147 lines
4.0 KiB
Fortran
147 lines
4.0 KiB
Fortran
*> \brief \b DLARAN
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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* Definition:
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* ===========
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*
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* DOUBLE PRECISION FUNCTION DLARAN( ISEED )
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*
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* .. Array Arguments ..
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* INTEGER ISEED( 4 )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DLARAN returns a random real number from a uniform (0,1)
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*> distribution.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in,out] ISEED
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*> \verbatim
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*> ISEED is INTEGER array, dimension (4)
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*> On entry, the seed of the random number generator; the array
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*> elements must be between 0 and 4095, and ISEED(4) must be
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*> odd.
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*> On exit, the seed is updated.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date November 2011
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*
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*> \ingroup list_temp
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*
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*> \par Further Details:
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* =====================
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*>
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*> \verbatim
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*>
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*> This routine uses a multiplicative congruential method with modulus
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*> 2**48 and multiplier 33952834046453 (see G.S.Fishman,
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*> 'Multiplicative congruential random number generators with modulus
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*> 2**b: an exhaustive analysis for b = 32 and a partial analysis for
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*> b = 48', Math. Comp. 189, pp 331-344, 1990).
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*>
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*> 48-bit integers are stored in 4 integer array elements with 12 bits
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*> per element. Hence the routine is portable across machines with
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*> integers of 32 bits or more.
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*> \endverbatim
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*>
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* =====================================================================
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DOUBLE PRECISION FUNCTION DLARAN( ISEED )
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*
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* -- LAPACK auxiliary routine (version 3.4.0) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* November 2011
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*
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* .. Array Arguments ..
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INTEGER ISEED( 4 )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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INTEGER M1, M2, M3, M4
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PARAMETER ( M1 = 494, M2 = 322, M3 = 2508, M4 = 2549 )
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DOUBLE PRECISION ONE
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PARAMETER ( ONE = 1.0D+0 )
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INTEGER IPW2
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DOUBLE PRECISION R
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PARAMETER ( IPW2 = 4096, R = ONE / IPW2 )
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* ..
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* .. Local Scalars ..
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INTEGER IT1, IT2, IT3, IT4
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DOUBLE PRECISION RNDOUT
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC DBLE, MOD
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* ..
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* .. Executable Statements ..
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10 CONTINUE
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*
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* multiply the seed by the multiplier modulo 2**48
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*
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IT4 = ISEED( 4 )*M4
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IT3 = IT4 / IPW2
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IT4 = IT4 - IPW2*IT3
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IT3 = IT3 + ISEED( 3 )*M4 + ISEED( 4 )*M3
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IT2 = IT3 / IPW2
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IT3 = IT3 - IPW2*IT2
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IT2 = IT2 + ISEED( 2 )*M4 + ISEED( 3 )*M3 + ISEED( 4 )*M2
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IT1 = IT2 / IPW2
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IT2 = IT2 - IPW2*IT1
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IT1 = IT1 + ISEED( 1 )*M4 + ISEED( 2 )*M3 + ISEED( 3 )*M2 +
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$ ISEED( 4 )*M1
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IT1 = MOD( IT1, IPW2 )
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*
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* return updated seed
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*
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ISEED( 1 ) = IT1
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ISEED( 2 ) = IT2
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ISEED( 3 ) = IT3
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ISEED( 4 ) = IT4
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*
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* convert 48-bit integer to a real number in the interval (0,1)
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*
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RNDOUT = R*( DBLE( IT1 )+R*( DBLE( IT2 )+R*( DBLE( IT3 )+R*
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$ ( DBLE( IT4 ) ) ) ) )
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*
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IF (RNDOUT.EQ.1.0D+0) THEN
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* If a real number has n bits of precision, and the first
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* n bits of the 48-bit integer above happen to be all 1 (which
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* will occur about once every 2**n calls), then DLARAN will
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* be rounded to exactly 1.0.
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* Since DLARAN is not supposed to return exactly 0.0 or 1.0
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* (and some callers of DLARAN, such as CLARND, depend on that),
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* the statistically correct thing to do in this situation is
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* simply to iterate again.
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* N.B. the case DLARAN = 0.0 should not be possible.
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*
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GOTO 10
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END IF
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*
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DLARAN = RNDOUT
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RETURN
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*
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* End of DLARAN
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*
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END
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