RFR: 8302987: Add uniform and spatially equidistributed bounded float/double streams to RandomGenerator
Raffaello Giulietti
rgiulietti at openjdk.org
Wed Feb 22 15:32:34 UTC 2023
On Wed, 22 Feb 2023 15:23:13 GMT, Raffaello Giulietti <rgiulietti at openjdk.org> wrote:
> The `default` method `nextDouble(double origin, double bound)` in `java.util.random.RandomGenerator` aims at generating a uniformly and spatially equidistributed random `double` in the left-closed and right-open range [`origin`, `bound`). It does so by applying the affine transform `origin + (bound - origin) * r` to a uniformly and spatially equidistributed random `double` `r` in the range [0, 1).
>
> Since floating-point arithmetic suffers from small but noticeable rounding errors, this ends up slightly deforming the distribution of `r` when applying the affine transform.
The effect of rounding errors in the affine transform is analyzed in:
Goualard, "Drawing random floating-point numbers from an interval", ACM Transactions on Modeling and Computer Simulation, 2022, 32 (3) available [here] (https://hal.science/hal-03282794v4)
The code in this PR is inspired by that paper, although it proposes another implementation preserving uniformity and equidistribution.
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PR: https://git.openjdk.org/jdk/pull/12719
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