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mt19937.f
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mt19937.f
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c
c A C-program for MT19937, with initialization improved 2002/1/26.
c Coded by Takuji Nishimura and Makoto Matsumoto.
c
c Before using, initialize the state by using init_genrand(seed)
c or init_by_array(init_key, key_length).
c
c Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
c All rights reserved.
c Copyright (C) 2005, Mutsuo Saito,
c All rights reserved.
c
c Redistribution and use in source and binary forms, with or without
c modification, are permitted provided that the following conditions
c are met:
c
c 1. Redistributions of source code must retain the above copyright
c notice, this list of conditions and the following disclaimer.
c
c 2. Redistributions in binary form must reproduce the above copyright
c notice, this list of conditions and the following disclaimer in the
c documentation and/or other materials provided with the distribution.
c
c 3. The names of its contributors may not be used to endorse or promote
c products derived from this software without specific prior written
c permission.
c
c THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
c "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
c LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
c A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
c CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
c EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
c PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
c PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
c LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
c NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
c SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
c
c
c Any feedback is very welcome.
c http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html
c email: m-mat @ math.sci.hiroshima-u.ac.jp (remove space)
c
c-----------------------------------------------------------------------
c FORTRAN77 translation by Tsuyoshi TADA. (2005/12/19)
c
c ---------- initialize routines ----------
c subroutine init_genrand(seed): initialize with a seed
c subroutine init_by_array(init_key,key_length): initialize by an array
c
c ---------- generate functions ----------
c integer function genrand_int32(): signed 32-bit integer
c integer function genrand_int31(): unsigned 31-bit integer
c double precision function genrand_real1(): [0,1] with 32-bit resolution
c double precision function genrand_real2(): [0,1) with 32-bit resolution
c double precision function genrand_real3(): (0,1) with 32-bit resolution
c double precision function genrand_res53(): (0,1) with 53-bit resolution
c
c This program uses the following non-standard intrinsics.
c ishft(i,n): If n>0, shifts bits in i by n positions to left.
c If n<0, shifts bits in i by n positions to right.
c iand (i,j): Performs logical AND on corresponding bits of i and j.
c ior (i,j): Performs inclusive OR on corresponding bits of i and j.
c ieor (i,j): Performs exclusive OR on corresponding bits of i and j.
c
************************************************************************
subroutine sgrnd(seed)
integer seed
call init_genrand(seed)
return
end
************************************************************************
function grnd()
double precision grnd
double precision genrand_real1
grnd=genrand_real1()
return
end
c-----------------------------------------------------------------------
c initialize mt(0:N-1) with a seed
c-----------------------------------------------------------------------
subroutine init_genrand(s)
integer s
integer N
integer DONE
integer ALLBIT_MASK
parameter (N=624)
parameter (DONE=123456789)
integer mti,initialized
integer mt(0:N-1)
common /mt_state1/ mti,initialized
common /mt_state2/ mt
common /mt_mask1/ ALLBIT_MASK
c
call mt_initln
mt(0)=iand(s,ALLBIT_MASK)
do 100 mti=1,N-1
mt(mti)=1812433253*
& ieor(mt(mti-1),ishft(mt(mti-1),-30))+mti
mt(mti)=iand(mt(mti),ALLBIT_MASK)
100 continue
initialized=DONE
c
return
end
c-----------------------------------------------------------------------
c initialize by an array with array-length
c init_key is the array for initializing keys
c key_length is its length
c-----------------------------------------------------------------------
subroutine init_by_array(init_key,key_length)
integer init_key(0:*)
integer key_length
integer N
integer ALLBIT_MASK
integer TOPBIT_MASK
parameter (N=624)
integer i,j,k
integer mt(0:N-1)
common /mt_state2/ mt
common /mt_mask1/ ALLBIT_MASK
common /mt_mask2/ TOPBIT_MASK
c
call init_genrand(19650218)
i=1
j=0
do 100 k=max(N,key_length),1,-1
mt(i)=ieor(mt(i),ieor(mt(i-1),ishft(mt(i-1),-30))*1664525)
& +init_key(j)+j
mt(i)=iand(mt(i),ALLBIT_MASK)
i=i+1
j=j+1
if(i.ge.N)then
mt(0)=mt(N-1)
i=1
endif
if(j.ge.key_length)then
j=0
endif
100 continue
do 200 k=N-1,1,-1
mt(i)=ieor(mt(i),ieor(mt(i-1),ishft(mt(i-1),-30))*1566083941)-i
mt(i)=iand(mt(i),ALLBIT_MASK)
i=i+1
if(i.ge.N)then
mt(0)=mt(N-1)
i=1
endif
200 continue
mt(0)=TOPBIT_MASK
c
return
end
c-----------------------------------------------------------------------
c generates a random number on [0,0xffffffff]-interval
c-----------------------------------------------------------------------
function genrand_int32()
integer genrand_int32
integer N,M
integer DONE
integer UPPER_MASK,LOWER_MASK,MATRIX_A
integer T1_MASK,T2_MASK
parameter (N=624)
parameter (M=397)
parameter (DONE=123456789)
integer mti,initialized
integer mt(0:N-1)
integer y,kk
integer mag01(0:1)
common /mt_state1/ mti,initialized
common /mt_state2/ mt
common /mt_mask3/ UPPER_MASK,LOWER_MASK,MATRIX_A,T1_MASK,T2_MASK
common /mt_mag01/ mag01
c
if(initialized.ne.DONE)then
call init_genrand(21641)
endif
c
if(mti.ge.N)then
do 100 kk=0,N-M-1
y=ior(iand(mt(kk),UPPER_MASK),iand(mt(kk+1),LOWER_MASK))
mt(kk)=ieor(ieor(mt(kk+M),ishft(y,-1)),mag01(iand(y,1)))
100 continue
do 200 kk=N-M,N-1-1
y=ior(iand(mt(kk),UPPER_MASK),iand(mt(kk+1),LOWER_MASK))
mt(kk)=ieor(ieor(mt(kk+(M-N)),ishft(y,-1)),mag01(iand(y,1)))
200 continue
y=ior(iand(mt(N-1),UPPER_MASK),iand(mt(0),LOWER_MASK))
mt(kk)=ieor(ieor(mt(M-1),ishft(y,-1)),mag01(iand(y,1)))
mti=0
endif
c
y=mt(mti)
mti=mti+1
c
y=ieor(y,ishft(y,-11))
y=ieor(y,iand(ishft(y,7),T1_MASK))
y=ieor(y,iand(ishft(y,15),T2_MASK))
y=ieor(y,ishft(y,-18))
c
genrand_int32=y
return
end
c-----------------------------------------------------------------------
c generates a random number on [0,0x7fffffff]-interval
c-----------------------------------------------------------------------
function genrand_int31()
integer genrand_int31
integer genrand_int32
genrand_int31=int(ishft(genrand_int32(),-1))
return
end
c-----------------------------------------------------------------------
c generates a random number on [0,1]-real-interval
c-----------------------------------------------------------------------
function genrand_real1()
double precision genrand_real1,r
integer genrand_int32
r=dble(genrand_int32())
if(r.lt.0.d0)r=r+2.d0**32
genrand_real1=r/4294967295.d0
return
end
c-----------------------------------------------------------------------
c generates a random number on [0,1)-real-interval
c-----------------------------------------------------------------------
function genrand_real2()
double precision genrand_real2,r
integer genrand_int32
r=dble(genrand_int32())
if(r.lt.0.d0)r=r+2.d0**32
genrand_real2=r/4294967296.d0
return
end
c-----------------------------------------------------------------------
c generates a random number on (0,1)-real-interval
c-----------------------------------------------------------------------
function genrand_real3()
double precision genrand_real3,r
integer genrand_int32
r=dble(genrand_int32())
if(r.lt.0.d0)r=r+2.d0**32
genrand_real3=(r+0.5d0)/4294967296.d0
return
end
c-----------------------------------------------------------------------
c generates a random number on [0,1) with 53-bit resolution
c-----------------------------------------------------------------------
function genrand_res53()
double precision genrand_res53
integer genrand_int32
double precision a,b
a=dble(ishft(genrand_int32(),-5))
b=dble(ishft(genrand_int32(),-6))
if(a.lt.0.d0)a=a+2.d0**32
if(b.lt.0.d0)b=b+2.d0**32
genrand_res53=(a*67108864.d0+b)/9007199254740992.d0
return
end
c-----------------------------------------------------------------------
c initialize large number (over 32-bit constant number)
c-----------------------------------------------------------------------
subroutine mt_initln
integer ALLBIT_MASK
integer TOPBIT_MASK
integer UPPER_MASK,LOWER_MASK,MATRIX_A,T1_MASK,T2_MASK
integer mag01(0:1)
common /mt_mask1/ ALLBIT_MASK
common /mt_mask2/ TOPBIT_MASK
common /mt_mask3/ UPPER_MASK,LOWER_MASK,MATRIX_A,T1_MASK,T2_MASK
common /mt_mag01/ mag01
CC TOPBIT_MASK = Z'80000000'
CC ALLBIT_MASK = Z'ffffffff'
CC UPPER_MASK = Z'80000000'
CC LOWER_MASK = Z'7fffffff'
CC MATRIX_A = Z'9908b0df'
CC T1_MASK = Z'9d2c5680'
CC T2_MASK = Z'efc60000'
TOPBIT_MASK=1073741824
TOPBIT_MASK=ishft(TOPBIT_MASK,1)
ALLBIT_MASK=2147483647
ALLBIT_MASK=ior(ALLBIT_MASK,TOPBIT_MASK)
UPPER_MASK=TOPBIT_MASK
LOWER_MASK=2147483647
MATRIX_A=419999967
MATRIX_A=ior(MATRIX_A,TOPBIT_MASK)
T1_MASK=489444992
T1_MASK=ior(T1_MASK,TOPBIT_MASK)
T2_MASK=1875247104
T2_MASK=ior(T2_MASK,TOPBIT_MASK)
mag01(0)=0
mag01(1)=MATRIX_A
return
end