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Re: Mersenne Twister range in rand.oct and randn.oct

From: Mike Miller
Subject: Re: Mersenne Twister range in rand.oct and randn.oct
Date: Sun, 4 Dec 2005 01:28:00 -0600 (CST)

On Sat, 3 Dec 2005, Paul Kienzle wrote:

On Dec 1, 2005, at 9:58 AM, Mike Miller wrote:

On Thu, 1 Dec 2005, Mike Miller wrote:

In one Mersenne Twister FAQ I see this:

  2002-version mt19937ar.c has versions [0,1],[0,1),[0,1),(0,1) (32-bit
  precision), and [0,1) with 53-bit precision.

Which am I getting when I use rand.oct in Octave forge? What I would really like to know are the largest and smallest values that can be produced both by rand.oct and by randn.oct.

I should say that it's really one .oct file:  rand.oct.
randn is derived from rand.oct.

I took a look at Octave Forge's but I can't find in it what I need to know (because of my incompetence, obviously).

The answer is in Makefile rather than This sets the ALL_BITS flag for building randmtzig.c. Here's the relevant code:

/* generates a random number on (0,1) with 53-bit resolution */
USE_INLINE double randu53(void)
   const uint32_t a=randi32()>>5;
   const uint32_t b=randi32()>>6;
   return(a*67108864.0+b+0.4) * (1.0/9007199254740992.0);

OK. Thanks. I guess "(0,1)" means that neither 0 nor 1 will ever be generated as a random uniform, but does that last line of the code tell me the largest and smallest possible values for a random uniform? I can't figure out what the largest and smallest numbers would be.

Is it difficult to determine the range of possible values for the normal deviates (randn with mean 0 and variance 1 in Octave Forge)?



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