Faster bounded random integers
Thomas Depierre <[email protected]>
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Generating an unbiased random integer in a range 0..N where N is not a power of two requires rejection sampling. `rand` uses the "Java" algorithm for this as far as i can tell (could not find a better name). https://github.com/erlang/otp/blob/master/lib/stdlib/src/rand.erl#L150 Daniel Lemire presents a good analysis of the current field in https://arxiv.org/abs/1805.10941 and then propose a "near divisionless" algorithm that should provide speedup. This could already provide interesting results. A few days ago, the Swift team came up with an algorithm that: - never divides - avoids rejection sampling entirely - achieves a theoretically optimal bound on the amount of randomness consumed to generate a sample - delivers actual performance improvements for most real cases https://github.com/apple/swift/pull/39143 Am I understanding this right ? As far as i can tell, our expert is Raimo Niskanen. The EEF would be interested in funding me trying to explore the potential gains and possibly implement it for `rand`. Would this be of interest ? I expect the maintenance to be relatively low, this is not a lot of SLOC Thomas Depierre Schedule a meeting with me <https://calendly.com/thomas-depierre/30min>