]>
Commit | Line | Data |
---|---|---|
c28b8f8d | 1 | C* |
2 | C* $Id$ | |
3 | C* | |
c28b8f8d | 4 | C#include "gen/pilot.h" |
5 | SUBROUTINE RANLUX(RVEC,LENV) | |
6 | C Subtract-and-borrow random number generator proposed by | |
7 | C Marsaglia and Zaman, implemented by F. James with the name | |
8 | C RCARRY in 1991, and later improved by Martin Luescher | |
9 | C in 1993 to produce "Luxury Pseudorandom Numbers". | |
10 | C Fortran 77 coded by F. James, 1993 | |
11 | C | |
12 | C LUXURY LEVELS. | |
13 | C ------ ------ The available luxury levels are: | |
14 | C | |
15 | C level 0 (p=24): equivalent to the original RCARRY of Marsaglia | |
16 | C and Zaman, very long period, but fails many tests. | |
17 | C level 1 (p=48): considerable improvement in quality over level 0, | |
18 | C now passes the gap test, but still fails spectral test. | |
19 | C level 2 (p=97): passes all known tests, but theoretically still | |
20 | C defective. | |
21 | C level 3 (p=223): DEFAULT VALUE. Any theoretically possible | |
22 | C correlations have very small chance of being observed. | |
23 | C level 4 (p=389): highest possible luxury, all 24 bits chaotic. | |
24 | C | |
25 | C!!! ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
26 | C!!! Calling sequences for RANLUX: ++ | |
27 | C!!! CALL RANLUX (RVEC, LEN) returns a vector RVEC of LEN ++ | |
28 | C!!! 32-bit random floating point numbers between ++ | |
29 | C!!! zero (not included) and one (also not incl.). ++ | |
30 | C!!! CALL RLUXGO(LUX,INT,K1,K2) initializes the generator from ++ | |
31 | C!!! one 32-bit integer INT and sets Luxury Level LUX ++ | |
32 | C!!! which is integer between zero and MAXLEV, or if ++ | |
33 | C!!! LUX .GT. 24, it sets p=LUX directly. K1 and K2 ++ | |
34 | C!!! should be set to zero unless restarting at a break++ | |
35 | C!!! point given by output of RLUXAT (see RLUXAT). ++ | |
36 | C!!! CALL RLUXAT(LUX,INT,K1,K2) gets the values of four integers++ | |
37 | C!!! which can be used to restart the RANLUX generator ++ | |
38 | C!!! at the current point by calling RLUXGO. K1 and K2++ | |
39 | C!!! specify how many numbers were generated since the ++ | |
40 | C!!! initialization with LUX and INT. The restarting ++ | |
41 | C!!! skips over K1+K2*E9 numbers, so it can be long.++ | |
42 | C!!! A more efficient but less convenient way of restarting is by: ++ | |
43 | C!!! CALL RLUXIN(ISVEC) restarts the generator from vector ++ | |
44 | C!!! ISVEC of 25 32-bit integers (see RLUXUT) ++ | |
45 | C!!! CALL RLUXUT(ISVEC) outputs the current values of the 25 ++ | |
46 | C!!! 32-bit integer seeds, to be used for restarting ++ | |
47 | C!!! ISVEC must be dimensioned 25 in the calling program ++ | |
48 | C!!! ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ | |
49 | DIMENSION RVEC(LENV) | |
50 | DIMENSION SEEDS(24), ISEEDS(24), ISDEXT(25) | |
51 | PARAMETER (MAXLEV=4, LXDFLT=3) | |
52 | DIMENSION NDSKIP(0:MAXLEV) | |
53 | DIMENSION NEXT(24) | |
54 | PARAMETER (TWOP12=4096., IGIGA=1000000000,JSDFLT=314159265) | |
55 | PARAMETER (ITWO24=2**24, ICONS=2147483563) | |
56 | SAVE NOTYET, I24, J24, CARRY, SEEDS, TWOM24, TWOM12, LUXLEV | |
57 | SAVE NSKIP, NDSKIP, IN24, NEXT, KOUNT, MKOUNT, INSEED | |
58 | INTEGER LUXLEV | |
59 | LOGICAL NOTYET | |
60 | DATA NOTYET, LUXLEV, IN24, KOUNT, MKOUNT /.TRUE., LXDFLT, 0,0,0/ | |
61 | DATA I24,J24,CARRY/24,10,0./ | |
62 | C default | |
63 | C Luxury Level 0 1 2 *3* 4 | |
64 | DATA NDSKIP/0, 24, 73, 199, 365 / | |
65 | Corresponds to p=24 48 97 223 389 | |
66 | C time factor 1 2 3 6 10 on slow workstation | |
67 | C 1 1.5 2 3 5 on fast mainframe | |
68 | C | |
69 | C NOTYET is .TRUE. if no initialization has been performed yet. | |
70 | C Default Initialization by Multiplicative Congruential | |
71 | IF (NOTYET) THEN | |
72 | NOTYET = .FALSE. | |
73 | JSEED = JSDFLT | |
74 | INSEED = JSEED | |
75 | WRITE(6,'(A,I12)') ' RANLUX DEFAULT INITIALIZATION: ',JSEED | |
76 | LUXLEV = LXDFLT | |
77 | NSKIP = NDSKIP(LUXLEV) | |
78 | LP = NSKIP + 24 | |
79 | IN24 = 0 | |
80 | KOUNT = 0 | |
81 | MKOUNT = 0 | |
82 | WRITE(6,'(A,I2,A,I4)') ' RANLUX DEFAULT LUXURY LEVEL = ', | |
83 | + LUXLEV,' p =',LP | |
84 | TWOM24 = 1. | |
85 | DO 25 I= 1, 24 | |
86 | TWOM24 = TWOM24 * 0.5 | |
87 | K = JSEED/53668 | |
88 | JSEED = 40014*(JSEED-K*53668) -K*12211 | |
89 | IF (JSEED .LT. 0) JSEED = JSEED+ICONS | |
90 | ISEEDS(I) = MOD(JSEED,ITWO24) | |
91 | 25 CONTINUE | |
92 | TWOM12 = TWOM24 * 4096. | |
93 | DO 50 I= 1,24 | |
94 | SEEDS(I) = REAL(ISEEDS(I))*TWOM24 | |
95 | NEXT(I) = I-1 | |
96 | 50 CONTINUE | |
97 | NEXT(1) = 24 | |
98 | I24 = 24 | |
99 | J24 = 10 | |
100 | CARRY = 0. | |
101 | IF (SEEDS(24) .EQ. 0.) CARRY = TWOM24 | |
102 | ENDIF | |
103 | C | |
104 | C The Generator proper: "Subtract-with-borrow", | |
105 | C as proposed by Marsaglia and Zaman, | |
106 | C Florida State University, March, 1989 | |
107 | C | |
108 | DO 100 IVEC= 1, LENV | |
109 | UNI = SEEDS(J24) - SEEDS(I24) - CARRY | |
110 | IF (UNI .LT. 0.) THEN | |
111 | UNI = UNI + 1.0 | |
112 | CARRY = TWOM24 | |
113 | ELSE | |
114 | CARRY = 0. | |
115 | ENDIF | |
116 | SEEDS(I24) = UNI | |
117 | I24 = NEXT(I24) | |
118 | J24 = NEXT(J24) | |
119 | RVEC(IVEC) = UNI | |
120 | C small numbers (with less than 12 "significant" bits) are "padded". | |
121 | IF (UNI .LT. TWOM12) THEN | |
122 | RVEC(IVEC) = RVEC(IVEC) + TWOM24*SEEDS(J24) | |
123 | C and zero is forbidden in case someone takes a logarithm | |
124 | IF (RVEC(IVEC) .EQ. 0.) RVEC(IVEC) = TWOM24*TWOM24 | |
125 | ENDIF | |
126 | C Skipping to luxury. As proposed by Martin Luscher. | |
127 | IN24 = IN24 + 1 | |
128 | IF (IN24 .EQ. 24) THEN | |
129 | IN24 = 0 | |
130 | KOUNT = KOUNT + NSKIP | |
131 | DO 90 ISK= 1, NSKIP | |
132 | UNI = SEEDS(J24) - SEEDS(I24) - CARRY | |
133 | IF (UNI .LT. 0.) THEN | |
134 | UNI = UNI + 1.0 | |
135 | CARRY = TWOM24 | |
136 | ELSE | |
137 | CARRY = 0. | |
138 | ENDIF | |
139 | SEEDS(I24) = UNI | |
140 | I24 = NEXT(I24) | |
141 | J24 = NEXT(J24) | |
142 | 90 CONTINUE | |
143 | ENDIF | |
144 | 100 CONTINUE | |
145 | KOUNT = KOUNT + LENV | |
146 | IF (KOUNT .GE. IGIGA) THEN | |
147 | MKOUNT = MKOUNT + 1 | |
148 | KOUNT = KOUNT - IGIGA | |
149 | ENDIF | |
150 | RETURN | |
151 | C | |
152 | C Entry to input and float integer seeds from previous run | |
153 | ENTRY RLUXIN(ISDEXT) | |
154 | NOTYET = .FALSE. | |
155 | TWOM24 = 1. | |
156 | DO 195 I= 1, 24 | |
157 | NEXT(I) = I-1 | |
158 | 195 TWOM24 = TWOM24 * 0.5 | |
159 | NEXT(1) = 24 | |
160 | TWOM12 = TWOM24 * 4096. | |
161 | WRITE(6,'(A)') ' FULL INITIALIZATION OF RANLUX WITH 25 INTEGERS:' | |
162 | WRITE(6,'(5X,5I12)') ISDEXT | |
163 | DO 200 I= 1, 24 | |
164 | SEEDS(I) = REAL(ISDEXT(I))*TWOM24 | |
165 | 200 CONTINUE | |
166 | CARRY = 0. | |
167 | IF (ISDEXT(25) .LT. 0) CARRY = TWOM24 | |
168 | ISD = IABS(ISDEXT(25)) | |
169 | I24 = MOD(ISD,100) | |
170 | ISD = ISD/100 | |
171 | J24 = MOD(ISD,100) | |
172 | ISD = ISD/100 | |
173 | IN24 = MOD(ISD,100) | |
174 | ISD = ISD/100 | |
175 | LUXLEV = ISD | |
176 | IF (LUXLEV .LE. MAXLEV) THEN | |
177 | NSKIP = NDSKIP(LUXLEV) | |
178 | WRITE (6,'(A,I2)') ' RANLUX LUXURY LEVEL SET BY RLUXIN TO: ', | |
179 | + LUXLEV | |
180 | ELSE IF (LUXLEV .GE. 24) THEN | |
181 | NSKIP = LUXLEV - 24 | |
182 | WRITE (6,'(A,I5)') ' RANLUX P-VALUE SET BY RLUXIN TO:',LUXLEV | |
183 | ELSE | |
184 | NSKIP = NDSKIP(MAXLEV) | |
185 | WRITE (6,'(A,I5)') ' RANLUX ILLEGAL LUXURY RLUXIN: ',LUXLEV | |
186 | LUXLEV = MAXLEV | |
187 | ENDIF | |
188 | INSEED = -1 | |
189 | RETURN | |
190 | C | |
191 | C Entry to ouput seeds as integers | |
192 | ENTRY RLUXUT(ISDEXT) | |
193 | DO 300 I= 1, 24 | |
194 | ISDEXT(I) = INT(SEEDS(I)*TWOP12*TWOP12) | |
195 | 300 CONTINUE | |
196 | ISDEXT(25) = I24 + 100*J24 + 10000*IN24 + 1000000*LUXLEV | |
197 | IF (CARRY .GT. 0.) ISDEXT(25) = -ISDEXT(25) | |
198 | RETURN | |
199 | C | |
200 | C Entry to output the "convenient" restart point | |
201 | ENTRY RLUXAT(LOUT,INOUT,K1,K2) | |
202 | LOUT = LUXLEV | |
203 | INOUT = INSEED | |
204 | K1 = KOUNT | |
205 | K2 = MKOUNT | |
206 | RETURN | |
207 | C | |
208 | C Entry to initialize from one or three integers | |
209 | ENTRY RLUXGO(LUX,INS,K1,K2) | |
210 | IF (LUX .LT. 0) THEN | |
211 | LUXLEV = LXDFLT | |
212 | ELSE IF (LUX .LE. MAXLEV) THEN | |
213 | LUXLEV = LUX | |
214 | ELSE IF (LUX .LT. 24 .OR. LUX .GT. 2000) THEN | |
215 | LUXLEV = MAXLEV | |
216 | WRITE (6,'(A,I7)') ' RANLUX ILLEGAL LUXURY RLUXGO: ',LUX | |
217 | ELSE | |
218 | LUXLEV = LUX | |
219 | DO 310 ILX= 0, MAXLEV | |
220 | IF (LUX .EQ. NDSKIP(ILX)+24) LUXLEV = ILX | |
221 | 310 CONTINUE | |
222 | ENDIF | |
223 | IF (LUXLEV .LE. MAXLEV) THEN | |
224 | NSKIP = NDSKIP(LUXLEV) | |
225 | WRITE(6,'(A,I2,A,I4)') ' RANLUX LUXURY LEVEL SET BY RLUXGO :', | |
226 | + LUXLEV,' P=', NSKIP+24 | |
227 | ELSE | |
228 | NSKIP = LUXLEV - 24 | |
229 | WRITE (6,'(A,I5)') ' RANLUX P-VALUE SET BY RLUXGO TO:',LUXLEV | |
230 | ENDIF | |
231 | IN24 = 0 | |
232 | IF (INS .LT. 0) WRITE (6,'(A)') | |
233 | + ' Illegal initialization by RLUXGO, negative input seed' | |
234 | IF (INS .GT. 0) THEN | |
235 | JSEED = INS | |
236 | WRITE(6,'(A,3I12)') ' RANLUX INITIALIZED BY RLUXGO FROM SEEDS', | |
237 | + JSEED, K1,K2 | |
238 | ELSE | |
239 | JSEED = JSDFLT | |
240 | WRITE(6,'(A)')' RANLUX INITIALIZED BY RLUXGO FROM DEFAULT SEED' | |
241 | ENDIF | |
242 | INSEED = JSEED | |
243 | NOTYET = .FALSE. | |
244 | TWOM24 = 1. | |
245 | DO 325 I= 1, 24 | |
246 | TWOM24 = TWOM24 * 0.5 | |
247 | K = JSEED/53668 | |
248 | JSEED = 40014*(JSEED-K*53668) -K*12211 | |
249 | IF (JSEED .LT. 0) JSEED = JSEED+ICONS | |
250 | ISEEDS(I) = MOD(JSEED,ITWO24) | |
251 | 325 CONTINUE | |
252 | TWOM12 = TWOM24 * 4096. | |
253 | DO 350 I= 1,24 | |
254 | SEEDS(I) = REAL(ISEEDS(I))*TWOM24 | |
255 | NEXT(I) = I-1 | |
256 | 350 CONTINUE | |
257 | NEXT(1) = 24 | |
258 | I24 = 24 | |
259 | J24 = 10 | |
260 | CARRY = 0. | |
261 | IF (SEEDS(24) .EQ. 0.) CARRY = TWOM24 | |
262 | C If restarting at a break point, skip K1 + IGIGA*K2 | |
263 | C Note that this is the number of numbers delivered to | |
264 | C the user PLUS the number skipped (if luxury .GT. 0). | |
265 | KOUNT = K1 | |
266 | MKOUNT = K2 | |
267 | IF (K1+K2 .NE. 0) THEN | |
268 | DO 500 IOUTER= 1, K2+1 | |
269 | INNER = IGIGA | |
270 | IF (IOUTER .EQ. K2+1) INNER = K1 | |
271 | DO 450 ISK= 1, INNER | |
272 | UNI = SEEDS(J24) - SEEDS(I24) - CARRY | |
273 | IF (UNI .LT. 0.) THEN | |
274 | UNI = UNI + 1.0 | |
275 | CARRY = TWOM24 | |
276 | ELSE | |
277 | CARRY = 0. | |
278 | ENDIF | |
279 | SEEDS(I24) = UNI | |
280 | I24 = NEXT(I24) | |
281 | J24 = NEXT(J24) | |
282 | 450 CONTINUE | |
283 | 500 CONTINUE | |
284 | C Get the right value of IN24 by direct calculation | |
285 | IN24 = MOD(KOUNT, NSKIP+24) | |
286 | IF (MKOUNT .GT. 0) THEN | |
287 | IZIP = MOD(IGIGA, NSKIP+24) | |
288 | IZIP2 = MKOUNT*IZIP + IN24 | |
289 | IN24 = MOD(IZIP2, NSKIP+24) | |
290 | ENDIF | |
291 | C Now IN24 had better be between zero and 23 inclusive | |
292 | IF (IN24 .GT. 23) THEN | |
293 | WRITE (6,'(A/A,3I11,A,I5)') | |
294 | + ' Error in RESTARTING with RLUXGO:',' The values', INS, | |
295 | + K1, K2, ' cannot occur at luxury level', LUXLEV | |
296 | IN24 = 0 | |
297 | ENDIF | |
298 | ENDIF | |
299 | RETURN | |
300 | END |