| [f2eb077] | 1 | c---------------------------------------------------------------------
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| 2 | double precision function randlc (x, a)
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| 3 | c---------------------------------------------------------------------
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| 4 |
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| 5 | c---------------------------------------------------------------------
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| 6 | c
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| 7 | c This routine returns a uniform pseudorandom double precision number in the
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| 8 | c range (0, 1) by using the linear congruential generator
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| 9 | c
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| 10 | c x_{k+1} = a x_k (mod 2^46)
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| 11 | c
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| 12 | c where 0 < x_k < 2^46 and 0 < a < 2^46. This scheme generates 2^44 numbers
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| 13 | c before repeating. The argument A is the same as 'a' in the above formula,
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| 14 | c and X is the same as x_0. A and X must be odd double precision integers
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| 15 | c in the range (1, 2^46). The returned value RANDLC is normalized to be
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| 16 | c between 0 and 1, i.e. RANDLC = 2^(-46) * x_1. X is updated to contain
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| 17 | c the new seed x_1, so that subsequent calls to RANDLC using the same
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| 18 | c arguments will generate a continuous sequence.
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| 19 | c
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| 20 | c This routine should produce the same results on any computer with at least
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| 21 | c 48 mantissa bits in double precision floating point data. On 64 bit
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| 22 | c systems, double precision should be disabled.
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| 23 | c
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| 24 | c David H. Bailey October 26, 1990
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| 25 | c
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| 26 | c---------------------------------------------------------------------
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| 27 |
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| 28 | implicit none
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| 29 |
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| 30 | double precision r23,r46,t23,t46,a,x,t1,t2,t3,t4,a1,a2,x1,x2,z
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| 31 | parameter (r23 = 0.5d0 ** 23, r46 = r23 ** 2, t23 = 2.d0 ** 23,
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| 32 | > t46 = t23 ** 2)
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| 33 |
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| 34 | c---------------------------------------------------------------------
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| 35 | c Break A into two parts such that A = 2^23 * A1 + A2.
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| 36 | c---------------------------------------------------------------------
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| 37 | t1 = r23 * a
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| 38 | a1 = int (t1)
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| 39 | a2 = a - t23 * a1
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| 40 |
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| 41 | c---------------------------------------------------------------------
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| 42 | c Break X into two parts such that X = 2^23 * X1 + X2, compute
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| 43 | c Z = A1 * X2 + A2 * X1 (mod 2^23), and then
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| 44 | c X = 2^23 * Z + A2 * X2 (mod 2^46).
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| 45 | c---------------------------------------------------------------------
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| 46 | t1 = r23 * x
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| 47 | x1 = int (t1)
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| 48 | x2 = x - t23 * x1
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| 49 |
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| 50 |
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| 51 | t1 = a1 * x2 + a2 * x1
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| 52 | t2 = int (r23 * t1)
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| 53 | z = t1 - t23 * t2
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| 54 | t3 = t23 * z + a2 * x2
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| 55 | t4 = int (r46 * t3)
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| 56 | x = t3 - t46 * t4
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| 57 | randlc = r46 * x
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| 58 | return
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| 59 | end
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| 60 |
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| 61 |
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| 62 |
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| 63 | c---------------------------------------------------------------------
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| 64 | c---------------------------------------------------------------------
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| 65 |
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| 66 | subroutine vranlc (n, x, a, y)
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| 67 |
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| 68 | c---------------------------------------------------------------------
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| 69 | c---------------------------------------------------------------------
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| 70 |
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| 71 | c---------------------------------------------------------------------
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| 72 | c This routine generates N uniform pseudorandom double precision numbers in
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| 73 | c the range (0, 1) by using the linear congruential generator
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| 74 | c
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| 75 | c x_{k+1} = a x_k (mod 2^46)
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| 76 | c
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| 77 | c where 0 < x_k < 2^46 and 0 < a < 2^46. This scheme generates 2^44 numbers
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| 78 | c before repeating. The argument A is the same as 'a' in the above formula,
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| 79 | c and X is the same as x_0. A and X must be odd double precision integers
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| 80 | c in the range (1, 2^46). The N results are placed in Y and are normalized
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| 81 | c to be between 0 and 1. X is updated to contain the new seed, so that
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| 82 | c subsequent calls to RANDLC using the same arguments will generate a
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| 83 | c continuous sequence.
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| 84 | c
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| 85 | c This routine generates the output sequence in batches of length NV, for
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| 86 | c convenience on vector computers. This routine should produce the same
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| 87 | c results on any computer with at least 48 mantissa bits in double precision
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| 88 | c floating point data. On Cray systems, double precision should be disabled.
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| 89 | c
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| 90 | c David H. Bailey August 30, 1990
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| 91 | c---------------------------------------------------------------------
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| 92 |
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| 93 | integer n
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| 94 | double precision x, a, y(*)
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| 95 |
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| 96 | double precision r23, r46, t23, t46
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| 97 | integer nv
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| 98 | parameter (r23 = 2.d0 ** (-23), r46 = r23 * r23, t23 = 2.d0 ** 23,
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| 99 | > t46 = t23 * t23, nv = 64)
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| 100 | double precision xv(nv), t1, t2, t3, t4, an, a1, a2, x1, x2, yy
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| 101 | integer n1, i, j
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| 102 | external randlc
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| 103 | double precision randlc
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| 104 |
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| 105 | c---------------------------------------------------------------------
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| 106 | c Compute the first NV elements of the sequence using RANDLC.
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| 107 | c---------------------------------------------------------------------
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| 108 | t1 = x
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| 109 | n1 = min (n, nv)
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| 110 |
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| 111 | do i = 1, n1
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| 112 | xv(i) = t46 * randlc (t1, a)
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| 113 | enddo
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| 114 |
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| 115 | c---------------------------------------------------------------------
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| 116 | c It is not necessary to compute AN, A1 or A2 unless N is greater than NV.
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| 117 | c---------------------------------------------------------------------
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| 118 | if (n .gt. nv) then
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| 119 |
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| 120 | c---------------------------------------------------------------------
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| 121 | c Compute AN = AA ^ NV (mod 2^46) using successive calls to RANDLC.
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| 122 | c---------------------------------------------------------------------
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| 123 | t1 = a
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| 124 | t2 = r46 * a
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| 125 |
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| 126 | do i = 1, nv - 1
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| 127 | t2 = randlc (t1, a)
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| 128 | enddo
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| 129 |
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| 130 | an = t46 * t2
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| 131 |
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| 132 | c---------------------------------------------------------------------
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| 133 | c Break AN into two parts such that AN = 2^23 * A1 + A2.
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| 134 | c---------------------------------------------------------------------
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| 135 | t1 = r23 * an
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| 136 | a1 = aint (t1)
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| 137 | a2 = an - t23 * a1
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| 138 | endif
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| 139 |
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| 140 | c---------------------------------------------------------------------
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| 141 | c Compute N pseudorandom results in batches of size NV.
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| 142 | c---------------------------------------------------------------------
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| 143 | do j = 0, n - 1, nv
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| 144 | n1 = min (nv, n - j)
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| 145 |
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| 146 | c---------------------------------------------------------------------
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| 147 | c Compute up to NV results based on the current seed vector XV.
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| 148 | c---------------------------------------------------------------------
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| 149 | do i = 1, n1
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| 150 | y(i+j) = r46 * xv(i)
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| 151 | enddo
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| 152 |
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| 153 | c---------------------------------------------------------------------
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| 154 | c If this is the last pass through the 140 loop, it is not necessary to
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| 155 | c update the XV vector.
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| 156 | c---------------------------------------------------------------------
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| 157 | if (j + n1 .eq. n) goto 150
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| 158 |
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| 159 | c---------------------------------------------------------------------
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| 160 | c Update the XV vector by multiplying each element by AN (mod 2^46).
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| 161 | c---------------------------------------------------------------------
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| 162 | do i = 1, nv
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| 163 | t1 = r23 * xv(i)
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| 164 | x1 = aint (t1)
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| 165 | x2 = xv(i) - t23 * x1
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| 166 | t1 = a1 * x2 + a2 * x1
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| 167 | t2 = aint (r23 * t1)
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| 168 | yy = t1 - t23 * t2
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| 169 | t3 = t23 * yy + a2 * x2
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| 170 | t4 = aint (r46 * t3)
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| 171 | xv(i) = t3 - t46 * t4
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| 172 | enddo
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| 173 |
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| 174 | enddo
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| 175 |
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| 176 | c---------------------------------------------------------------------
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| 177 | c Save the last seed in X so that subsequent calls to VRANLC will generate
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| 178 | c a continuous sequence.
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| 179 | c---------------------------------------------------------------------
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| 180 | 150 x = xv(n1)
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| 181 |
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| 182 | return
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| 183 | end
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| 184 |
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| 185 | c----- end of program ------------------------------------------------
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| 186 |
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