Sometimes, you need a list of random numbers that sum to a known constant. There's a known algorithm to provide this list of numbers with the proper distribution, but a straight-forward implementation may give a list that doesn't sum exactly to the desired constant because of rounding error.
This article describes the basic algorithm, why the rounding error happens, and the solution.
Continue reading "Exact random sums"In some sense, random numbers uniformly-distributed in the range \([0, 1)\) are the easiest class of random number to generate.
Because of the internal representation of floating-point numbers, all you need to do is fill the significand with random bits, set the exponent to -1, and the sign bit to positive.
Some language run-times do this better than others.
This article shows how to check your run-time, and how to fix it.
Continue reading "Precision of random numbers"