
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: 2002version mt19937ar.c has versions [0,1],[0,1),[0,1),(0,1) (32bit precision), and [0,1) with 53bit 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 rand.cc but I can't find in it what I need to know (because of my incompetence, obviously).The answer is in Makefile rather than rand.cc. This sets the ALL_BITS flag for building randmtzig.c. Here's the relevant code:/* generates a random number on (0,1) with 53bit 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)?
Thanks. Mike  Octave is freely available under the terms of the GNU GPL. Octave's home on the web: http://www.octave.org How to fund new projects: http://www.octave.org/funding.html Subscription information: http://www.octave.org/archive.html 
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