[math] Generate a random point within a circle (uniformly)

Let's approach this like Archimedes would have.

How can we generate a point uniformly in a triangle ABC, where |AB|=|BC|? Let's make this easier by extending to a parallelogram ABCD. It's easy to generate points uniformly in ABCD. We uniformly pick a random point X on AB and Y on BC and choose Z such that XBYZ is a parallelogram. To get a uniformly chosen point in the original triangle we just fold any points that appear in ADC back down to ABC along AC.

Now consider a circle. In the limit we can think of it as infinitely many isoceles triangles ABC with B at the origin and A and C on the circumference vanishingly close to each other. We can pick one of these triangles simply by picking an angle theta. So we now need to generate a distance from the center by picking a point in the sliver ABC. Again, extend to ABCD, where D is now twice the radius from the circle center.

Picking a random point in ABCD is easy using the above method. Pick a random point on AB. Uniformly pick a random point on BC. Ie. pick a pair of random numbers x and y uniformly on [0,R] giving distances from the center. Our triangle is a thin sliver so AB and BC are essentially parallel. So the point Z is simply a distance x+y from the origin. If x+y>R we fold back down.

Here's the complete algorithm for R=1. I hope you agree it's pretty simple. It uses trig, but you can give a guarantee on how long it'll take, and how many random() calls it needs, unlike rejection sampling.

t = 2*pi*random()
u = random()+random()
r = if u>1 then 2-u else u
[r*cos(t), r*sin(t)]

Here it is in Mathematica.

f[] := Block[{u, t, r},
  u = Random[] + Random[];
  t = Random[] 2 Pi;
  r = If[u > 1, 2 - u, u];
  {r Cos[t], r Sin[t]}
]

ListPlot[Table[f[], {10000}], AspectRatio -> Automatic]

enter image description here

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