns out I'm able to determine the 'resolution' of the generator that is good enough for my application for what it happens to be doing at the moment. By 'resolution' I mean the number of possible equally-spaced floating-point random values I need to generate in the [0.0,1.0] range (e.g., resolution 3 would generate only these values: 0.0, .5, 1.0). So I created a class with a 'base' (= resolution-1) and let rand() generate a random number from 0 to base, and then produce this number divided by base to get it into the [0.0,1.0] range. This is sufficient for my application. I realized, based on the responses here, that any random number generator on a digital computer will never return all possibly real numbers, so I had to deal with a 'resolution' no matter what. The method I've created deals with such any (not too big) resolution 'perfectly', and so it works! Thanks! [==Peteroid==] > You may want to read the section on random number generators in > "Numerical Recipes in C". The text is free and on-line in PDF format by [quoted text clipped - 56 lines] > >> > >> -cd
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