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79 lines
3.1 KiB
Fortran
79 lines
3.1 KiB
Fortran
*DECK RUNIF
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FUNCTION RUNIF (T, N)
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C***BEGIN PROLOGUE RUNIF
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C***PURPOSE Generate a uniformly distributed random number.
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C***LIBRARY SLATEC (FNLIB)
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C***CATEGORY L6A21
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C***TYPE SINGLE PRECISION (RUNIF-S)
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C***KEYWORDS FNLIB, RANDOM NUMBER, SPECIAL FUNCTIONS, UNIFORM
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C***AUTHOR Fullerton, W., (LANL)
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C***DESCRIPTION
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C
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C This random number generator is portable among a wide variety of
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C computers. It generates a random number between 0.0 and 1.0 accord-
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C ing to the algorithm presented by Bays and Durham (TOMS, 2, 59,
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C 1976). The motivation for using this scheme, which resembles the
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C Maclaren-Marsaglia method, is to greatly increase the period of the
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C random sequence. If the period of the basic generator (RAND) is P,
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C then the expected mean period of the sequence generated by RUNIF is
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C given by new mean P = SQRT (PI*FACTORIAL(N)/(8*P)),
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C where FACTORIAL(N) must be much greater than P in this asymptotic
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C formula. Generally, N should be around 32 if P=4.E6 as for RAND.
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C
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C Input Argument --
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C N ABS(N) is the number of random numbers in an auxiliary table.
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C Note though that ABS(N)+1 is the number of items in array T.
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C If N is positive and differs from its value in the previous
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C invocation, then the table is initialized for the new value of
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C N. If N is negative, ABS(N) is the number of items in an
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C auxiliary table, but the tables are now assumed already to
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C be initialized. This option enables the user to save the
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C table T at the end of a long computer run and to restart with
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C the same sequence. Normally, RUNIF would be called at most
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C once with negative N. Subsequent invocations would have N
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C positive and of the correct magnitude.
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C
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C Input and Output Argument --
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C T an array of ABS(N)+1 random numbers from a previous invocation
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C of RUNIF. Whenever N is positive and differs from the old
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C N, the table is initialized. The first ABS(N) numbers are the
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C table discussed in the reference, and the N+1 -st value is Y.
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C This array may be saved in order to restart a sequence.
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C
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C Output Value --
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C RUNIF a random number between 0.0 and 1.0.
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C
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C***REFERENCES (NONE)
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C***ROUTINES CALLED RAND
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C***REVISION HISTORY (YYMMDD)
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C 770401 DATE WRITTEN
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C 890531 Changed all specific intrinsics to generic. (WRB)
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C 890531 REVISION DATE from Version 3.2
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C 891214 Prologue converted to Version 4.0 format. (BAB)
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C 910819 Added EXTERNAL statement for RAND due to problem on IBM
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C RS 6000. (WRB)
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C***END PROLOGUE RUNIF
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DIMENSION T(*)
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EXTERNAL RAND
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SAVE NOLD, FLOATN
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DATA NOLD /-1/
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C***FIRST EXECUTABLE STATEMENT RUNIF
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IF (N.EQ.NOLD) GO TO 20
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C
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NOLD = ABS(N)
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FLOATN = NOLD
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IF (N.LT.0) DUMMY = RAND (T(NOLD+1))
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IF (N.LT.0) GO TO 20
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C
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DO 10 I=1,NOLD
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T(I) = RAND (0.)
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10 CONTINUE
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T(NOLD+1) = RAND (0.)
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C
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20 J = T(NOLD+1)*FLOATN + 1.
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T(NOLD+1) = T(J)
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RUNIF = T(J)
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T(J) = RAND (0.)
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C
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RETURN
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END
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