speed of rand vs randi

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Jonathan
Jonathan on 11 Nov 2011
I sometimes use "if rand < 0.5" or "if randi(2) == 1" to arbitrarily select one branch or another with equal probability. I ran the following code to see the speed difference between these. Does anyone know why fetching a random double is so much less expensive than fetching a random integer?
Thanks in advance, Jonathan
tic
randi(2,1000000,1) == 1;
toc
tic
rand(1000000,1) < 0.5;
toc
Elapsed time is 0.037818 seconds.
Elapsed time is 0.018022 seconds.

Accepted Answer

Jan
Jan on 11 Nov 2011
The algorithms to create random numbers reply 32bit integers usually. A standard method to create a random DOUBLE combines two of them:
a = <INT32_rand>;
b = <INT32_rand>;
r = ((a >> 5) * 67108864.0 + (b >> 6)) / 9007199254740992.0;
Getting an integer <= n with a guaranteed equal distribution is more expensive. You cannot just use MOD or an integer division, because this would result in a bias. You have to draw random numbers until you get one, which is smaller than the largest multiple of n, which is smaller than 2^32-1. Then the modulo-operation is safe. This methods needs branching, which slows down the processor massively.
  3 Comments
Jonathan
Jonathan on 17 Nov 2011
After doing some other research on this and asking around, I think this is a good explanation. Thank you Jan.

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