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random_mod.f90
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random_mod.f90
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module random_mod
contains
subroutine sgrnd(seed)
implicit integer(a-z)
!Period parameters
parameter(N = 624)
dimension mt(0:N-1)
!The array for the state vector
common /block/mti,mt
save /block/
!setting initial seeds to mt[N] using
!the generator Line 25 of Table 1 in
![KNUTH 1981, The Art of Computer Programming
!Vol. 2 (2nd Ed.), pp102]
mt(0)= iand(seed,-1)
do mti=1,N-1
mt(mti) = iand(69069 * mt(mti-1),-1)
end do
return
end subroutine sgrnd
!-----------------------------------------------------------------------
double precision function grnd()
implicit integer(a-z)
!Period parameters
parameter(N = 624)
parameter(N1 = N+1)
parameter(M = 397)
parameter(MATA = -1727483681)
!constant vector a
parameter(UMASK = -2147483648)
!most significant w-r bits
parameter(LMASK = 2147483647)
!least significant r bits
!Tempering parameters
parameter(TMASKB= -1658038656)
parameter(TMASKC= -272236544)
dimension mt(0:N-1)
!the array for the state vector
common /block/mti,mt
save /block/
data mti/N1/
!mti==N+1 means mt[N] is not initialized
dimension mag01(0:1)
data mag01/0, MATA/
save mag01
!mag01(x) = x * MATA for x=0,1
TSHFTU(y)=ishft(y,-11)
TSHFTS(y)=ishft(y,7)
TSHFTT(y)=ishft(y,15)
TSHFTL(y)=ishft(y,-18)
if(mti.ge.N) then
!generate N words at one time
if(mti.eq.N+1) then
!if sgrnd() has not been called,
call sgrnd(4357)
!a default initial seed is used
endif
do kk=0,N-M-1
y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
mt(kk)=ieor(ieor(mt(kk+M),ishft(y,-1)),mag01(iand(y,1)))
end do
do kk=N-M,N-2
y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
mt(kk)=ieor(ieor(mt(kk+(M-N)),ishft(y,-1)),mag01(iand(y,1)))
end do
y=ior(iand(mt(N-1),UMASK),iand(mt(0),LMASK))
mt(N-1)=ieor(ieor(mt(M-1),ishft(y,-1)),mag01(iand(y,1)))
mti = 0
endif
y=mt(mti)
mti=mti+1
y=ieor(y,TSHFTU(y))
y=ieor(y,iand(TSHFTS(y),TMASKB))
y=ieor(y,iand(TSHFTT(y),TMASKC))
y=ieor(y,TSHFTL(y))
if(y.lt.0) then
grnd=(dble(y)+2.0d0**32)/(2.0d0**32-1.0d0)
else
grnd=dble(y)/(2.0d0**32-1.0d0)
endif
return
end function grnd
!-----------------------------------------------------------------------
subroutine rangauss(sigma,mu,x1,x2)
implicit none
real (kind=8) :: sigma,mu,x1,x2
real (kind=8) :: u1,u2,w
do
u1 = 2.d0*grnd()-1.d0
u2 = 2.d0*grnd()-1.d0
w = u1*u1+u2*u2
if (w<=1.d0) exit
end do
w = sqrt((-2.d0*log(w))/w)
x1 = mu+sigma*u1*w
x2 = mu+sigma*u2*w
return
end subroutine rangauss
!-----------------------------------------------------------------------
end module random_mod