On Wed, 22 Feb 2023 15:23:13 GMT, Raffaello Giulietti <rgiulie...@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. ------------- PR: https://git.openjdk.org/jdk/pull/12719
