mersenne_twister Module Reference

This module calculates random numbers using the Mersenne twister. More...

Data Types
interface	random_gauss
interface	random_index
interface	random_number
interface	random_setseed
type	random_stat
	Generator state. More...

Functions/Subroutines
subroutine, public	random_seed (size, put, get, stat)
	This subroutine sets and gets state; overloads Fortran 90 standard.
subroutine	random_setseed_s (inseed)
	This subroutine sets seed in saved mode.
subroutine	random_setseed_t (inseed, stat)
	This subroutine sets seed in thread-safe mode.
real(kind_dbl_prec) function, public	random_number_f ()
	This function generates random numbers in functional mode.
subroutine	random_number_i (harvest, inseed)
	This subroutine generates random numbers in interactive mode.
subroutine	random_number_s (harvest)
	This subroutine generates random numbers in saved mode; overloads Fortran 90 standard.
subroutine	random_number_t (harvest, stat)
	This subroutine generates random numbers in thread-safe mode.
real(kind_dbl_prec) function, public	random_gauss_f ()
	This subrouitne generates Gaussian random numbers in functional mode.
subroutine	random_gauss_i (harvest, inseed)
	This subrouitne generates Gaussian random numbers in interactive mode.
subroutine	random_gauss_s (harvest)
	This subroutine generates Gaussian random numbers in saved mode.
subroutine	random_gauss_t (harvest, stat)
	This subroutine generates Gaussian random numbers in thread-safe mode.
integer function, public	random_index_f (imax)
	This subroutine generates random indices in functional mode.
subroutine	random_index_i (imax, iharvest, inseed)
	This subroutine generates random indices in interactive mode.
subroutine	random_index_s (imax, iharvest)
	This subroutine generates random indices in saved mode.
subroutine	random_index_t (imax, iharvest, stat)
	This subroutine generates random indices in thread-safe mode.

Variables
integer, parameter	n =624
integer, parameter	m =397
integer, parameter	mata =-1727483681
	constant vector a
integer, parameter	umask =-2147483648
	most significant w-r bits
integer, parameter	lmask =2147483647
	least significant r bits
integer, parameter	tmaskb =-1658038656
	tempering parameter
integer, parameter	tmaskc =-272236544
	tempering parameter
integer, dimension(0:1), parameter	mag01 =(/0,mata/)
integer, parameter	iseed =4357
integer, parameter	nrest =n+6
type(random_stat), save	sstat

Detailed Description

(It has been adapted to a Fortran 90 module from open source software. The comments from the original software are given below in the remarks.) The Mersenne twister (aka MT19937) is a state-of-the-art random number generator based on Mersenne primes and originally developed in 1997 by Matsumoto and Nishimura. It has a period before repeating of 2^19937-1, which certainly should be good enough for geophysical purposes. :-) Considering the algorithm's robustness, it runs fairly speedily. (Some timing statistics are given below in the remarks.) This adaptation uses the standard Fortran 90 random number interface, which can generate an arbitrary number of random numbers at one time. The random numbers generated are uniformly distributed between 0 and 1. The module also can generate random numbers from a Gaussian distribution with mean 0 and standard deviation 1, using a Numerical Recipes algorithm. The module also can generate uniformly random integer indices. There are also thread-safe versions of the generators in this adaptation, necessitating the passing of generator states which must be kept private.