From help-request at octave dot org Sat Dec  3 18:47:41 2005
Subject: Re: Mersenne Twister range in rand.oct and randn.oct
From: Paul Kienzle <pkienzle at users dot sourceforge dot net>
To: Mike Miller <mbmiller at taxa dot epi dot umn dot edu>
Cc: Help-Octave List <help at octave dot org>
Date: Sat, 3 Dec 2005 19:44:21 -0500


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 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 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);
}

- Paul



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