Home

Context Navigation

source: palm/trunk/SOURCE/random_generator_parallel_mod.f90 @ 2017

Last change on this file since 2017 was 2001, checked in by knoop, 8 years ago
last commit documented
Property svn:keywords set to `Id`
File size: 16.3 KB

Rev	Line
[1850]	1	!> @file random_generator_parallel_mod.f90
[1400]	2	!------------------------------------------------------------------------------!
	3	! This file is part of PALM.
	4	!
[2000]	5	! PALM is free software: you can redistribute it and/or modify it under the
	6	! terms of the GNU General Public License as published by the Free Software
	7	! Foundation, either version 3 of the License, or (at your option) any later
	8	! version.
[1400]	9	!
	10	! PALM is distributed in the hope that it will be useful, but WITHOUT ANY
	11	! WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
	12	! A PARTICULAR PURPOSE. See the GNU General Public License for more details.
	13	!
	14	! You should have received a copy of the GNU General Public License along with
	15	! PALM. If not, see <http://www.gnu.org/licenses/>.
	16	!
[1818]	17	! Copyright 1997-2016 Leibniz Universitaet Hannover
[1400]	18	!------------------------------------------------------------------------------!
	19	!
	20	! Current revisions:
	21	! -----------------
	22	!
[2001]	23	!
[1400]	24	! Former revisions:
	25	! -----------------
	26	! $Id: random_generator_parallel_mod.f90 2001 2016-08-20 18:41:22Z raasch $
	27	!
[2001]	28	! 2000 2016-08-20 18:09:15Z knoop
	29	! Forced header and separation lines into 80 columns
	30	!
[1851]	31	! 1850 2016-04-08 13:29:27Z maronga
	32	! Module renamed
	33	!
	34	!
[1683]	35	! 1682 2015-10-07 23:56:08Z knoop
	36	! Code annotations made doxygen readable
	37	!
[1401]	38	! 1400 2014-05-09 14:03:54Z knoop
	39	! Initial revision
	40	!
[1400]	41	!
	42	! Description:
	43	! ------------
[1682]	44	!> This module contains and supports the random number generating routine ran_parallel.
	45	!> ran_parallel returns a uniform random deviate between 0.0 and 1.0
	46	!> (exclusive of the end point values).
	47	!> Additionally it provides the generator with five integer for use as initial state space.
	48	!> The first tree integers (iran, jran, kran) are maintained as non negative values,
	49	!> while the last two (mran, nran) have 32-bit nonzero values.
	50	!> Also provided by this module is support for initializing or reinitializing
	51	!> the state space to a desired standard sequence number, hashing the initial
	52	!> values to random values, and allocating and deallocating the internal workspace
	53	!> Random number generator, produces numbers equally distributed in interval
	54	!>
	55	!> This routine is taken from the "numerical recipies vol. 2"
[1400]	56	!------------------------------------------------------------------------------!
[1682]	57	MODULE random_generator_parallel
	58
[1400]	59
	60	USE kinds
	61
	62	IMPLICIT NONE
	63
	64	PRIVATE
	65	PUBLIC random_number_parallel, random_seed_parallel, random_dummy, &
	66	id_random_array, seq_random_array
	67
[1682]	68	INTEGER(isp), SAVE :: lenran=0 !<
	69	INTEGER(isp), SAVE :: seq=0 !<
	70	INTEGER(isp), SAVE :: iran0 !<
	71	INTEGER(isp), SAVE :: jran0 !<
	72	INTEGER(isp), SAVE :: kran0 !<
	73	INTEGER(isp), SAVE :: mran0 !<
	74	INTEGER(isp), SAVE :: nran0 !<
	75	INTEGER(isp), SAVE :: rans !<
[1400]	76
[1682]	77	INTEGER(isp), DIMENSION(:, :), POINTER, SAVE :: ranseeds !<
[1400]	78
[1682]	79	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: iran !<
	80	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: jran !<
	81	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: kran !<
	82	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: mran !<
	83	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: nran !<
	84	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: ranv !<
[1400]	85
	86
	87
[1682]	88	INTEGER(isp), DIMENSION(:,:), ALLOCATABLE :: id_random_array !<
	89	INTEGER(isp), DIMENSION(:,:,:), ALLOCATABLE :: seq_random_array !<
[1400]	90
[1682]	91	REAL(wp), SAVE :: amm !<
[1400]	92
[1682]	93	REAL(wp) :: random_dummy=0.0 !<
[1400]	94
	95	INTERFACE random_number_parallel
	96	MODULE PROCEDURE ran0_s
	97	END INTERFACE
	98
	99	INTERFACE random_seed_parallel
	100	MODULE PROCEDURE random_seed_parallel
	101	END INTERFACE
	102
	103	INTERFACE ran_hash
	104	MODULE PROCEDURE ran_hash_v
	105	END INTERFACE
	106
	107	INTERFACE reallocate
	108	MODULE PROCEDURE reallocate_iv,reallocate_im
	109	END INTERFACE
	110
	111	INTERFACE arth
	112	MODULE PROCEDURE arth_i
	113	END INTERFACE
	114
	115	CONTAINS
	116
	117	!------------------------------------------------------------------------------!
	118	! Description:
	119	! ------------
[1682]	120	!> Lagged Fibonacci generator combined with a Marsaglia shiftsequence.
	121	!> Returns as harvest a uniform random deviate between 0.0 and 1.0 (exclusive of the end point values).
	122	!> This generator has the same calling and initialization conventions as Fortran 90's random_number routine.
	123	!> Use random_seed_parallel to initialize or reinitialize to a particular sequence.
	124	!> The period of this generator is about 2.0 x 10^28, and it fully vectorizes.
	125	!> Validity of the integer model assumed by this generator is tested at initialization.
[1400]	126	!------------------------------------------------------------------------------!
	127	SUBROUTINE ran0_s(harvest)
	128
	129	USE kinds
	130
	131	IMPLICIT NONE
	132
[1682]	133	REAL(wp), INTENT(OUT) :: harvest !<
[1400]	134
	135	IF (lenran < 1) CALL ran_init(1) !- Initialization routine in ran_state.
	136
	137	!- Update Fibonacci generator, which has period p^2 + p + 1, p = 2^31 - 69.
	138	rans = iran0 - kran0
	139
	140	IF (rans < 0) rans = rans + 2147483579_isp
	141
	142	iran0 = jran0
	143	jran0 = kran0
	144	kran0 = rans
	145
	146	nran0 = ieor( nran0, ishft (nran0, 13) ) !- Update Marsaglia shift sequence with period 2^32 - 1.
	147	nran0 = ieor( nran0, ishft (nran0, -17) )
	148	nran0 = ieor( nran0, ishft (nran0, 5) )
	149
	150	rans = ieor( nran0, rans ) !- Combine the generators.
	151
	152	harvest = amm * merge( rans, not(rans), rans < 0 ) !- Make the result positive definite (note that amm is negative).
	153
	154	END SUBROUTINE ran0_s
	155
	156	!------------------------------------------------------------------------------!
	157	! Description:
	158	! ------------
[1682]	159	!> Initialize or reinitialize the random generator state space to vectors of size length.
	160	!> The saved variable seq is hashed (via calls to the module routine ran_hash)
	161	!> to create unique starting seeds, different for each vector component.
[1400]	162	!------------------------------------------------------------------------------!
	163	SUBROUTINE ran_init( length )
	164
	165	USE kinds
	166
	167	IMPLICIT NONE
	168
[1682]	169	INTEGER(isp), INTENT(IN) :: length !<
[1400]	170
[1682]	171	INTEGER(isp), PARAMETER:: hg=huge(1_isp) !<
	172	INTEGER(isp), PARAMETER:: hgm=-hg !<
	173	INTEGER(isp), PARAMETER:: hgng=hgm-1 !<
[1400]	174
[1682]	175	INTEGER(isp) :: new !<
	176	INTEGER(isp) :: j !<
	177	INTEGER(isp) :: hgt !<
[1400]	178
	179	IF ( length < lenran ) RETURN !- Simply return if enough space is already allocated.
	180
	181	hgt = hg
	182
	183	!- The following lines check that kind value isp is in fact a 32-bit integer
	184	!- with the usual properties that we expect it to have (under negation and wrap-around addition).
	185	!- If all of these tests are satisfied, then the routines that use this module are portable,
	186	!- even though they go beyond Fortran 90's integer model.
	187
	188	IF ( hg /= 2147483647 ) CALL ran_error('ran_init: arith assump 1 fails')
	189	IF ( hgng >= 0 ) CALL ran_error('ran_init: arith assump 2 fails')
	190	IF ( hgt+1 /= hgng ) CALL ran_error('ran_init: arith assump 3 fails')
	191	IF ( not(hg) >= 0 ) CALL ran_error('ran_init: arith assump 4 fails')
	192	IF ( not(hgng) < 0 ) CALL ran_error('ran_init: arith assump 5 fails')
	193	IF ( hg+hgng >= 0 ) CALL ran_error('ran_init: arith assump 6 fails')
	194	IF ( not(-1_isp) < 0 ) CALL ran_error('ran_init: arith assump 7 fails')
	195	IF ( not(0_isp) >= 0 ) CALL ran_error('ran_init: arith assump 8 fails')
	196	IF ( not(1_isp) >= 0 ) CALL ran_error('ran_init: arith assump 9 fails')
	197
	198	IF ( lenran > 0) THEN !- Reallocate space, or ...
	199
	200	ranseeds => reallocate( ranseeds, length, 5)
	201	ranv => reallocate( ranv, length-1)
	202	new = lenran+1
	203
	204	ELSE !- allocate space.
	205
	206	ALLOCATE(ranseeds(length,5))
	207	ALLOCATE(ranv(length-1))
	208	new = 1 !- Index of first location not yet initialized.
	209	amm = nearest(1.0_wp,-1.0_wp)/hgng
	210	!- Use of nearest is to ensure that returned random deviates are strictly lessthan 1.0.
	211	IF (ammhgng >= 1.0 .or. ammhgng <= 0.0) &
	212	CALL ran_error('ran_init: arith assump 10 fails')
	213
	214	END IF
	215
	216	!- Set starting values, unique by seq and vector component.
	217	ranseeds(new:,1) = seq
	218	ranseeds(new:,2:5)=spread(arth(new,1,size(ranseeds(new:,1))),2,4)
	219
	220	DO j=1,4 !- Hash them.
	221	CALL ran_hash(ranseeds(new:,j), ranseeds(new:,j+1))
	222	END DO
	223
	224	WHERE (ranseeds (new: ,1:3) < 0) &
	225	ranseeds(new: ,1:3)=not(ranseeds(new: ,1:3)) !- Enforce nonnegativity.
	226
	227	WHERE (ranseeds(new: ,4:5) == 0) ranseeds(new: ,4:5)=1 !- Enforce nonzero.
	228
	229	IF (new == 1) THEN !- Set scalar seeds.
	230
	231	iran0 = ranseeds(1,1)
	232	jran0 = ranseeds(1,2)
	233	kran0 = ranseeds(1,3)
	234	mran0 = ranseeds(1,4)
	235	nran0 = ranseeds(1,5)
	236	rans = nran0
	237
	238	END IF
	239
	240	IF (length > 1) THEN !- Point to vector seeds.
	241
	242	iran => ranseeds(2:,1)
	243	jran => ranseeds(2:,2)
	244	kran => ranseeds(2:,3)
	245	mran => ranseeds(2:,4)
	246	nran => ranseeds(2:,5)
	247	ranv = nran
	248
	249	END IF
	250
	251	lenran = length
	252
	253	END SUBROUTINE ran_init
	254
	255	!------------------------------------------------------------------------------!
	256	! Description:
	257	! ------------
[1682]	258	!> User interface to release the workspace used by the random number routines.
[1400]	259	!------------------------------------------------------------------------------!
	260	SUBROUTINE ran_deallocate
	261
	262	IF ( lenran > 0 ) THEN
	263
	264	DEALLOCATE(ranseeds, ranv)
	265	NULLIFY(ranseeds, ranv, iran, jran, kran, mran, nran)
	266	lenran = 0
	267
	268	END IF
	269
	270	END SUBROUTINE ran_deallocate
	271
	272	!------------------------------------------------------------------------------!
	273	! Description:
	274	! ------------
[1682]	275	!> User interface for seeding the random number routines.
	276	!> Syntax is exactly like Fortran 90's random_seed routine,
	277	!> with one additional argument keyword: random_sequence, set to any integer
	278	!> value, causes an immediate new initialization, seeded by that integer.
[1400]	279	!------------------------------------------------------------------------------!
	280	SUBROUTINE random_seed_parallel( random_sequence, state_size, put, get )
	281
	282	IMPLICIT NONE
	283
[1682]	284	INTEGER(isp), OPTIONAL, INTENT(IN) :: random_sequence !<
	285	INTEGER(isp), OPTIONAL, INTENT(OUT) :: state_size !<
[1400]	286
[1682]	287	INTEGER(isp), DIMENSION(:), OPTIONAL, INTENT(IN) :: put !<
	288	INTEGER(isp), DIMENSION(:), OPTIONAL, INTENT(OUT) :: get !<
[1400]	289
	290	IF ( present(state_size) ) THEN
	291
	292	state_size = 5 * lenran
	293
	294	ELSE IF ( present(put) ) THEN
	295
	296	IF ( lenran == 0 ) RETURN
	297
	298	ranseeds = reshape( put,shape(ranseeds) )
	299
	300	WHERE (ranseeds(:,1:3) < 0) ranseeds(: ,1:3) = not(ranseeds(: ,1:3))
	301	!- Enforce nonnegativity and nonzero conditions on any user-supplied seeds.
	302
	303	WHERE (ranseeds(:,4:5) == 0) ranseeds(:,4:5) = 1
	304
	305	iran0 = ranseeds(1,1)
	306	jran0 = ranseeds(1,2)
	307	kran0 = ranseeds(1,3)
	308	mran0 = ranseeds(1,4)
	309	nran0 = ranseeds(1,5)
	310
	311	ELSE IF ( present(get) ) THEN
	312
	313	IF (lenran == 0) RETURN
	314
	315	ranseeds(1,1:5) = (/ iran0,jran0,kran0,mran0,nran0 /)
	316	get = reshape( ranseeds, shape(get) )
	317
	318	ELSE IF ( present(random_sequence) ) THEN
	319
	320	CALL ran_deallocate
	321	seq = random_sequence
	322
	323	END IF
	324
	325	END SUBROUTINE random_seed_parallel
	326
	327	!------------------------------------------------------------------------------!
	328	! Description:
	329	! ------------
[1682]	330	!> DES-like hashing of two 32-bit integers, using shifts,
	331	!> xor's, and adds to make the internal nonlinear function.
[1400]	332	!------------------------------------------------------------------------------!
	333	SUBROUTINE ran_hash_v( il, ir )
	334
	335	IMPLICIT NONE
	336
[1682]	337	INTEGER(isp), DIMENSION(:), INTENT(INOUT) :: il !<
	338	INTEGER(isp), DIMENSION(:), INTENT(INOUT) :: ir !<
[1400]	339
[1682]	340	INTEGER(isp), DIMENSION(size(il)) :: is !<
[1400]	341
[1682]	342	INTEGER(isp) :: j !<
[1400]	343
	344	DO j=1,4
	345
	346	is = ir
	347	ir = ieor( ir, ishft(ir,5) ) + 1422217823
	348	ir = ieor( ir, ishft(ir,-16) ) + 1842055030
	349	ir = ieor( ir, ishft(ir,9) ) + 80567781
	350	ir = ieor( il, ir )
	351	il = is
	352	END DO
	353
	354	END SUBROUTINE ran_hash_v
	355
	356	!------------------------------------------------------------------------------!
	357	! Description:
	358	! ------------
[1682]	359	!> User interface to process error-messages
	360	!> produced by the random_number_parallel module
[1400]	361	!------------------------------------------------------------------------------!
	362	SUBROUTINE ran_error(string)
	363
[1682]	364	CHARACTER(LEN=*), INTENT(IN) :: string !<
[1400]	365
	366	write (,) 'Error in module random_number_parallel: ',string
	367
	368	STOP 'Program terminated by ran_error'
	369
	370	END SUBROUTINE ran_error
	371
	372	!------------------------------------------------------------------------------!
	373	! Description:
	374	! ------------
[1682]	375	!> Reallocates the generators state space "ranseeds" to vectors of size length.
[1400]	376	!------------------------------------------------------------------------------!
	377	FUNCTION reallocate_iv( p, n )
	378
[1682]	379	INTEGER(isp), DIMENSION(:), POINTER :: p !<
	380	INTEGER(isp), DIMENSION(:), POINTER :: reallocate_iv !<
[1400]	381
[1682]	382	INTEGER(isp), INTENT(IN) :: n !<
[1400]	383
[1682]	384	INTEGER(isp) :: nold !<
	385	INTEGER(isp) :: ierr !<
[1400]	386
	387	ALLOCATE(reallocate_iv(n),stat=ierr)
	388
	389	IF (ierr /= 0) CALL &
	390	ran_error('reallocate_iv: problem in attempt to allocate memory')
	391
	392	IF (.not. associated(p)) RETURN
	393
	394	nold = size(p)
	395
	396	reallocate_iv(1:min(nold,n)) = p(1:min(nold,n))
	397
	398	DEALLOCATE(p)
	399
	400	END FUNCTION reallocate_iv
	401
	402	FUNCTION reallocate_im( p, n, m )
	403
[1682]	404	INTEGER(isp), DIMENSION(:,:), POINTER :: p !<
	405	INTEGER(isp), DIMENSION(:,:), POINTER :: reallocate_im !<
[1400]	406
[1682]	407	INTEGER(isp), INTENT(IN) :: m !<
	408	INTEGER(isp), INTENT(IN) :: n !<
[1400]	409
[1682]	410	INTEGER(isp) :: mold !<
	411	INTEGER(isp) :: nold !<
	412	INTEGER(isp) :: ierr !<
[1400]	413
	414	ALLOCATE(reallocate_im(n,m),stat=ierr)
	415
	416	IF (ierr /= 0) CALL &
	417	ran_error('reallocate_im: problem in attempt to allocate memory')
	418
	419	IF (.not. associated(p)) RETURN
	420
	421	nold = size(p,1)
	422	mold = size(p,2)
	423
	424	reallocate_im(1:min(nold,n),1:min(mold,m)) = &
	425	p(1:min(nold,n),1:min(mold,m))
	426
	427	DEALLOCATE(p)
	428
	429	END FUNCTION reallocate_im
	430
	431	!------------------------------------------------------------------------------!
	432	! Description:
	433	! ------------
[1682]	434	!> Reallocates the generators state space "ranseeds" to vectors of size length.
[1400]	435	!------------------------------------------------------------------------------!
	436	FUNCTION arth_i(first,increment,n)
	437
[1682]	438	INTEGER(isp), INTENT(IN) :: first !<
	439	INTEGER(isp), INTENT(IN) :: increment !<
	440	INTEGER(isp), INTENT(IN) :: n !<
[1400]	441
[1682]	442	INTEGER(isp), DIMENSION(n) :: arth_i !<
[1400]	443
[1682]	444	INTEGER(isp) :: k !<
	445	INTEGER(isp) :: k2 !<
	446	INTEGER(isp) :: temp !<
[1400]	447
[1682]	448	INTEGER(isp), PARAMETER :: npar_arth=16 !<
	449	INTEGER(isp), PARAMETER :: npar2_arth=8 !<
[1400]	450
	451	IF (n > 0) arth_i(1) = first
	452
	453	IF (n <= npar_arth) THEN
	454
	455	DO k=2,n
	456	arth_i(k) = arth_i(k-1)+increment
	457	END DO
	458
	459	ELSE
	460
	461	DO k=2,npar2_arth
	462	arth_i(k) = arth_i(k-1) + increment
	463	END DO
	464
	465	temp = increment * npar2_arth
	466	k = npar2_arth
	467
	468	DO
	469	IF (k >= n) EXIT
	470	k2 = k + k
	471	arth_i(k+1:min(k2,n)) = temp + arth_i(1:min(k,n-k))
	472	temp = temp + temp
	473	k = k2
	474	END DO
	475
	476	END IF
	477
	478	END FUNCTION arth_i
	479
	480	END MODULE random_generator_parallel

Note: See TracBrowser for help on using the repository browser.

Download in other formats:

| Impressum | ©Leibniz Universität Hannover |