Odds to get the usually excluded upper-bound with Math.random() - javascript

This may look more like a math question but as it is exclusively linked to Javascript's pseudo-random number generator I guess it is a good fit for SO. If not, feel free to move it elsewhere.
First off, I'm aware that ES does not specify the algorithm to be used in the pseudo-random number generator - Math.random() -, but it does specify that the range should have an approximate uniform distribution:
15.8.2.14 random ( )
Returns a Number value with positive sign, greater than or equal to 0 but less than 1, chosen randomly or pseudo randomly with approximately uniform distribution over that range, using an implementation-dependent algorithm or strategy. This function takes no arguments.
So far, so good. Now I've recently stumbled upon this piece of data from MDN:
Note that as numbers in JavaScript are IEEE 754 floating point numbers with round-to-nearest-even behavior, these ranges, excluding the one for Math.random() itself, aren't exact, and depending on the bounds it's possible in extremely rare cases (on the order of 1 in 2^62) to calculate the usually-excluded upper bound.
Okay. It led me to some testing, the results are (obviously) the same on Chrome console and Firefox's Firebug:
>> 0.99999999999999995
1
>> 0.999999999999999945
1
>> 0.999999999999999944
0.9999999999999999
Let's put it in a simple practical example to make my question more clear:
Math.floor(Math.random() * 1)
Considering the code above, IEEE 754 floating point numbers with round-to-nearest-even behavior, under the assessment of Math.random() range being evenly distributed, I concluded that the odds for it to return the usually excluded upper bound (1 in my code above) would be 0.000000000000000055555..., that is approximately 1/18,000,000,000,000,000.
Looking at the MDN number now, 1/2^62 evaluates to 1/4,611,686,018,427,387,904, that is, over 200 times smaller than the result from my calc.
Am I doing the wrong math? Is Firefox's pseudo-random number generator just not evenly distributed enough as to generate this 200 times difference?
I know how to work around this and I'm aware that such small odds shouldn't even be considered for every day's uses, but I'd love to understand what is going on here and if my math is broken or Mozilla's (I hope it is former). =] Any input is appreciated.

You should not be worried about rounding the number from Math.random() up to 1.
When I was looking at the implementation (inferred from results I am getting) in the current versions of IE, Chrome, and FF, there are several observations that almost certainly mean that you should always get a number in the interval 0 to 0.11111111111111111111111111111111111111111111111111111 in binary (which is 0.999999999999999944.toString(2) and a few smaller decimal numbers too btw.).
Chrome: Here it is simple. It generates numbers by generating 32 bit number and dividing it by 1 << 32. (You can see that (1 << 30) * 4 * Math.random() always return a whole number).
FF: Here it seems that the number is always generated to be at most the 0.11... (53x 1) and it really uses just those 53 decimal places. (You can see that Math.random().toString(2).length - 2 does not return more than 53).
IE: Here it is very similar to FF, except that the number of places can be more if the first digits after a decimal dot are 0 and those will not round to 1 for sure. (You can see that Math.random().toString(2).match(/1[01]*$/)[0].length does not return more than 53).
I think (although I cannot provide any proof now) that any implementation should fall to one of those described groups and have no problem with rounding to 1.

Related

When does Math.random() start repeating?

I have this simple test in nodejs, I left it running overnight and could not get Math.random() to repeat. I realize that sooner or later the values (or even the whole sequence) will repeat, but is there any reasonable expectancy as to when it is going to happen?
let v = {};
for (let i = 0;; i++) {
let r = Math.random();
if (r in v) break;
v[r] = r;
}
console.log(i);
It is browser specific:
https://www.ecma-international.org/ecma-262/6.0/#sec-math.random
20.2.2.27
Math.random ( ) Returns a Number value with positive sign, greater than or equal to 0 but less than 1, chosen randomly or pseudo
randomly with approximately uniform distribution over that range,
using an implementation-dependent algorithm or strategy. This function
takes no arguments.
Each Math.random function created for distinct code Realms must
produce a distinct sequence of values from successive calls.
The requirement here is just pseudo-random with uniform distribution.
Here's a blog post from V8 (Chrome and NodeJs's Javascript Engine).
https://v8.dev/blog/math-random
Where they say they are using xorshift128+, which has a maximal period of 2^128 -1.
Related (on another site): Acceptable to rely on random ints being unique?
Also extremely related: How many double numbers are there between 0.0 and 1.0?
Mathematically, there are an infinite number of real numbers between 0 and 1. However, there are only a finite number of possible values that Math.Random could generate (because computers only have a finite number of bits to represent numbers). Let's say that there are N possible values that it could generate. Then, by the Pigeonhole Principle, there is a 100% chance of getting at least one duplicate value once you generate exactly N + 1 values.
At this point, the Birthday Paradox demonstrates that you should start seeing duplicates surprisingly quickly. According to this "paradox" (which isn't a true paradox, just counterintuitive), given a room with only 23 people, there's a greater than 50% chance of two of them having the same birthday.
Returning to our example, the rule of thumb for calculating this (see the linked Wikipedia article) suggests that Math.Random reaches a 50% probability of duplicates once you generate approximately sqrt(N) numbers.
From the linked Stack Overflow question, if we assume that there are 7,036,874,417,766 numbers between 0 and 1 like the accepted answer says (and please read the linked question for a more detailed explanation of how many there actually are), then sqrt(7036874417766) is just over 2.652 million, which isn't actually all that many. If you are generating 10,000 random numbers per second, you'd reach 50% probability in approximately 737 hours, which is just under 31 days. Less fortunately, even at 10,000 per second, it would take approximately 195,468 hours (which is approximately 22.3 years) to reach 100% probability.
Some of the other answers give much higher figures for how many numbers there are, so take your pick.

(Novice Programmer) mod(3^146, 293) among others returning the same incorrect values in Matlab and JS

First note that mod(3^146,293)=292. For some reason, inputting mod(3^146,293) in Matlab returns 275. Inputting Math.pow(3,146) % 293 in JS returns 275. This same error occurs (as far as I can tell) every time. This leads me to believe I am missing something obvious but cannot seem to tell what.
Any help is much appreciated.
As discussed in the answers to this related question, MATLAB uses double-precision floating point numbers by default, which have limits on their resolution (i.e. the floating point relative accuracy, eps). For example:
>> a = 3^146
a =
4.567759074507741e+69
>> eps(a)
ans =
7.662477704329444e+53
In this case, 3146 is on the order of 1069 and the relative accuracy is on the order of 1053. With only 16 digits of precision, a double can't store the exact integer representation of an arbitrary 70 digit integer.
An alternative in MATLAB is to use the Symbolic Toolbox to create symbolic numbers with a greater resolution. This gives you the answer you expect:
>> a = sym('3^146')
a =
4567759074507740406477787437675267212178680251724974985372646979033929
>> mod(a, 293)
ans =
292
Math.pow(3, 146) is is larger than the constant Number.MAX_SAFE_INTEGER in JavaScript which represents the upper limit of numbers that can be represented without losing any accuracy. Therefore JavaScript cannot accurately represent Math.pow(3, 146) within the 64 bit limit.
MatLab also has limits on its integer size but can represent a large number with the Symbolic Math Toolbox.
There are also algorithms that you can implement to accomplish this without overflowing.

What is the minimal non-zero value Math.random() can return in javascript

I know computers can't work with continuums. Math.random() javascript function returns a floating-point number between 0 (inclusively) and 1 (exclusively). I wonder what is the minimal non-zero number it can return. What "step" has this function?
The standard surely doesn't express this value, so it depends on the implementation (and exaggerating a bit on this point, probably even an implementation that aways returns 0.42 as result for Math.random() is still compliant with the specification).
The smallest positive number that can be represented by a 64-bit normalized floating point number in IEEE754 format is 2−1022, i.e. 2.2250738585072014 × 10−308.
However the floating point representation uses a varying resolution, depending on the magnitude.
For numbers close to 1 the resolution is 2-53. Probably (just probably) many implementations pick a random integer number n between 0 and 253-1 and use as result n/9007199254740992.
It's almost certainly not from just picking any random float.
That would not accurately represent the step of the random function, because it would not even be close to uniform distribution. Let's say you got that 2-1022 "step" (smallest non-zero value that fits in a float), plus 0.25 as a random value. Well, that would be rounded to 0.25 because floats can't represent that accuracy. So you've have a whole swathe of "values" that are all equal to 0.25 due to rounding. This is not even remotely uniform.
I would say it's more likely that a float is generated with the exponent set to 0 with random bits for the mantissa, which would result in randomness of step 2-51 (I think XD) between 1 (included) and 2 (not included), from which you can then just subtract 1. In this case, the step would be the size of the mantissa.
ECMA provides no guidelines for the precision of randomness:
Returns a Number value with positive sign, greater than or equal to 0 but less than 1, chosen randomly or pseudo randomly with approximately uniform distribution over that range, using an implementation-dependent algorithm or strategy. This function takes no arguments.
Math.random() returns a double between 0 and 1. We can ignore the exponent, and the sign, and we're left with 53 usable bits. This means that the minimum possible step between numbers in a perfect world is 1/2^53 == 0.00000000000000011102230246251565404236316680908203125.
However, the prevailing JavaScript implementations provide different levels of randomness:
V8 (Chrome, chromium, node.js): 32 bits (src)
JavaScriptCore (Safari) 32 bits (src)
SpiderMonkey (Firefox): 53 bits (src)
Internet Explorer 53 bits
While some environments will give you more, the least common denominator in the wild is 32 bits. Even on a server, your node.js app only gets 32 bits.
The minimum precision you can depend on if you want your application to run correctly everywhere is 1/2^32 == 0.00000000023283064365386962890625.
I don't know what the spec says, but a quick test in the console of Chrome, Firefox, and IE11 shows that the precision never goes beyond 20 decimal places.
Test it yourself:
for (var i = 0; i < 1000; ++i) console.log(Math.random());
Or to see the smallest number after a large number of iterations:
var smallest = 1;
for (var i = 0; i < 1000000; ++i) smallest = Math.min(smallest, Math.random());

Why this randomization method gives skewed results?

I'm using two different randomization methods, while one gives results whose variance is what I expect, the other method gives results which are skewed and in a very consistent way too.
The methods:
function randomA() {
var raw = Number((Math.random()+'').substr(2));
return raw % NUM_OF_POSSIBLES;
}
function randomB() {
var raw = Math.round(Math.random()*10000);
return raw % NUM_OF_POSSIBLES;
}
When NUM_OF_POSSIBLES = 2 the first method (randomA()) results in a rather consistent number of zeros (64%) and 36% of 1s. While radnomB() does pretty much 50/50.
If NUM_OF_POSSIBLES = 5 the first method again is skewed in a pretty consistent way:
0: 10%, 1: 23%, 2: 22%, 3: 22%, 4: 23%, while the second one gives around 20% to each result.
You can find the full code with multiple tests here: jsfiddle
Why is the first method skewed, and also why is the skewing consistent?
I'm not entirely sure, but my guess is that it has to do with the rounding mode used when JavaScript formats a number as a string. In the first case, your result depends on the choice of last digit, which is sensitive to this rounding. If it's biased toward even numbers, that would explain your results. (In the case of NUM_OF_POSSIBLES == 5, it would be because of a deficit of 5s as the last digit.) In the second routine, the result depends on an intermediate digit of the string representation, which is pretty much isolated from that influence.
You might have better results by chopping off the last digit or two in the first routine.
EDIT I just confirmed experimentally that if the first routine is changed to chop off the last digit:
function randomA() {
var raw = String(Math.random());
raw = raw.substring(2, raw.length-1);
return raw % NUM_OF_POSSIBLES;
}
then the bias appears to be gone when NUM_OF_POSSIBLES == 2 or 5.
I have found that the reason of why randomA is working in such way is because java script uses floating poing numbers with 52+1 Digits (table under Basic formats chapter). So after random function returns too big value it is rounded, for example
Math.pow(2, 54) +1
//18014398509481984
Math.pow(2, 54)
//18014398509481984
Math.pow(2, 54) -1
//18014398509481984
all return the same value wich is divided by 2 (because of rounding).
for more understanding you can play and see how it looks in biniry format , examples :
parseInt(Math.pow(2, 54) - 2).toString(2)
//"111111111111111111111111111111111111111111111111111110"
parseInt(Math.pow(2, 54) - 3).toString(2)
//"111111111111111111111111111111111111111111111111111100"
parseInt(Math.pow(2, 54) ).toString(2)
//"1000000000000000000000000000000000000000000000000000000"
parseInt(Math.pow(2, 54) -1).toString(2)
//"1000000000000000000000000000000000000000000000000000000"
You get the bias because the results of Math.random() aren't always of the same length, so for example 0.123 and 0.1235 count towards the "ones" heap.
You could think that it'd be corrected if you even out the lengths with trailing zeroes, but that also won't be correct, because 0.123 could be a rounded 0.122999999999.
The real error of the first method is relying on the least significant digit of an imprecise fraction (both %2 and %5 are only affected by the last digit), which had suffered rounding errors when converted from binary to decimal for presentation.
The original, binary form of the fraction is probably uniformly distributed, but there's no way of reading it in Javascript.
Now, if someone would explain the distribution of trailing digits of a rounded decimal fraction...

2.9999999999999999 >> .5?

I heard that you could right-shift a number by .5 instead of using Math.floor(). I decided to check its limits to make sure that it was a suitable replacement, so I checked the following values and got the following results in Google Chrome:
2.5 >> .5 == 2;
2.9999 >> .5 == 2;
2.999999999999999 >> .5 == 2; // 15 9s
2.9999999999999999 >> .5 == 3; // 16 9s
After some fiddling, I found out that the highest possible value of two which, when right-shifted by .5, would yield 2 is 2.9999999999999997779553950749686919152736663818359374999999¯ (with the 9 repeating) in Chrome and Firefox. The number is 2.9999999999999997779¯ in IE.
My question is: what is the significance of the number .0000000000000007779553950749686919152736663818359374? It's a very strange number and it really piqued my curiosity.
I've been trying to find an answer or at least some kind of pattern, but I think my problem lies in the fact that I really don't understand the bitwise operation. I understand the idea in principle, but shifting a bit sequence by .5 doesn't make any sense at all to me. Any help is appreciated.
For the record, the weird digit sequence changes with 2^x. The highest possible values of the following numbers that still truncate properly:
for 0: 0.9999999999999999444888487687421729788184165954589843749¯
for 1: 1.9999999999999999888977697537484345957636833190917968749¯
for 2-3: x+.99999999999999977795539507496869191527366638183593749¯
for 4-7: x+.9999999999999995559107901499373838305473327636718749¯
for 8-15: x+.999999999999999111821580299874767661094665527343749¯
...and so forth
Actually, you're simply ending up doing a floor() on the first operand, without any floating point operations going on. Since the left shift and right shift bitwise operations only make sense with integer operands, the JavaScript engine is converting the two operands to integers first:
2.999999 >> 0.5
Becomes:
Math.floor(2.999999) >> Math.floor(0.5)
Which in turn is:
2 >> 0
Shifting by 0 bits means "don't do a shift" and therefore you end up with the first operand, simply truncated to an integer.
The SpiderMonkey source code has:
switch (op) {
case JSOP_LSH:
case JSOP_RSH:
if (!js_DoubleToECMAInt32(cx, d, &i)) // Same as Math.floor()
return JS_FALSE;
if (!js_DoubleToECMAInt32(cx, d2, &j)) // Same as Math.floor()
return JS_FALSE;
j &= 31;
d = (op == JSOP_LSH) ? i << j : i >> j;
break;
Your seeing a "rounding up" with certain numbers is due to the fact the JavaScript engine can't handle decimal digits beyond a certain precision and therefore your number ends up getting rounded up to the next integer. Try this in your browser:
alert(2.999999999999999);
You'll get 2.999999999999999. Now try adding one more 9:
alert(2.9999999999999999);
You'll get a 3.
This is possibly the single worst idea I have ever seen. Its only possible purpose for existing is for winning an obfusticated code contest. There's no significance to the long numbers you posted -- they're an artifact of the underlying floating-point implementation, filtered through god-knows how many intermediate layers. Bit-shifting by a fractional number of bytes is insane and I'm surprised it doesn't raise an exception -- but that's Javascript, always willing to redefine "insane".
If I were you, I'd avoid ever using this "feature". Its only value is as a possible root cause for an unusual error condition. Use Math.floor() and take pity on the next programmer who will maintain the code.
Confirming a couple suspicions I had when reading the question:
Right-shifting any fractional number x by any fractional number y will simply truncate x, giving the same result as Math.floor() while thoroughly confusing the reader.
2.999999999999999777955395074968691915... is simply the largest number that can be differentiated from "3". Try evaluating it by itself -- if you add anything to it, it will evaluate to 3. This is an artifact of the browser and local system's floating-point implementation.
If you wanna go deeper, read "What Every Computer Scientist Should Know About Floating-Point Arithmetic": https://docs.oracle.com/cd/E19957-01/806-3568/ncg_goldberg.html
Try this javascript out:
alert(parseFloat("2.9999999999999997779553950749686919152736663818359374999999"));
Then try this:
alert(parseFloat("2.9999999999999997779553950749686919152736663818359375"));
What you are seeing is simple floating point inaccuracy. For more information about that, see this for example: http://en.wikipedia.org/wiki/Floating_point#Accuracy_problems.
The basic issue is that the closest that a floating point value can get to representing the second number is greater than or equal to 3, whereas the closes that the a float can get to the first number is strictly less than three.
As for why right shifting by 0.5 does anything sane at all, it seems that 0.5 is just itself getting converted to an int (0) beforehand. Then the original float (2.999...) is getting converted to an int by truncation, as usual.
I don't think your right shift is relevant. You are simply beyond the resolution of a double precision floating point constant.
In Chrome:
var x = 2.999999999999999777955395074968691915273666381835937499999;
var y = 2.9999999999999997779553950749686919152736663818359375;
document.write("x=" + x);
document.write(" y=" + y);
Prints out: x = 2.9999999999999996 y=3
The shift right operator only operates on integers (both sides). So, shifting right by .5 bits should be exactly equivalent to shifting right by 0 bits. And, the left hand side is converted to an integer before the shift operation, which does the same thing as Math.floor().
I suspect that converting 2.9999999999999997779553950749686919152736663818359374999999
to it's binary representation would be enlightening. It's probably only 1 bit different
from true 3.
Good guess, but no cigar.
As the double precision FP number has 53 bits, the last FP number before 3 is actually
(exact): 2.999999999999999555910790149937383830547332763671875
But why it is
2.9999999999999997779553950749686919152736663818359375
(and this is exact, not 49999... !)
which is higher than the last displayable unit ? Rounding. The conversion routine (String to number) simply is correctly programmed to round the input the the next floating point number.
2.999999999999999555910790149937383830547332763671875
.......(values between, increasing) -> round down
2.9999999999999997779553950749686919152736663818359375
....... (values between, increasing) -> round up to 3
3
The conversion input must use full precision. If the number is exactly the half between
those two fp numbers (which is 2.9999999999999997779553950749686919152736663818359375)
the rounding depends on the setted flags. The default rounding is round to even, meaning that the number will be rounded to the next even number.
Now
3 = 11. (binary)
2.999... = 10.11111111111...... (binary)
All bits are set, the number is always odd. That means that the exact half number will be rounded up, so you are getting the strange .....49999 period because it must be smaller than the exact half to be distinguishable from 3.
I suspect that converting 2.9999999999999997779553950749686919152736663818359374999999 to its binary representation would be enlightening. It's probably only 1 bit different from true 3.
And to add to John's answer, the odds of this being more performant than Math.floor are vanishingly small.
I don't know if JavaScript uses floating-point numbers or some kind of infinite-precision library, but either way, you're going to get rounding errors on an operation like this -- even if it's pretty well defined.
It should be noted that the number ".0000000000000007779553950749686919152736663818359374" is quite possibly the Epsilon, defined as "the smallest number E such that (1+E) > 1."

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