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.
real(kind_dbl_prec) function, public	random_number_f ()
	This function generates random numbers in functional mode.
real(kind_dbl_prec) function, public	random_gauss_f ()
	This subrouitne generates Gaussian random numbers in functional mode.
integer function, public	random_index_f (imax)
	This subroutine generates random indices in functional mode.

Variables
type(random_stat), save	sstat

Detailed Description

This module calculates random numbers using the Mersenne twister.

(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.

Function/Subroutine Documentation

random_gauss_f()

real(kind_dbl_prec) function, public mersenne_twister::random_gauss_f

This subrouitne generates Gaussian random numbers in functional mode.

Definition at line 375 of file mersenne_twister.f.

random_index_f()

integer function, public mersenne_twister::random_index_f

(

integer, intent(in)

imax

)

This subroutine generates random indices in functional mode.

Definition at line 458 of file mersenne_twister.f.

random_number_f()

real(kind_dbl_prec) function, public mersenne_twister::random_number_f

This function generates random numbers in functional mode.

Definition at line 302 of file mersenne_twister.f.

random_seed()

subroutine, public mersenne_twister::random_seed	(	integer, intent(out), optional	size,
		integer, dimension(nrest), intent(in), optional	put,
		integer, dimension(nrest), intent(out), optional	get,
		type(random_stat), intent(inout), optional	stat
	)

This subroutine sets and gets state; overloads Fortran 90 standard.

Definition at line 220 of file mersenne_twister.f.

Variable Documentation

sstat

type(random_stat), save mersenne_twister::sstat

Definition at line 195 of file mersenne_twister.f.