Fortran-95 implementation of the Mersenne Twister 19937 algorithm. More...

Data Types
interface	new_randomnumbersequence

type	randomnumbersequence
	The type containing the state variable. More...

Functions/Subroutines
subroutine, public	finalize_randomnumbersequence (twister)

integer function, public	getrandomint (twister)
	Generate a random integer on the interval [0,0xffffffff]. More...

integer function, public	getrandompositiveint (twister)
	Generate a random integer on the interval [0,0x7fffffff] or [0,2**31]. Equivalent to genrand_int31 in the C code.

real(r8_kind) function, public	getrandomreal (twister)
	Generate a random number on [0,1] Equivalent to genrand_real1 in the C code. The result is stored as double precision but has 32 bit resolution.

type(randomnumbersequence) function	initialize_scalar (seed)

type(randomnumbersequence) function	initialize_vector (seed)

integer function	mixbits (u, v)

subroutine	nextstate (twister)

elemental integer function	temper (y)

integer function	twist (u, v)

Variables
integer, parameter	lmask = 2147483647
	least significant r bits (0x7fffffffUL)

integer, parameter	m = 397

integer, parameter	matrix_a = -1727483681
	constant vector a (0x9908b0dfUL)

integer, parameter	tmaskb = -1658038656
	(0x9d2c5680UL)

integer, parameter	tmaskc = -272236544
	(0xefc60000UL)

integer, parameter	umask = -2147483648_i8_kind
	most significant w-r bits (0x80000000UL)

Detailed Description

Fortran-95 implementation of the Mersenne Twister 19937 algorithm.

Author: Robert Pincus

Users must declare one or more variables of type randomNumberSequence in the calling procedure which are then initialized using a required seed. If the variable is not initialized the random numbers will all be 0. For example: program testRandoms use RandomNumbers type(randomNumberSequence) :: randomNumbers integer :: i

randomNumbers = new_RandomNumberSequence(seed = 100) do i = 1, 10 print ('(f12.10, 2x)'), getRandomReal(randomNumbers) end do end program testRandoms

Fortran-95 implementation by Robert Pincus NOAA-CIRES Climate Diagnostics Center Boulder, CO 80305 email: Rober.nosp@m.t.Pi.nosp@m.ncus@.nosp@m.colo.nosp@m.rado..nosp@m.edu

This documentation in the original C program reads:

A C-program for MT19937, with initialization improved 2002/2/10. Coded by Takuji Nishimura and Makoto Matsumoto. This is a faster version by taking Shawn Cokus's optimization, Matthe Bellew's simplification, Isaku Wada's real version.

Before using, initialize the state by using init_genrand(seed) or init_by_array(init_key, key_length).

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
The names of its contributors may not be used to endorse or promote products derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

Any feedback is very welcome.
http://www.math.keio.ac.jp/matumoto/emt.html
email: matumoto@math.keio.ac.jp

Data Type Documentation

◆ mersennetwister_mod::new_randomnumbersequence

interface mersennetwister_mod::new_randomnumbersequence

Definition at line 122 of file mersennetwister.F90.

Private Member Functions
type(randomnumbersequence) function	initialize_scalar (seed)

type(randomnumbersequence) function	initialize_vector (seed)

◆ mersennetwister_mod::randomnumbersequence

type mersennetwister_mod::randomnumbersequence

The type containing the state variable.

Definition at line 116 of file mersennetwister.F90.

Collaboration diagram for randomnumbersequence:

[legend]

Private Attributes
integer	currentelement

integer, dimension(0:blocksize -1)	state

Function/Subroutine Documentation

◆ getrandomint()

integer function, public mersennetwister_mod::getrandomint ( type(randomnumbersequence), intent(inout) twister )

Generate a random integer on the interval [0,0xffffffff].

Equivalent to genrand_int32 in the C code. Fortran doesn't have a type that's unsigned like C does, so this is integers in the range -2**31 - 2**31 All functions for getting random numbers call this one, then manipulate the result

Definition at line 270 of file mersennetwister.F90.

Data Types

Functions/Subroutines

Variables