?? random.f
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!===========================================================================! RCS: $Id: random.F,v 1.1 1997/07/24 11:11:09 kresse Exp $!! This random number generator originally appeared in Toward a Universal! Random Number Generator by George Marsaglia and Arif Zaman.! Florida State University Report: FSU-SCRI-87-50 (1987)!! It was later modified by F. James and published in A Review of Pseudo-! random Number Generators!! Some final small modifications have been done by J. Furthmueller! Technical University of Vienna, November 1993!! THIS IS THE BEST KNOWN RANDOM NUMBER GENERATOR AVAILABLE.! (However, a newly discovered technique can yield! a period of 10^600. But that is still in the development stage.)!! It passes ALL of the tests for random number generators and has a period! of 2^144, is completely portable (gives bit identical results on all! machines with at least 24-bit mantissas in the floating point! representation).!! The algorithm is a combination of a Fibonacci sequence (with lags of 97! and 33, and operation "subtraction plus one, modulo one") and an! "arithmetic sequence" (using subtraction).!! On a Vax 11/780, this random number generator can produce a number in! 13 microseconds.! (Note by J. Furthmueller: in 2.5 microseconds on a IBM RS6000/Model 580)!======================================================================== BLOCK DATA RMARIN_INI USE prec IMPLICIT REAL(q) (A-H,O-Z) LOGICAL TEST REAL(q) U(97), C, CD, CM INTEGER I97, J97 COMMON /RASET1/ U, C, CD, CM, I97, J97, TEST DATA TEST /.FALSE./ END SUBROUTINE RMARIN(IJ,KL) USE prec IMPLICIT REAL(q) (A-H,O-Z)! This is the initialization routine for the random number generator RANMAR()! NOTE: The seed variables can have values between: 0 <= IJ <= 31328! 0 <= KL <= 30081! The random number sequences created by these two seeds are of sufficient! length to complete an entire calculation with. For example, if several! different groups are working on different parts of the same calculation,! each group could be assigned its own IJ seed. This would leave each group! with 30000 choices for the second seed. That is to say, this random! number generator can create 900 million different subsequences -- with! each subsequence having a length of approximately 10^30.!! Use IJ = 1802 & KL = 9373 to test the random number generator. The! subroutine RANMAR should be used to generate 20000 random numbers.! Then display the next six random numbers generated multiplied by 4096*4096! If the random number generator is working properly, the random numbers! should be:! 6533892.0 14220222.0 7275067.0! 6172232.0 8354498.0 10633180.0 REAL(q) U(97), C, CD, CM INTEGER I97, J97 LOGICAL TEST COMMON /RASET1/ U, C, CD, CM, I97, J97, TEST IF ( (IJ<0) .OR. (IJ>31328) .OR. & & (KL<0) .OR. (KL>30081) ) THEN PRINT '(A)',' The first random number seed must have a value between 0 and 31328' PRINT '(A)',' The second seed must have a value between 0 and 30081' STOP ENDIF I = MOD(IJ/177, 177) + 2 J = MOD(IJ , 177) + 2 K = MOD(KL/169, 178) + 1 L = MOD(KL, 169) DO 2 II = 1, 97 S = 0.0_q T = 0.5_q DO 3 jj = 1, 24 M = MOD(MOD(I*J, 179)*K, 179) I = J J = K K = M L = MOD(53*L+1, 169) IF (MOD(L*M, 64) >= 32) THEN S = S + T ENDIF T = 0.5_q * T3 CONTINUE U(II) = S2 CONTINUE C = 362436.0_q / 16777216.0_q CD = 7654321.0_q / 16777216.0_q CM = 16777213.0_q /16777216.0_q I97 = 97 J97 = 33 TEST = .TRUE. RETURN END FUNCTION RANMAR() USE prec IMPLICIT REAL(q) (A-H,O-Z)! This is the random number generator proposed by George Marsaglia in! Florida State University Report: FSU-SCRI-87-50! It was slightly modified by F. James to produce an array of pseudorandom! numbers. REAL(q) U(97), C, CD, CM, RANMAR INTEGER I97, J97 LOGICAL TEST COMMON /RASET1/ U, C, CD, CM, I97, J97, TEST INTEGER IVEC IF (.NOT. TEST) THEN PRINT '(A)',' Call the init routine (RMARIN) before calling RANMAR!' PRINT '(A)',' Initializing now with built-in seeds 1802 and 9373 ...' CALL RMARIN(1802,9373) ENDIF UNI = U(I97) - U(J97) IF ( UNI < 0.0_q ) UNI = UNI + 1.0_q U(I97) = UNI I97 = I97 - 1 IF (I97 == 0) I97 = 97 J97 = J97 - 1 IF (J97 == 0) J97 = 97 C = C - CD IF ( C < 0.0_q ) C = C + CM UNI = UNI - C IF ( UNI < 0.0_q ) UNI = UNI + 1.0_q RANMAR = UNI RETURN END FUNCTION RANE() USE prec IMPLICIT REAL(q) (A-H,O-Z)! Simplified call interface to RANMAR using a fixed initialisation ... REAL(q) RANMAR, RANE EXTERNAL RANMAR, RMARIN INTEGER ICALL SAVE ICALL,IJ,KL DATA ICALL /0/, IJ /1802/, KL /9373/ IF ( ICALL == 0 ) CALL RMARIN(IJ,KL) ICALL = ICALL + 1 RANE=RANMAR() RETURN END FUNCTION RANG(RNULL,WIDTH) USE prec IMPLICIT REAL(q) (A-H,O-Z)! This should produce a normal distribution (Gaussian distribution): REAL(q) RNULL, WIDTH, TWOPI, RANE, RANG PARAMETER ( TWOPI = 6.283185307179586_q ) EXTERNAL RANE RANG = COS( TWOPI*RANE() ) * SQRT( -2._q*LOG(RANE()) ) RANG = WIDTH * RANG + RNULL RETURN END
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