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Fix possible overflow and biais in integer random generator

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This commit is contained in:
Gael Guennebaud
2016-08-23 13:25:31 +02:00
parent 581b6472d1
commit 82147cefff
2 changed files with 42 additions and 13 deletions
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12
Eigen/src/Core/MathFunctions.h
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@@ -615,16 +615,18 @@ struct random_default_impl<Scalar, false, true>
typedef typename conditional<NumTraits<Scalar>::IsSigned,std::ptrdiff_t,std::size_t>::type ScalarX;
if(y<x)
return x;
// the following difference might overflow on a 32 bits system,
// but since y>=x the result converted to an unsigned long is still correct.
std::size_t range = ScalarX(y)-ScalarX(x);
std::size_t offset = 0;
// rejection sampling
std::size_t divisor = (range+RAND_MAX-1)/(range+1);
std::size_t multiplier = (range+RAND_MAX-1)/std::size_t(RAND_MAX);
std::size_t divisor = 1;
std::size_t multiplier = 1;
if(range<RAND_MAX) divisor = (std::size_t(RAND_MAX)+1)/(range+1);
else multiplier = 1 + range/(std::size_t(RAND_MAX)+1);
do {
offset = ( (std::size_t(std::rand()) * multiplier) / divisor );
offset = (std::size_t(std::rand()) * multiplier) / divisor;
} while (offset > range);
return Scalar(ScalarX(x) + offset);
}