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C $Header: /u/gcmpack/MITgcm/model/src/port_rand.F,v 1.5 2004/09/07 15:16:58 edhill Exp $ |
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C $Name: $ |
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|
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C Portable random number generator |
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|
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#undef _USE_INTEGERS |
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|
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C---+----1----+----2----+----3----+----4----+----5----+----6----+----7-|--+----| |
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CBOP |
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C !ROUTINE: port_rand |
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C !INTERFACE: |
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real*8 function port_rand(seed) |
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|
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C !DESCRIPTION: |
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C Portable random number generator |
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C seed >=0 :: initialise using this seed ; and return 0 |
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C seed < 0 :: if first call then initialise using the default seed (=mseed) |
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C and always return a random number |
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|
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C !USES: |
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implicit none |
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C !INPUT PARAMETERS: |
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#ifdef _USE_INTEGERS |
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integer seed |
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#else |
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real*8 seed |
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#endif |
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CEOP |
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|
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C !LOCAL VARIABLES: |
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integer nff,idum |
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parameter(nff=55) |
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parameter(idum=-2) |
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real*8 fac |
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#ifdef _USE_INTEGERS |
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integer mbig,mseed,mZ |
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parameter (mbig=1000000000,mz=0,fac=1.d0/mbig) |
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integer mj,mk,ma(nff) |
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data mseed/161803398/ |
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#else |
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real*8 mbig,mseed,mz |
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parameter (mbig=4000000.,mz=0.,fac=1.d0/mbig) |
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real*8 mj,mk,ma(nff) |
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data mseed/1618033./ |
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#endif |
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logical firstCall |
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integer i,ii,inext,inextp,k |
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data firstCall /.true./ |
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save firstCall,inext,inextp,ma |
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|
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C- Initialise the random number generator |
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if(firstCall .OR. seed.GE.mz)then |
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if (seed.GE.mz) mseed = seed |
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firstCall=.false. |
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mj=mseed-iabs(idum) |
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mj=mod(mj,mbig) |
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ma(nff)=mj |
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mk=1 |
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do i=1,nff-1 |
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ii=mod(21*i,nff) |
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ma(ii)=mk |
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mk=mj-mk |
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if(mk.lt.mz)mk=mk+mbig |
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mj=ma(ii) |
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enddo |
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do k=1,4 |
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do i=1,nff |
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ma(i)=ma(i)-ma(1+mod(i+30,nff)) |
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if(ma(i).lt.mz)ma(i)=ma(i)+mbig |
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enddo |
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enddo |
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inext=0 |
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inextp=31 |
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endif |
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|
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C- Compute a random number (only if seed < 0) |
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if(seed.GE.mz)then |
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port_rand=0.d0 |
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else |
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inext=mod(inext,nff)+1 |
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inextp=mod(inextp,nff)+1 |
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mj=ma(inext)-ma(inextp) |
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if(mj.lt.mz)mj=mj+mbig |
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ma(inext)=mj |
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port_rand=mj*fac |
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endif |
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|
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return |
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end |
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|
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C---+----1----+----2----+----3----+----4----+----5----+----6----+----7-|--+----| |
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|
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subroutine port_ranarr(n,arr) |
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implicit none |
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integer n,i |
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real arr(n) |
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real*8 port_rand |
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#ifdef _USE_INTEGERS |
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integer seed |
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seed=-1 |
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#else |
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real*8 seed |
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seed=-1.d0 |
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#endif |
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c seed=1618033.0d0 |
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do i=1,n |
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arr(i)=port_rand(seed) |
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enddo |
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|
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return |
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end |
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|
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C---+----1----+----2----+----3----+----4----+----5----+----6----+----7-|--+----| |
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CBOP |
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C !ROUTINE: port_rand_norm |
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C !INTERFACE: |
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real*8 function port_rand_norm() |
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|
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C !DESCRIPTION: |
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C This function generates a normally distributed random number with |
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C the so called polar algorithm. The algorithm actually generates 2 |
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C numbers, but only 1 is returned for maximum compatibility with old |
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C code. The most obvious way to improve this function would be to |
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C make sure that the second number is not wasted. |
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|
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C Changed: 2004.09.06 antti.westerlund@fimr.fi |
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|
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C !USES: |
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implicit none |
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CEOP |
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|
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C !LOCAL VARIABLES: |
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real*8 port_rand |
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real*8 x1, x2, xs, t |
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integer i |
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|
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#ifdef _USE_INTEGERS |
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integer seed |
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seed=-1 |
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#else |
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real*8 seed |
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seed=-1.d0 |
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#endif |
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c seed=1618033.0d0 |
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|
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C first generate 2 equally distributed random numbers (-1,1) |
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DO WHILE (1 .eq. 1) |
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x1=2.0*port_rand(seed)-1.0 |
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x2=2.0*port_rand(seed)-1.0 |
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xs=x1**2+x2**2 |
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if(xs .lt. 1.0 .and. xs .ne. 0.0) then |
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goto 100 |
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end if |
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END DO |
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100 continue |
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|
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t = sqrt(-2.0*log(xs)/xs) |
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port_rand_norm = t*x1 |
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C |
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C also t*x2 would be a gaussian random number and could be returned |
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|
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return |
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end |
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