3 C***BEGIN PROLOGUE RAND
4 C***PURPOSE Generate a uniformly distributed random number.
5 C***LIBRARY SLATEC (FNLIB)
7 C***TYPE SINGLE PRECISION (RAND-S)
8 C***KEYWORDS FNLIB, RANDOM NUMBER, SPECIAL FUNCTIONS, UNIFORM
9 C***AUTHOR Fullerton, W., (LANL)
12 C This pseudo-random number generator is portable among a wide
13 C variety of computers. RAND(R) undoubtedly is not as good as many
14 C readily available installation dependent versions, and so this
15 C routine is not recommended for widespread usage. Its redeeming
16 C feature is that the exact same random numbers (to within final round-
17 C off error) can be generated from machine to machine. Thus, programs
18 C that make use of random numbers can be easily transported to and
19 C checked in a new environment.
21 C The random numbers are generated by the linear congruential
22 C method described, e.g., by Knuth in Seminumerical Methods (p.9),
23 C Addison-Wesley, 1969. Given the I-th number of a pseudo-random
24 C sequence, the I+1 -st number is generated from
25 C X(I+1) = (A*X(I) + C) MOD M,
26 C where here M = 2**22 = 4194304, C = 1731 and several suitable values
27 C of the multiplier A are discussed below. Both the multiplier A and
28 C random number X are represented in double precision as two 11-bit
29 C words. The constants are chosen so that the period is the maximum
32 C In order that the same numbers be generated from machine to
33 C machine, it is necessary that 23-bit integers be reducible modulo
34 C 2**11 exactly, that 23-bit integers be added exactly, and that 11-bit
35 C integers be multiplied exactly. Furthermore, if the restart option
36 C is used (where R is between 0 and 1), then the product R*2**22 =
37 C R*4194304 must be correct to the nearest integer.
39 C The first four random numbers should be .0004127026,
40 C .6750836372, .1614754200, and .9086198807. The tenth random number
41 C is .5527787209, and the hundredth is .3600893021 . The thousandth
42 C number should be .2176990509 .
44 C In order to generate several effectively independent sequences
45 C with the same generator, it is necessary to know the random number
46 C for several widely spaced calls. The I-th random number times 2**22,
47 C where I=K*P/8 and P is the period of the sequence (P = 2**22), is
48 C still of the form L*P/8. In particular we find the I-th random
49 C number multiplied by 2**22 is given by
50 C I = 0 1*P/8 2*P/8 3*P/8 4*P/8 5*P/8 6*P/8 7*P/8 8*P/8
51 C RAND= 0 5*P/8 2*P/8 7*P/8 4*P/8 1*P/8 6*P/8 3*P/8 0
52 C Thus the 4*P/8 = 2097152 random number is 2097152/2**22.
54 C Several multipliers have been subjected to the spectral test
55 C (see Knuth, p. 82). Four suitable multipliers roughly in order of
56 C goodness according to the spectral test are
57 C 3146757 = 1536*2048 + 1029 = 2**21 + 2**20 + 2**10 + 5
58 C 2098181 = 1024*2048 + 1029 = 2**21 + 2**10 + 5
59 C 3146245 = 1536*2048 + 517 = 2**21 + 2**20 + 2**9 + 5
60 C 2776669 = 1355*2048 + 1629 = 5**9 + 7**7 + 1
62 C In the table below LOG10(NU(I)) gives roughly the number of
63 C random decimal digits in the random numbers considered I at a time.
64 C C is the primary measure of goodness. In both cases bigger is better.
67 C A I=2 I=3 I=4 I=5 I=2 I=3 I=4 I=5
69 C 3146757 3.3 2.0 1.6 1.3 3.1 1.3 4.6 2.6
70 C 2098181 3.3 2.0 1.6 1.2 3.2 1.3 4.6 1.7
71 C 3146245 3.3 2.2 1.5 1.1 3.2 4.2 1.1 0.4
72 C 2776669 3.3 2.1 1.6 1.3 2.5 2.0 1.9 2.6
74 C Possible 3.3 2.3 1.7 1.4 3.6 5.9 9.7 14.9
77 C R If R=0., the next random number of the sequence is generated.
78 C If R .LT. 0., the last generated number will be returned for
79 C possible use in a restart procedure.
80 C If R .GT. 0., the sequence of random numbers will start with
81 C the seed R mod 1. This seed is also returned as the value of
82 C RAND provided the arithmetic is done exactly.
85 C RAND a pseudo-random number between 0. and 1.
88 C***ROUTINES CALLED (NONE)
89 C***REVISION HISTORY (YYMMDD)
91 C 890531 Changed all specific intrinsics to generic. (WRB)
92 C 890531 REVISION DATE from Version 3.2
93 C 891214 Prologue converted to Version 4.0 format. (BAB)
95 SAVE IA1, IA0, IA1MA0, IC, IX1, IX0
96 DATA IA1, IA0, IA1MA0 /1536, 1029, 507/
99 C***FIRST EXECUTABLE STATEMENT RAND
100 IF (R.LT.0.) GO TO 10
101 IF (R.GT.0.) GO TO 20
103 C A*X = 2**22*IA1*IX1 + 2**11*(IA1*IX1 + (IA1-IA0)*(IX0-IX1)
104 C + IA0*IX0) + IA0*IX0
107 IY1 = IA1*IX1 + IA1MA0*(IX0-IX1) + IY0
109 IX0 = MOD (IY0, 2048)
110 IY1 = IY1 + (IY0-IX0)/2048
111 IX1 = MOD (IY1, 2048)
113 10 RAND = IX1*2048 + IX0
114 RAND = RAND / 4194304.
117 20 IX1 = MOD(R,1.)*4194304. + 0.5
118 IX0 = MOD (IX1, 2048)