C $Header: /u/gcmpack/MITgcm/model/src/port_rand.F,v 1.7 2009/12/08 21:50:35 jmc Exp $
C $Name: $
#undef _USE_INTEGERS
C-- File port_rand.F: Portable random number generator functions
C-- Contents
C-- o PORT_RAND
C-- o PORT_RANARR
C-- o PORT_RAND_NORM
C---+----1----+----2----+----3----+----4----+----5----+----6----+----7-|--+----|
CBOP
C !ROUTINE: PORT_RAND
C !INTERFACE:
real*8 FUNCTION PORT_RAND(seed)
C !DESCRIPTION:
C Portable random number generator
C seed >=0 :: initialise using this seed ; and return 0
C seed < 0 :: if first call then initialise using the default seed (=mseed)
C and always return a random number
C !USES:
IMPLICIT NONE
C !INPUT PARAMETERS:
#ifdef _USE_INTEGERS
INTEGER seed
#else
real*8 seed
#endif
CEOP
C !LOCAL VARIABLES:
INTEGER nff,idum
PARAMETER(nff=55)
PARAMETER(idum=-2)
real*8 fac
#ifdef _USE_INTEGERS
INTEGER mbig,mseed,mZ
PARAMETER (mbig=1000000000,mz=0,fac=1.d0/mbig)
INTEGER mj,mk,ma(nff)
DATA mseed/161803398/
#else
real*8 mbig,mseed,mz
PARAMETER (mbig=4000000.,mz=0.,fac=1.d0/mbig)
real*8 mj,mk,ma(nff)
DATA mseed/1618033./
#endif
LOGICAL firstCall
INTEGER i,ii,inext,inextp,k
DATA firstCall /.true./
SAVE firstCall,inext,inextp,ma
C- Initialise the random number generator
IF (firstCall .OR. seed.GE.mz) THEN
IF (seed.GE.mz) mseed = seed
firstCall=.false.
mj=mseed-iabs(idum)
mj=mod(mj,mbig)
ma(nff)=mj
mk=1
DO i=1,nff-1
ii=mod(21*i,nff)
ma(ii)=mk
mk=mj-mk
IF (mk.LT.mz) mk=mk+mbig
mj=ma(ii)
ENDDO
DO k=1,4
DO i=1,nff
ma(i)=ma(i)-ma(1+mod(i+30,nff))
IF (ma(i).LT.mz) ma(i)=ma(i)+mbig
ENDDO
ENDDO
inext=0
inextp=31
ENDIF
C- Compute a random number (only if seed < 0)
IF (seed.GE.mz) THEN
port_rand=0.d0
ELSE
inext=mod(inext,nff)+1
inextp=mod(inextp,nff)+1
mj=ma(inext)-ma(inextp)
IF (mj.LT.mz) mj=mj+mbig
ma(inext)=mj
port_rand=mj*fac
ENDIF
RETURN
END
C---+----1----+----2----+----3----+----4----+----5----+----6----+----7-|--+----|
CBOP
C !ROUTINE: PORT_RANARR
C !INTERFACE:
SUBROUTINE PORT_RANARR(n,arr)
C !DESCRIPTION:
C Portable random number array generator
C !USES:
IMPLICIT NONE
C !INPUT PARAMETERS:
INTEGER n
real*8 arr(n)
CEOP
C !LOCAL VARIABLES:
INTEGER i
real*8 port_rand
#ifdef _USE_INTEGERS
INTEGER seed
seed=-1
#else
real*8 seed
seed=-1.d0
#endif
c seed=1618033.0d0
DO i=1,n
arr(i)=port_rand(seed)
ENDDO
RETURN
END
C---+----1----+----2----+----3----+----4----+----5----+----6----+----7-|--+----|
CBOP
C !ROUTINE: PORT_RAND_NORM
C !INTERFACE:
real*8 FUNCTION PORT_RAND_NORM()
C !DESCRIPTION:
C This function generates a normally distributed random number with
C the so called polar algorithm. The algorithm actually generates 2
C numbers, but only 1 is returned for maximum compatibility with old
C code. The most obvious way to improve this function would be to
C make sure that the second number is not wasted.
C Changed: 2004.09.06 antti.westerlund@fimr.fi
C !USES:
IMPLICIT NONE
CEOP
C !LOCAL VARIABLES:
real*8 port_rand
real*8 x1, x2, xs, t
#ifdef _USE_INTEGERS
INTEGER seed
seed=-1
#else
real*8 seed
seed=-1.d0
#endif
c seed=1618033.0d0
C first generate 2 equally distributed random numbers (-1,1)
DO WHILE (1 .EQ. 1)
x1=2.0*port_rand(seed)-1.0
x2=2.0*port_rand(seed)-1.0
xs=x1**2+x2**2
IF (xs .LT. 1.0 .AND. xs .NE. 0.0) THEN
GOTO 100
ENDIF
ENDDO
100 CONTINUE
t = SQRT(-2.0*LOG(xs)/xs)
port_rand_norm = t*x1
C
C also t*x2 would be a gaussian random number and could be returned
RETURN
END