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C $Header: /u/gcmpack/MITgcm/model/src/port_rand.F,v 1.7 2009/12/08 21:50:35 jmc Exp $ |
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C $Name: $ |
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#undef _USE_INTEGERS |
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|
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C-- File port_rand.F: Portable random number generator functions |
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C-- Contents |
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C-- o PORT_RAND |
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C-- o PORT_RANARR |
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C-- o PORT_RAND_NORM |
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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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|
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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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CBOP |
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C !ROUTINE: PORT_RANARR |
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C !INTERFACE: |
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SUBROUTINE PORT_RANARR(n,arr) |
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|
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C !DESCRIPTION: |
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C Portable random number array generator |
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|
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C !USES: |
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IMPLICIT NONE |
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|
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C !INPUT PARAMETERS: |
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INTEGER n |
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real*8 arr(n) |
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CEOP |
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|
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C !LOCAL VARIABLES: |
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INTEGER i |
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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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|
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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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xs = 0.0 |
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DO WHILE ( xs.GE.1.0 .OR. xs.EQ.0.0 ) |
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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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ENDDO |
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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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|
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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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