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D_RANDOM Library "JINRLIB" V107
Author: A.P.Sapojnikov
Language: Fortran
The Random Numbers Generator family
Produces pseudorandom Real*8 numbers, uniformly distributed
in open interval (0,1). For a while there are 2 different
types of generators, depending upon input value of D_Random.
Usage:
------
X=D_Random(N), where
N = 1,2 - type of generator (INTEGER);
X - (REAL*8) pseudorandom number in (0,1) range;
RandomInitiate(i,k) - initialization with integer numbers i,k.
N=1
The first description of this generator appeared in
G.Marsaglia and A. Zaman,
Toward a Universal Random Number Generator,
Florida State University Report: FSU-SCRI-87-50 (1987).
Generator has period 2^144. It is completely portable
(gives the same series for all computers having floating point mantis
length 48 bits or more).
It's the fastest generator: only 5 floating point and 3 fixed point
"Add"-instructions and no "Mult"-instructions used.
Subroutine RandomInitiate(i,k) initializes generator with two integer
numbers i and k ( 0 <= i <= 31328, 0 <= k <= 30081 ).
This gives approximately 900000000 independent random series.
Default initialization is: i=1802, k=9373.
RandomInitiate defines the series only, the numbers inside the series
starts from the beginning.
The complete state of this generator contains in COMMON-block:
COMMON /RanGen_Parameters/ istat(4),rstat(100)
real*8 rstat
D_Random(-999) gives istat(1) and istat(2), corresponding values of
i and k for current series.
N = 2
Portable random generator described in
P.l'Ecuyer, Efficient and Portable Random Number Generators,
Comm. ACM 31:743 (1988) 742.
Subroutine RandomInitiate(i,k) like above initializes this generator
with two integers i > 0 and k > 0.
Default initialization is: i=1802, k=9373.
These two numbers completely defines the state of generator.
D_Random(-999) gives these values i and k.
Example:
--------
. . .
implicit real*8 (a-h,o-z)
. . .
do i=1,5
write(*,'(2f18.14)') D_Random(1),D_Random(2)
enddo
. . .
The result:
-----------
.47444060942140 .85597053361232
.80073601515072 .38790535493994
.51635387886227 .14669151631475
.30258604127470 .19100434993394
.01901665275539 .71819570289829
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