Conversion to 64-bit float

[vigna]

In the book, I read:

"f64: we treat this as an approximation of the real numbers, and, by convention, restrict to the range 0 to 1 (if not otherwise specified). Note that this type has finite precision, so we use the coin-flipping method above (but with random bits instead of coins) until we get as much precision as the type can represent; however, since floating-point numbers are much more precise close to 0 than they are near 1, we typically simplify here and stop once we have enough precision to differentiate between 1 and the next smallest value representable (1 - ε/2)."

This looks like you're generating float values using the high-precision methods described here: http://prng.di.unimi.it/random_real.c

But when I look at the code (sorry, I don't speak Rust, so this might be wrong) looks like you're using the multiplication-free method that gives 52 bits of precision instead of 53. Is it so? In this case, maybe this should be specified in the book.

[dhardy]

The relevant code is here: https://github.com/rust-random/rand/blob/master/src/distributions/float.rs#L102 (except cast_from_int which is an as cast (see distributions/utils.rs) and into_float_with_exponent defined above).

We implement three cases:

• Standard (i.e. [0, 1)): take 53 bits of the u64 value, cast to a double, and divide by 1<<53
• OpenClosed01 (i.e. (0, 1]): same as above except that we add 1 to the 53-bit value before casting (this only sets the 54-th bit when all other bits are zero, so can still be exactly represented as a double)
• Open01 (i.e. (0, 1)): use bit-casting to generate a double in [1, 2), then subtract 1 - ε/2; this does lose 1 bit of precision
• (Since uniform [0, 1] is never technically needed in practice and a uniform implementation must mostly "waste" one bit, we omit this variant.)

Yes, none of these are perfect (since values smaller than 2^-53 are not generated and small values do not have full precision), but we considered these the best fit for typical usage (but also see https://github.com/rust-random/rand/pull/531).

We also had an implementation using exactly 32/64 random bits, but ended up not using it: https://github.com/rust-random/rand/pull/372

Yes, we (especially @pitdicker and @sicking) thought a lot about this. You think more of this should be in the book?

[vigna]

They're totally fine (maybe the methods returning just 52 bits should be marked). I do the same. I'm not commenting that, I'm commenting the book.

The phrase above in the book does not sound anything like whay you're describing. It sounds like the method I put a link to.