Mersenne-Twister pseudorandom number generator (PRNG), specifically MT19937
This module has a type, mt19937_type, which can be used to have multiple, independent PRNGs within the same program. There is a module-level instance that can be used via the public procedures sgrnd and grnd, which can be used to have a consistent, reproducible PRNG across a whole program.
The original documentation comment follows:
A C-program for MT19937: Real number version genrand() generates one pseudorandom real number (double) which is uniformly distributed on [0,1]-interval, for each call. sgenrand(seed) set initial values to the working area of 624 words. Before genrand(), sgenrand(seed) must be called once. (seed is any 32-bit integer except for 0). Integer generator is obtained by modifying two lines. Coded by Takuji Nishimura, considering the suggestions by Topher Cooper and Marc Rieffel in July-Aug. 1997.
This library is free software; you can redistribute it and/or modify it under the terms of the GNU Library General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Library General Public License for more details. You should have received a copy of the GNU Library General Public License along with this library; if not, write to the Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura. When you use this, send an email to: matumoto@math.keio.ac.jp with an appropriate reference to your work.
Fortran translation by Hiroshi Takano. Jan. 13, 1999.
This program uses the following non-standard intrinsics. ishft(i,n): If n>0, shifts bits in i by n positions to left. If n<0, shifts bits in i by n positions to right. iand (i,j): Performs logical AND on corresponding bits of i and j. ior (i,j): Performs inclusive OR on corresponding bits of i and j. ieor (i,j): Performs exclusive OR on corresponding bits of i and j.
Fortran 95 translation and modularized to use in gyrokinetics project by R. Numata, June 2, 2010. * removed statement functions (TSHFTU,TSHFTS,TSHFTT,TSHFTL) * uses [0,1) interval * the above bit manipulation functions became standard. * definition of UMASK is corrected (the original value cannot be represented as a kind=4 integer.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| integer, | private, | parameter | :: | default_seed | = | 4357 | |
| integer, | private, | parameter | :: | N_mt19937 | = | 624 |
state size |
| integer, | private, | parameter | :: | M_mt19937 | = | 397 |
state size |
| type(mt19937_type), | private | :: | module_mt19937 |
Module-level instance |
Mersenne-Twister object. Allows multiple, independent instances to be used within a program
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| integer, | public | :: | mt(0:N_mt19937-1) |
The array for the state vector |
|||
| integer, | public | :: | mti | = | N_mt19937+1 |
mti==N+1 means mt[N] is not initialized |
| procedure , public , :: set_seed Subroutine | |
| procedure , public , :: generate Function |
Generate a random number from the module-level mt19937_type instance
Generate a random number from a mt19937_type
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| class(mt19937_type), | intent(inout) | :: | this |
Set initial seed of module-level mt19937_type instance
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| integer, | intent(in) | :: | seed |
Set initial seed of a mt19937_type instance
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| class(mt19937_type), | intent(inout) | :: | this | |||
| integer, | intent(in) | :: | seed |