/* Implementation of the RANDOM intrinsics Copyright 2002, 2004, 2005, 2006, 2007 Free Software Foundation, Inc. Contributed by Lars Segerlund and Steve Kargl. This file is part of the GNU Fortran 95 runtime library (libgfortran). Libgfortran is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. In addition to the permissions in the GNU General Public License, the Free Software Foundation gives you unlimited permission to link the compiled version of this file into combinations with other programs, and to distribute those combinations without any restriction coming from the use of this file. (The General Public License restrictions do apply in other respects; for example, they cover modification of the file, and distribution when not linked into a combine executable.) Ligbfortran is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with libgfortran; see the file COPYING. If not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include "libgfortran.h" #include #include extern void random_r4 (GFC_REAL_4 *); iexport_proto(random_r4); extern void random_r8 (GFC_REAL_8 *); iexport_proto(random_r8); extern void arandom_r4 (gfc_array_r4 *); export_proto(arandom_r4); extern void arandom_r8 (gfc_array_r8 *); export_proto(arandom_r8); #ifdef HAVE_GFC_REAL_10 extern void random_r10 (GFC_REAL_10 *); iexport_proto(random_r10); extern void arandom_r10 (gfc_array_r10 *); export_proto(arandom_r10); #endif #ifdef HAVE_GFC_REAL_16 extern void random_r16 (GFC_REAL_16 *); iexport_proto(random_r16); extern void arandom_r16 (gfc_array_r16 *); export_proto(arandom_r16); #endif #ifdef __GTHREAD_MUTEX_INIT static __gthread_mutex_t random_lock = __GTHREAD_MUTEX_INIT; #else static __gthread_mutex_t random_lock; #endif /* Helper routines to map a GFC_UINTEGER_* to the corresponding GFC_REAL_* types in the range of [0,1). If GFC_REAL_*_RADIX are 2 or 16, respectively, we mask off the bits that don't fit into the correct GFC_REAL_*, convert to the real type, then multiply by the correct offset. */ static inline void rnumber_4 (GFC_REAL_4 *f, GFC_UINTEGER_4 v) { GFC_UINTEGER_4 mask; #if GFC_REAL_4_RADIX == 2 mask = ~ (GFC_UINTEGER_4) 0u << (32 - GFC_REAL_4_DIGITS); #elif GFC_REAL_4_RADIX == 16 mask = ~ (GFC_UINTEGER_4) 0u << ((8 - GFC_REAL_4_DIGITS) * 4); #else #error "GFC_REAL_4_RADIX has unknown value" #endif v = v & mask; *f = (GFC_REAL_4) v * (GFC_REAL_4) 0x1.p-32f; } static inline void rnumber_8 (GFC_REAL_8 *f, GFC_UINTEGER_8 v) { GFC_UINTEGER_8 mask; #if GFC_REAL_8_RADIX == 2 mask = ~ (GFC_UINTEGER_8) 0u << (64 - GFC_REAL_8_DIGITS); #elif GFC_REAL_8_RADIX == 16 mask = ~ (GFC_UINTEGER_8) 0u << (16 - GFC_REAL_8_DIGITS) * 4); #else #error "GFC_REAL_8_RADIX has unknown value" #endif v = v & mask; *f = (GFC_REAL_8) v * (GFC_REAL_8) 0x1.p-64; } #ifdef HAVE_GFC_REAL_10 static inline void rnumber_10 (GFC_REAL_10 *f, GFC_UINTEGER_8 v) { GFC_UINTEGER_8 mask; #if GFC_REAL_10_RADIX == 2 mask = ~ (GFC_UINTEGER_8) 0u << (64 - GFC_REAL_10_DIGITS); #elif GFC_REAL_10_RADIX == 16 mask = ~ (GFC_UINTEGER_10) 0u << ((16 - GFC_REAL_10_DIGITS) * 4); #else #error "GFC_REAL_10_RADIX has unknown value" #endif v = v & mask; *f = (GFC_REAL_10) v * (GFC_REAL_10) 0x1.p-64; } #endif #ifdef HAVE_GFC_REAL_16 /* For REAL(KIND=16), we only need to mask off the lower bits. */ static inline void rnumber_16 (GFC_REAL_16 *f, GFC_UINTEGER_8 v1, GFC_UINTEGER_8 v2) { GFC_UINTEGER_8 mask; #if GFC_REAL_16_RADIX == 2 mask = ~ (GFC_UINTEGER_8) 0u << (128 - GFC_REAL_16_DIGITS); #elif GFC_REAL_16_RADIX == 16 mask = ~ (GFC_UINTEGER_8) 0u << ((32 - GFC_REAL_16_DIGITS) * 4); #else #error "GFC_REAL_16_RADIX has unknown value" #endif v2 = v2 & mask; *f = (GFC_REAL_16) v1 * (GFC_REAL_16) 0x1.p-64 + (GFC_REAL_16) v2 * (GFC_REAL_16) 0x1.p-128; } #endif /* libgfortran previously had a Mersenne Twister, taken from the paper: Mersenne Twister: 623-dimensionally equidistributed uniform pseudorandom generator. by Makoto Matsumoto & Takuji Nishimura which appeared in the: ACM Transactions on Modelling and Computer Simulations: Special Issue on Uniform Random Number Generation. ( Early in 1998 ). The Mersenne Twister code was replaced due to (1) Simple user specified seeds lead to really bad sequences for nearly 100000 random numbers. (2) open(), read(), and close() were not properly declared via header files. (3) The global index i was abused and caused unexpected behavior with GET and PUT. (4) See PR 15619. libgfortran currently uses George Marsaglia's KISS (Keep It Simple Stupid) random number generator. This PRNG combines: (1) The congruential generator x(n)=69069*x(n-1)+1327217885 with a period of 2^32, (2) A 3-shift shift-register generator with a period of 2^32-1, (3) Two 16-bit multiply-with-carry generators with a period of 597273182964842497 > 2^59. The overall period exceeds 2^123. http://www.ciphersbyritter.com/NEWS4/RANDC.HTM#369F6FCA.74C7C041@stat.fsu.edu The above web site has an archive of a newsgroup posting from George Marsaglia with the statement: Subject: Random numbers for C: Improvements. Date: Fri, 15 Jan 1999 11:41:47 -0500 From: George Marsaglia Message-ID: <369F6FCA.74C7C041@stat.fsu.edu> References: <369B5E30.65A55FD1@stat.fsu.edu> Newsgroups: sci.stat.math,sci.math,sci.math.numer-analysis Lines: 93 As I hoped, several suggestions have led to improvements in the code for RNG's I proposed for use in C. (See the thread "Random numbers for C: Some suggestions" in previous postings.) The improved code is listed below. A question of copyright has also been raised. Unlike DIEHARD, there is no copyright on the code below. You are free to use it in any way you want, but you may wish to acknowledge the source, as a courtesy. "There is no copyright on the code below." included the original KISS algorithm. */ /* We use three KISS random number generators, with different seeds. As a matter of Quality of Implementation, the random numbers we generate for different REAL kinds, starting from the same seed, are always the same up to the precision of these types. We do this by using three generators with different seeds, the first one always for the most significant bits, the second one for bits 33..64 (if present in the REAL kind), and the third one (called twice) for REAL(16). */ #define GFC_SL(k, n) ((k)^((k)<<(n))) #define GFC_SR(k, n) ((k)^((k)>>(n))) /* Reference for the seed: From: "George Marsaglia" Newsgroups: sci.math Message-ID: The KISS RNG uses four seeds, x, y, z, c, with 0<=x<2^32, 0> 16); seed[3] = 30903 * (seed[3] & 65535) + (seed[3] >> 16); kiss = seed[0] + seed[1] + (seed[2] << 16) + seed[3]; return kiss; } /* This function produces a REAL(4) value from the uniform distribution with range [0,1). */ void random_r4 (GFC_REAL_4 *x) { GFC_UINTEGER_4 kiss; __gthread_mutex_lock (&random_lock); kiss = kiss_random_kernel (kiss_seed_1); rnumber_4 (x, kiss); __gthread_mutex_unlock (&random_lock); } iexport(random_r4); /* This function produces a REAL(8) value from the uniform distribution with range [0,1). */ void random_r8 (GFC_REAL_8 *x) { GFC_UINTEGER_8 kiss; __gthread_mutex_lock (&random_lock); kiss = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_1)) << 32; kiss += kiss_random_kernel (kiss_seed_2); rnumber_8 (x, kiss); __gthread_mutex_unlock (&random_lock); } iexport(random_r8); #ifdef HAVE_GFC_REAL_10 /* This function produces a REAL(10) value from the uniform distribution with range [0,1). */ void random_r10 (GFC_REAL_10 *x) { GFC_UINTEGER_8 kiss; __gthread_mutex_lock (&random_lock); kiss = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_1)) << 32; kiss += kiss_random_kernel (kiss_seed_2); rnumber_10 (x, kiss); __gthread_mutex_unlock (&random_lock); } iexport(random_r10); #endif /* This function produces a REAL(16) value from the uniform distribution with range [0,1). */ #ifdef HAVE_GFC_REAL_16 void random_r16 (GFC_REAL_16 *x) { GFC_UINTEGER_8 kiss1, kiss2; __gthread_mutex_lock (&random_lock); kiss1 = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_1)) << 32; kiss1 += kiss_random_kernel (kiss_seed_2); kiss2 = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_3)) << 32; kiss2 += kiss_random_kernel (kiss_seed_3); rnumber_16 (x, kiss1, kiss2); __gthread_mutex_unlock (&random_lock); } iexport(random_r16); #endif /* This function fills a REAL(4) array with values from the uniform distribution with range [0,1). */ void arandom_r4 (gfc_array_r4 *x) { index_type count[GFC_MAX_DIMENSIONS]; index_type extent[GFC_MAX_DIMENSIONS]; index_type stride[GFC_MAX_DIMENSIONS]; index_type stride0; index_type dim; GFC_REAL_4 *dest; GFC_UINTEGER_4 kiss; int n; dest = x->data; dim = GFC_DESCRIPTOR_RANK (x); for (n = 0; n < dim; n++) { count[n] = 0; stride[n] = x->dim[n].stride; extent[n] = x->dim[n].ubound + 1 - x->dim[n].lbound; if (extent[n] <= 0) return; } stride0 = stride[0]; __gthread_mutex_lock (&random_lock); while (dest) { /* random_r4 (dest); */ kiss = kiss_random_kernel (kiss_seed_1); rnumber_4 (dest, kiss); /* Advance to the next element. */ dest += stride0; count[0]++; /* Advance to the next source element. */ n = 0; while (count[n] == extent[n]) { /* When we get to the end of a dimension, reset it and increment the next dimension. */ count[n] = 0; /* We could precalculate these products, but this is a less frequently used path so probably not worth it. */ dest -= stride[n] * extent[n]; n++; if (n == dim) { dest = NULL; break; } else { count[n]++; dest += stride[n]; } } } __gthread_mutex_unlock (&random_lock); } /* This function fills a REAL(8) array with values from the uniform distribution with range [0,1). */ void arandom_r8 (gfc_array_r8 *x) { index_type count[GFC_MAX_DIMENSIONS]; index_type extent[GFC_MAX_DIMENSIONS]; index_type stride[GFC_MAX_DIMENSIONS]; index_type stride0; index_type dim; GFC_REAL_8 *dest; GFC_UINTEGER_8 kiss; int n; dest = x->data; dim = GFC_DESCRIPTOR_RANK (x); for (n = 0; n < dim; n++) { count[n] = 0; stride[n] = x->dim[n].stride; extent[n] = x->dim[n].ubound + 1 - x->dim[n].lbound; if (extent[n] <= 0) return; } stride0 = stride[0]; __gthread_mutex_lock (&random_lock); while (dest) { /* random_r8 (dest); */ kiss = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_1)) << 32; kiss += kiss_random_kernel (kiss_seed_2); rnumber_8 (dest, kiss); /* Advance to the next element. */ dest += stride0; count[0]++; /* Advance to the next source element. */ n = 0; while (count[n] == extent[n]) { /* When we get to the end of a dimension, reset it and increment the next dimension. */ count[n] = 0; /* We could precalculate these products, but this is a less frequently used path so probably not worth it. */ dest -= stride[n] * extent[n]; n++; if (n == dim) { dest = NULL; break; } else { count[n]++; dest += stride[n]; } } } __gthread_mutex_unlock (&random_lock); } #ifdef HAVE_GFC_REAL_10 /* This function fills a REAL(10) array with values from the uniform distribution with range [0,1). */ void arandom_r10 (gfc_array_r10 *x) { index_type count[GFC_MAX_DIMENSIONS]; index_type extent[GFC_MAX_DIMENSIONS]; index_type stride[GFC_MAX_DIMENSIONS]; index_type stride0; index_type dim; GFC_REAL_10 *dest; GFC_UINTEGER_8 kiss; int n; dest = x->data; dim = GFC_DESCRIPTOR_RANK (x); for (n = 0; n < dim; n++) { count[n] = 0; stride[n] = x->dim[n].stride; extent[n] = x->dim[n].ubound + 1 - x->dim[n].lbound; if (extent[n] <= 0) return; } stride0 = stride[0]; __gthread_mutex_lock (&random_lock); while (dest) { /* random_r10 (dest); */ kiss = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_1)) << 32; kiss += kiss_random_kernel (kiss_seed_2); rnumber_10 (dest, kiss); /* Advance to the next element. */ dest += stride0; count[0]++; /* Advance to the next source element. */ n = 0; while (count[n] == extent[n]) { /* When we get to the end of a dimension, reset it and increment the next dimension. */ count[n] = 0; /* We could precalculate these products, but this is a less frequently used path so probably not worth it. */ dest -= stride[n] * extent[n]; n++; if (n == dim) { dest = NULL; break; } else { count[n]++; dest += stride[n]; } } } __gthread_mutex_unlock (&random_lock); } #endif #ifdef HAVE_GFC_REAL_16 /* This function fills a REAL(16) array with values from the uniform distribution with range [0,1). */ void arandom_r16 (gfc_array_r16 *x) { index_type count[GFC_MAX_DIMENSIONS]; index_type extent[GFC_MAX_DIMENSIONS]; index_type stride[GFC_MAX_DIMENSIONS]; index_type stride0; index_type dim; GFC_REAL_16 *dest; GFC_UINTEGER_8 kiss1, kiss2; int n; dest = x->data; dim = GFC_DESCRIPTOR_RANK (x); for (n = 0; n < dim; n++) { count[n] = 0; stride[n] = x->dim[n].stride; extent[n] = x->dim[n].ubound + 1 - x->dim[n].lbound; if (extent[n] <= 0) return; } stride0 = stride[0]; __gthread_mutex_lock (&random_lock); while (dest) { /* random_r16 (dest); */ kiss1 = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_1)) << 32; kiss1 += kiss_random_kernel (kiss_seed_2); kiss2 = ((GFC_UINTEGER_8) kiss_random_kernel (kiss_seed_3)) << 32; kiss2 += kiss_random_kernel (kiss_seed_3); rnumber_16 (dest, kiss1, kiss2); /* Advance to the next element. */ dest += stride0; count[0]++; /* Advance to the next source element. */ n = 0; while (count[n] == extent[n]) { /* When we get to the end of a dimension, reset it and increment the next dimension. */ count[n] = 0; /* We could precalculate these products, but this is a less frequently used path so probably not worth it. */ dest -= stride[n] * extent[n]; n++; if (n == dim) { dest = NULL; break; } else { count[n]++; dest += stride[n]; } } } __gthread_mutex_unlock (&random_lock); } #endif /* random_seed is used to seed the PRNG with either a default set of seeds or user specified set of seeds. random_seed must be called with no argument or exactly one argument. */ void random_seed_i4 (GFC_INTEGER_4 *size, gfc_array_i4 *put, gfc_array_i4 *get) { int i; __gthread_mutex_lock (&random_lock); /* Check that we only have one argument present. */ if ((size ? 1 : 0) + (put ? 1 : 0) + (get ? 1 : 0) > 1) runtime_error ("RANDOM_SEED should have at most one argument present."); /* From the standard: "If no argument is present, the processor assigns a processor-dependent value to the seed." */ if (size == NULL && put == NULL && get == NULL) for (i = 0; i < kiss_size; i++) kiss_seed[i] = kiss_default_seed[i]; if (size != NULL) *size = kiss_size; if (put != NULL) { /* If the rank of the array is not 1, abort. */ if (GFC_DESCRIPTOR_RANK (put) != 1) runtime_error ("Array rank of PUT is not 1."); /* If the array is too small, abort. */ if (((put->dim[0].ubound + 1 - put->dim[0].lbound)) < kiss_size) runtime_error ("Array size of PUT is too small."); /* This code now should do correct strides. */ for (i = 0; i < kiss_size; i++) kiss_seed[i] = (GFC_UINTEGER_4) put->data[i * put->dim[0].stride]; } /* Return the seed to GET data. */ if (get != NULL) { /* If the rank of the array is not 1, abort. */ if (GFC_DESCRIPTOR_RANK (get) != 1) runtime_error ("Array rank of GET is not 1."); /* If the array is too small, abort. */ if (((get->dim[0].ubound + 1 - get->dim[0].lbound)) < kiss_size) runtime_error ("Array size of GET is too small."); /* This code now should do correct strides. */ for (i = 0; i < kiss_size; i++) get->data[i * get->dim[0].stride] = (GFC_INTEGER_4) kiss_seed[i]; } __gthread_mutex_unlock (&random_lock); } iexport(random_seed_i4); void random_seed_i8 (GFC_INTEGER_8 *size, gfc_array_i8 *put, gfc_array_i8 *get) { int i; __gthread_mutex_lock (&random_lock); /* Check that we only have one argument present. */ if ((size ? 1 : 0) + (put ? 1 : 0) + (get ? 1 : 0) > 1) runtime_error ("RANDOM_SEED should have at most one argument present."); /* From the standard: "If no argument is present, the processor assigns a processor-dependent value to the seed." */ if (size == NULL && put == NULL && get == NULL) for (i = 0; i < kiss_size; i++) kiss_seed[i] = kiss_default_seed[i]; if (size != NULL) *size = kiss_size / 2; if (put != NULL) { /* If the rank of the array is not 1, abort. */ if (GFC_DESCRIPTOR_RANK (put) != 1) runtime_error ("Array rank of PUT is not 1."); /* If the array is too small, abort. */ if (((put->dim[0].ubound + 1 - put->dim[0].lbound)) < kiss_size / 2) runtime_error ("Array size of PUT is too small."); /* This code now should do correct strides. */ for (i = 0; i < kiss_size / 2; i++) memcpy (&kiss_seed[2*i], &(put->data[i * put->dim[0].stride]), sizeof (GFC_UINTEGER_8)); } /* Return the seed to GET data. */ if (get != NULL) { /* If the rank of the array is not 1, abort. */ if (GFC_DESCRIPTOR_RANK (get) != 1) runtime_error ("Array rank of GET is not 1."); /* If the array is too small, abort. */ if (((get->dim[0].ubound + 1 - get->dim[0].lbound)) < kiss_size / 2) runtime_error ("Array size of GET is too small."); /* This code now should do correct strides. */ for (i = 0; i < kiss_size / 2; i++) memcpy (&(get->data[i * get->dim[0].stride]), &kiss_seed[2*i], sizeof (GFC_UINTEGER_8)); } __gthread_mutex_unlock (&random_lock); } iexport(random_seed_i8); #ifndef __GTHREAD_MUTEX_INIT static void __attribute__((constructor)) init (void) { __GTHREAD_MUTEX_INIT_FUNCTION (&random_lock); } #endif