*DECK RAND FUNCTION RAND (R) C***BEGIN PROLOGUE RAND C***PURPOSE Generate a uniformly distributed random number. C***LIBRARY SLATEC (FNLIB) C***CATEGORY L6A21 C***TYPE SINGLE PRECISION (RAND-S) C***KEYWORDS FNLIB, RANDOM NUMBER, SPECIAL FUNCTIONS, UNIFORM C***AUTHOR Fullerton, W., (LANL) C***DESCRIPTION C C This pseudo-random number generator is portable among a wide C variety of computers. RAND(R) undoubtedly is not as good as many C readily available installation dependent versions, and so this C routine is not recommended for widespread usage. Its redeeming C feature is that the exact same random numbers (to within final round- C off error) can be generated from machine to machine. Thus, programs C that make use of random numbers can be easily transported to and C checked in a new environment. C C The random numbers are generated by the linear congruential C method described, e.g., by Knuth in Seminumerical Methods (p.9), C Addison-Wesley, 1969. Given the I-th number of a pseudo-random C sequence, the I+1 -st number is generated from C X(I+1) = (A*X(I) + C) MOD M, C where here M = 2**22 = 4194304, C = 1731 and several suitable values C of the multiplier A are discussed below. Both the multiplier A and C random number X are represented in double precision as two 11-bit C words. The constants are chosen so that the period is the maximum C possible, 4194304. C C In order that the same numbers be generated from machine to C machine, it is necessary that 23-bit integers be reducible modulo C 2**11 exactly, that 23-bit integers be added exactly, and that 11-bit C integers be multiplied exactly. Furthermore, if the restart option C is used (where R is between 0 and 1), then the product R*2**22 = C R*4194304 must be correct to the nearest integer. C C The first four random numbers should be .0004127026, C .6750836372, .1614754200, and .9086198807. The tenth random number C is .5527787209, and the hundredth is .3600893021 . The thousandth C number should be .2176990509 . C C In order to generate several effectively independent sequences C with the same generator, it is necessary to know the random number C for several widely spaced calls. The I-th random number times 2**22, C where I=K*P/8 and P is the period of the sequence (P = 2**22), is C still of the form L*P/8. In particular we find the I-th random C number multiplied by 2**22 is given by 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 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 C Thus the 4*P/8 = 2097152 random number is 2097152/2**22. C C Several multipliers have been subjected to the spectral test C (see Knuth, p. 82). Four suitable multipliers roughly in order of C goodness according to the spectral test are C 3146757 = 1536*2048 + 1029 = 2**21 + 2**20 + 2**10 + 5 C 2098181 = 1024*2048 + 1029 = 2**21 + 2**10 + 5 C 3146245 = 1536*2048 + 517 = 2**21 + 2**20 + 2**9 + 5 C 2776669 = 1355*2048 + 1629 = 5**9 + 7**7 + 1 C C In the table below LOG10(NU(I)) gives roughly the number of C random decimal digits in the random numbers considered I at a time. C C is the primary measure of goodness. In both cases bigger is better. C C LOG10 NU(I) C(I) C A I=2 I=3 I=4 I=5 I=2 I=3 I=4 I=5 C C 3146757 3.3 2.0 1.6 1.3 3.1 1.3 4.6 2.6 C 2098181 3.3 2.0 1.6 1.2 3.2 1.3 4.6 1.7 C 3146245 3.3 2.2 1.5 1.1 3.2 4.2 1.1 0.4 C 2776669 3.3 2.1 1.6 1.3 2.5 2.0 1.9 2.6 C Best C Possible 3.3 2.3 1.7 1.4 3.6 5.9 9.7 14.9 C C Input Argument -- C R If R=0., the next random number of the sequence is generated. C If R .LT. 0., the last generated number will be returned for C possible use in a restart procedure. C If R .GT. 0., the sequence of random numbers will start with C the seed R mod 1. This seed is also returned as the value of C RAND provided the arithmetic is done exactly. C C Output Value -- C RAND a pseudo-random number between 0. and 1. C C***REFERENCES (NONE) C***ROUTINES CALLED (NONE) C***REVISION HISTORY (YYMMDD) C 770401 DATE WRITTEN C 890531 Changed all specific intrinsics to generic. (WRB) C 890531 REVISION DATE from Version 3.2 C 891214 Prologue converted to Version 4.0 format. (BAB) C***END PROLOGUE RAND SAVE IA1, IA0, IA1MA0, IC, IX1, IX0 DATA IA1, IA0, IA1MA0 /1536, 1029, 507/ DATA IC /1731/ DATA IX1, IX0 /0, 0/ C***FIRST EXECUTABLE STATEMENT RAND IF (R.LT.0.) GO TO 10 IF (R.GT.0.) GO TO 20 C C A*X = 2**22*IA1*IX1 + 2**11*(IA1*IX1 + (IA1-IA0)*(IX0-IX1) C + IA0*IX0) + IA0*IX0 C IY0 = IA0*IX0 IY1 = IA1*IX1 + IA1MA0*(IX0-IX1) + IY0 IY0 = IY0 + IC IX0 = MOD (IY0, 2048) IY1 = IY1 + (IY0-IX0)/2048 IX1 = MOD (IY1, 2048) C 10 RAND = IX1*2048 + IX0 RAND = RAND / 4194304. RETURN C 20 IX1 = MOD(R,1.)*4194304. + 0.5 IX0 = MOD (IX1, 2048) IX1 = (IX1-IX0)/2048 GO TO 10 C END