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July 12, 2022 10:21
Attempt of porting the PCG random number generator by Melissa O'Neill to Fortran. The code is not tested. Signed integers are used for the state.
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! | |
! PCG Random Number Generation for Fortran | |
! Ported from the minimal C version by Melissa O'Neill | |
! | |
! Copyright 2020 Ivan Pribec <ivan.pribec@gmail.com> | |
! | |
! | |
! Copyright 2014 Melissa O'Neill <oneill@pcg-random.org> | |
! | |
! Licensed under the Apache License, Version 2.0 (the "License"); | |
! you may not use this file except in compliance with the License. | |
! You may obtain a copy of the License at | |
! | |
! http://www.apache.org/licenses/LICENSE-2.0 | |
! | |
! Unless required by applicable law or agreed to in writing, software | |
! distributed under the License is distributed on an "AS IS" BASIS, | |
! WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | |
! See the License for the specific language governing permissions and | |
! limitations under the License. | |
! | |
! For additional information about the PCG random number generation scheme, | |
! including its license and other licensing options, visit | |
! | |
! http://www.pcg-random.org | |
! | |
! | |
! This code is derived from the full C implementation, which is in turn | |
! derived from the canonical C++ PCG implementation. The C++ version | |
! has many additional features and is preferable if you can use C++ in | |
! your project. | |
! | |
module pcg32 | |
use iso_fortran_env, only: int32, int64 | |
implicit none | |
integer, parameter :: dp = kind(1.0d0) | |
type pcg32_random_t | |
private | |
integer(int64) :: state | |
integer(int64) :: inc | |
end type | |
! If you *must* statically initialize it, here's one. | |
type(pcg32_random_t), parameter :: pcg32_initializer = pcg32_random_t( & | |
-8846114313915602277_int64, & | |
-2720673578348880933_int64) | |
! z'853c49e6748fea9b' | |
! b'1000010100111100010010011110011001110100100011111110101010011011' | |
! decimal: 9600629759793949339 | |
! 64-bit signed int: -8846114313915602277 | |
! z'da3e39cb94b95bdb' | |
! b'1101101000111110001110011100101110010100101110010101101111011011' | |
! decimal: 15726070495360670683 | |
! 64-bit signed int: -2720673578348880933 | |
! State of the random number generator | |
type(pcg32_random_t) :: pcg32_global = pcg32_initializer | |
contains | |
! | |
! Seed the rng. Specified in two parts, state initializer and a | |
! sequence selection constant (a.k.a stream id) | |
! | |
subroutine pcg32_srandom(initstate, initseq) | |
integer(int64), intent(in) :: initstate, initseq | |
call pcg32_srandom_r(pcg32_global, initstate, initseq) | |
end subroutine | |
subroutine pcg32_srandom_r(rng,initstate,initseq) | |
type(pcg32_random_t), intent(out) :: rng | |
integer(int64), intent(in) :: initstate, initseq | |
integer(int32) :: discard | |
rng%state = 0 | |
rng%inc = ior(shiftl(initseq, 1_int64),1_int64) | |
discard = pcg32_random_r(rng) | |
rng%state = rng%state + initstate | |
discard = pcg32_random_r(rng) | |
end subroutine | |
! | |
! Generate a uniformly distributed 32-bit random number | |
! | |
integer(int32) function pcg32_random_r(rng) | |
type(pcg32_random_t), intent(inout) :: rng | |
integer(int64) :: oldstate | |
integer(int32) :: xorshifted, rot | |
oldstate = rng%state | |
rng%state = oldstate*6364136223846793005_int64 + rng%inc | |
xorshifted = int(shiftr(ieor(shiftr(oldstate,18_int64),oldstate),27_int64),kind=int32) | |
rot = int(shiftr(oldstate,59_int64),kind=int32) | |
pcg32_random_r = ior(shiftr(xorshifted,rot),shiftl(xorshifted,iand(-rot,31_int32))) | |
end function | |
integer(int32) function pcg32_random() | |
pcg32_random = pcg32_random_r(pcg32_global) | |
end function | |
! | |
! Generate a 32-bit floating point number between 0 and 1 | |
! | |
! WARNING: This procedure is not verified! | |
! | |
real(dp) function pcg32_random_double_r(rng) | |
type(pcg32_random_t), intent(inout) :: rng | |
integer(int32) :: ix | |
real(dp) :: x | |
ix = pcg32_random_r(rng) | |
! We add huge(ix) to recover the original signed integer value. | |
x = real(ix,dp) + huge(ix) + 1 | |
! See http://computer-programming-forum.com/49-fortran/42bffeb406269a1a.htm | |
! for a discussion of the scale function, supposed to be equivalent to ldexp in C. | |
pcg32_random_double_r = scale(x,-32) | |
end function | |
real(dp) function pcg32_random_double() | |
pcg32_random_double = pcg32_random_double_r(pcg32_global) | |
end function | |
subroutine random_double(x) | |
real(dp), intent(out) :: x(:) | |
integer :: i | |
do i = 1, size(x) | |
x(i) = pcg32_random_double() | |
end do | |
end subroutine | |
end module | |
program test_pcg | |
use pcg32 | |
implicit none | |
integer :: i | |
real(dp), allocatable :: A(:) | |
real(dp) :: t0, t1 | |
allocate(A(100000000)) | |
do i = 1, 1000 | |
print *, pcg32_random_double() | |
end do | |
call cpu_time(t0) | |
call random_double(A) | |
call cpu_time(t1) | |
print *, "time = ", t1 - t0 | |
print *, all(A >= 0.0_dp), all(A < 1.0_dp), minval(A), maxval(A) | |
call cpu_time(t0) | |
call random_number(A) | |
call cpu_time(t1) | |
print *, "time = ", t1 - t0 | |
print *, all(A >= 0.0_dp), all(A < 1.0_dp), minval(A), maxval(A) | |
end program |
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