28 Jan 2015.

I need to generate a random floating point number.

I know I don't want to do something like rand() % 100 / 100.

A double is just 64-bits, so generate a 64-bit string that looks like

0x3FFn nnnn nnnn nnnn

Where the ns are random hex digits.

As a double, this will be a random number in the range \([1, 2)\).

Floating point numbers generated this way have the same distribution as the underlying generator used.

Why not zero to one?

The range \([1, 2)\) uses a single exponent, whereas the range \([0, 1)\) spans 1074 different exponents.

Because of the way the floating point encoding works, if I use uniformly distributed random numbers to generate all the bits of the double (the exponent as well as the significand) up to 1.0, I will end up with the same number of samples in the range \([2^{-1074}, 2^{-1023})\) as I will in the range \([0.5, 1.0)\).

The benefit of using the range \([1, 2)\) is that I can use a fixed exponent and generate just the significand, and the distribution stays the same.

Floating point encoding

IEEE 754-1985 double-precision floating point numbers are encoded as:

Laid out like this:

6  6       5 5         4         3         2         1         0
3210987654321098765432109876543210987654321098765432109876543210
+EEEEEEEEEEEssssssssssssssssssssssssssssssssssssssssssssssssssss
|          |                                                   |
sign bit   exponent                                  significand

The exponent is encoded with an offset:

How to interpret the significand:

Floating point 0.0 is all zeroes:

+EEEEEEEEEEEssssssssssssssssssssssssssssssssssssssssssssssssssss
0000000000000000000000000000000000000000000000000000000000000000

The next number after zero (i.e. nexttoward(0., 1.)) is:

+EEEEEEEEEEEssssssssssssssssssssssssssssssssssssssssssssssssssss
0000000000000000000000000000000000000000000000000000000000000001
                     1         2         3         4         5
bit index:  1234567890123456789012345678901234567890123456789012

Here the exponent is \(2^{-1022}\), the number is denormal, and the significand has the least significant bit set, so the number is:

$$ 2^{-1022} \times 0.0000000000000000000000000000000000000000000000000000000000000001_2\\ = 2^{-1022} \times 2^{-52}\\ = 2^{-1074} $$

The floating point representation of 1.0 is:

+EEEEEEEEEEEssssssssssssssssssssssssssssssssssssssssssssssssssss
0011111111110000000000000000000000000000000000000000000000000000

The exponent is encoded as \(01111111111_2 = 1023_{10}\) which corresponds to \(2^0\).

The significand is \(1.0_2\) because a normalized number has the implicit bit and the encoded significand is all zeroes after it.