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mt19937.f
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mt19937.f
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* 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.
*
* genrand() -> double precision function grnd()
* sgenrand(seed) -> subroutine sgrnd(seed)
* integer seed
*
* 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.
*
************************************************************************
* this main() outputs first 1000 generated numbers
ccc program main
ccc
ccc implicit integer(i-n)
ccc implicit double precision(a-h,o-z)
ccc
ccc parameter(no=1000)
ccc dimension r(0:7)
ccc
ccc* call sgrnd(4357)
ccc* any nonzero integer can be used as a seed
ccc do 1000 j=0,no-1
ccc r(mod(j,8))=grnd()
ccc if(mod(j,8).eq.7) then
ccc write(*,'(8(f8.6,'' ''))') (r(k),k=0,7)
ccc else if(j.eq.no-1) then
ccc write(*,'(8(f8.6,'' ''))') (r(k),k=0,mod(no-1,8))
ccc endif
ccc 1000 continue
ccc
ccc stop
ccc end
************************************************************************
subroutine sgrnd(seed)
implicit none
* Period parameters
integer N
parameter(N=624)
integer mti
integer mt(0:N-1) !the array for the state vector
common /block/mti,mt
save /block/
integer seed
*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 1000 mti=1,N-1
mt(mti) = iand(69069 * mt(mti-1),-1)
1000 continue
return
end
************************************************************************
double precision function grnd()
implicit none
integer N,N1,M
integer MATA,UMASK,LMASK
integer TMASKB,TMASKC
* Period parameters
parameter(N = 624)
parameter(N1 = N+1)
parameter(M = 397)
parameter(MATA = -1727483681) !constant vector a
C This next line may look weird, but it is very important. For standard fortran
C standard integers are allowed to range from -214748368 to 214748367 (2**31-1).
C However the statement x=-2147483648 is interpreted as the operation of
C making the number 2147483648 negative - this is not allowed.
C To get around this, we just take -2147483647 and subtract 1.
parameter(UMASK = -2147483647-1) !most significant w-r bits
parameter(LMASK = 2147483647) !least significant r bits
* Tempering parameters
parameter(TMASKB= -1658038656)
parameter(TMASKC= -272236544)
integer mti
integer mt(0:N-1) !the array for the state vector
common /block/mti,mt
save /block/
integer mag01(0:1)
save mag01 !mag01(x) = x * MATA for x=0,1
integer y
integer kk
data mti/N1/ !mti==N+1 means mt[N] is not initialized
data mag01/0, MATA/
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 1000 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)))
1000 continue
do 1100 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)))
1100 continue
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,ishft(y,-11))
y=ieor(y,iand(ishft(y,7),TMASKB))
y=ieor(y,iand(ishft(y,15),TMASKC))
y=ieor(y,ishft(y,-18))
if(y.lt.0) then
grnd=(dble(y)+2.0e0**32)/(2.0e0**32-1.0e0)
else
grnd=dble(y)/(2.0e0**32-1.0e0)
endif
return
end
subroutine saverndstate(fname)
implicit none
character*(*) fname
integer i
integer N
parameter(N = 624)
integer mti
integer mt(0:N-1) !the array for the state vector
common /block/mti,mt
save /block/
open(unit=1,file=fname)
write(1,'(i11)') mti
do i=0,N-1
write(1,'(i11)') mt(i)
enddo
close(unit=1)
return
end
logical function restorerndstate(fname)
implicit none
character*(*) fname
integer i
integer N
parameter(N = 624)
integer mti
integer mt(0:N-1) !the array for the state vector
integer mti_saved
integer mt_saved(0:N-1)
common /block/mti,mt
save /block/
open(unit=1,file=fname,err=125)
read(1,'(i11)',err=125,end=125) mti_saved
do i=0,N-1
read(1,'(i11)',err=125,end=125) mt_saved(i)
enddo
close(unit=1)
c Only overwrite state if read was successful
mti = mti_saved
do i=0,N-1
mt(i) = mt_saved(i)
enddo
restorerndstate = .true.
return
125 continue
restorerndstate = .false.
return
end