breeze.stats.distributions.RandBasis.uniform and randLong

[Sanzo Miyazawa]

The comments of breeze.stats.distributions.RandBasis.uniform indicate

"Uniformly samples in [0,1]". However, I think that this comment should be corrected

as "[0, 1)",  because the java code finally called,

org.apache.commons.math3.random.MersenneTwister.nextDouble
== org.apache.commons.math3.random.BitsStreamGenerator.nextDouble ,

will generate [0, 1).

    public double nextDouble() {
        final long high = ((long) next(26)) << 26;
        final int  low  = next(26);
        return (high | low) * 0x1.0p-52d;
    }

If so,   "require( low <= high)" in the breeze.stats.distributions.Uniform(low, high)

should be "require( low < high)".

Also,  I think that the following codes for randLong are not correct.

 /**
   * Uniformly samples a long integer in [0,n)
   */
  def randLong(n: Long): Rand[Long] = new Rand[Long] {
    def draw() = {
      val value = generator.nextLong & Long.MaxValue
      value % n
    }
  }

 /**
   * Uniformly samples a long integer in [n,m)
   */
  def randLong(n: Long, m: Long): Rand[Long] = new Rand[Long] {
    def draw() = {
      val value = generator.nextLong & Long.MaxValue
      value % (m - n) + n
    }
  }

They may be written as

 /**
   * Uniformly samples a long integer in [0,n)
   */
  def randLong(n: Long): Rand[Long] = new Rand[Long] {
    require(n > 0, "n > 0")
    def draw() = {
      val maxVal = Long.MaxValue - (Long.MaxValue % n) - 1
      var value = (generator.nextLong() & Long.MaxValue)
      while ( value > maxVal ) {
        value = (generator.nextLong() & Long.MaxValue)
      }
      value % n
    }
  }

//Otherwise, simply,

  def randLong(n: Long): Rand[Long] = new Rand[Long] {
    def draw() = generator.nextLong(n)
  }

 /**
   * Uniformly samples a long integer in [n,m)
   */
  def randLong(n: Long, m: Long): Rand[Long] = new Rand[Long] {
    def draw() = randLong(m - n).draw() + n
  }

[David Hall]

Yeah fair enough. Could you open issues on the github? github.com/scalanlp/breeze/issues

Thanks!

-- David

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