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source: palm/trunk/SOURCE/random_generator_parallel_mod.f90 @ 2172

Last change on this file since 2172 was 2172, checked in by knoop, 7 years ago
Bugfix: parallel random number generator
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1	!> @file random_generator_parallel_mod.f90
2	!------------------------------------------------------------------------------!
3	! This file is part of PALM.
4	!
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.
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	!
17	! Copyright 1997-2017 Leibniz Universitaet Hannover
18	!------------------------------------------------------------------------------!
19	!
20	! Current revisions:
21	! -----------------
22	! Bugfix: added global initialization routine and removed global array
23	!
24	! Former revisions:
25	! -----------------
26	! $Id: random_generator_parallel_mod.f90 2172 2017-03-08 15:55:25Z knoop $
27	!
28	! 2144 2017-02-07 15:32:45Z knoop
29	! Bugfix: compile time parameter replacement prevented
30	!
31	! 2000 2016-08-20 18:09:15Z knoop
32	! Forced header and separation lines into 80 columns
33	!
34	! 1850 2016-04-08 13:29:27Z maronga
35	! Module renamed
36	!
37	!
38	! 1682 2015-10-07 23:56:08Z knoop
39	! Code annotations made doxygen readable
40	!
41	! 1400 2014-05-09 14:03:54Z knoop
42	! Initial revision
43	!
44	!
45	! Description:
46	! ------------
47	!> This module contains and supports the random number generating routine ran_parallel.
48	!> ran_parallel returns a uniform random deviate between 0.0 and 1.0
49	!> (exclusive of the end point values).
50	!> Additionally it provides the generator with five integer for use as initial state space.
51	!> The first tree integers (iran, jran, kran) are maintained as non negative values,
52	!> while the last two (mran, nran) have 32-bit nonzero values.
53	!> Also provided by this module is support for initializing or reinitializing
54	!> the state space to a desired standard sequence number, hashing the initial
55	!> values to random values, and allocating and deallocating the internal workspace
56	!> Random number generator, produces numbers equally distributed in interval
57	!>
58	!> This routine is taken from the "numerical recipies vol. 2"
59	!------------------------------------------------------------------------------!
60	MODULE random_generator_parallel
61
62
63	USE kinds
64
65	IMPLICIT NONE
66
67	PRIVATE
68	PUBLIC random_number_parallel, random_seed_parallel, random_dummy, &
69	id_random_array, seq_random_array, init_parallel_random_generator
70
71	INTEGER(isp), SAVE :: lenran=0 !<
72	INTEGER(isp), SAVE :: seq=0 !<
73	INTEGER(isp), SAVE :: iran0 !<
74	INTEGER(isp), SAVE :: jran0 !<
75	INTEGER(isp), SAVE :: kran0 !<
76	INTEGER(isp), SAVE :: mran0 !<
77	INTEGER(isp), SAVE :: nran0 !<
78	INTEGER(isp), SAVE :: rans !<
79
80	INTEGER(isp), DIMENSION(:, :), POINTER, SAVE :: ranseeds !<
81
82	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: iran !<
83	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: jran !<
84	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: kran !<
85	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: mran !<
86	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: nran !<
87	INTEGER(isp), DIMENSION(:), POINTER, SAVE :: ranv !<
88
89
90
91	INTEGER(isp), DIMENSION(:,:), ALLOCATABLE :: id_random_array !<
92	INTEGER(isp), DIMENSION(:,:,:), ALLOCATABLE :: seq_random_array !<
93
94	REAL(wp), SAVE :: amm !<
95
96	REAL(wp) :: random_dummy=0.0 !<
97
98	INTERFACE init_parallel_random_generator
99	MODULE PROCEDURE init_parallel_random_generator
100	END INTERFACE
101
102	INTERFACE random_number_parallel
103	MODULE PROCEDURE ran0_s
104	END INTERFACE
105
106	INTERFACE random_seed_parallel
107	MODULE PROCEDURE random_seed_parallel
108	END INTERFACE
109
110	INTERFACE ran_hash
111	MODULE PROCEDURE ran_hash_v
112	END INTERFACE
113
114	INTERFACE reallocate
115	MODULE PROCEDURE reallocate_iv,reallocate_im
116	END INTERFACE
117
118	INTERFACE arth
119	MODULE PROCEDURE arth_i
120	END INTERFACE
121
122	CONTAINS
123
124	!------------------------------------------------------------------------------!
125	! Description:
126	! ------------
127	!> Initialize the parallel random number generator for a specific subdomain
128	!------------------------------------------------------------------------------!
129	SUBROUTINE init_parallel_random_generator(nx, ny, nys, nyn, nxl, nxr)
130
131	USE kinds
132
133	USE control_parameters, &
134	ONLY: ensemble_member_nr
135
136	IMPLICIT NONE
137
138	INTEGER(isp), INTENT(IN) :: nx !<
139	INTEGER(isp), INTENT(IN) :: ny !<
140	INTEGER(isp), INTENT(IN) :: nys !<
141	INTEGER(isp), INTENT(IN) :: nyn !<
142	INTEGER(isp), INTENT(IN) :: nxl !<
143	INTEGER(isp), INTENT(IN) :: nxr !<
144
145	INTEGER(iwp) :: i !<
146	INTEGER(iwp) :: j !<
147
148	!-- Allocate ID-array and state-space-array
149	ALLOCATE ( seq_random_array(5,nys:nyn,nxl:nxr) )
150	ALLOCATE ( id_random_array(nys:nyn,nxl:nxr) )
151	seq_random_array = 0
152	id_random_array = 0
153
154	!-- Asigning an ID to every vertical gridpoint column
155	!-- dependig on the ensemble run number.
156	DO i=nxl, nxr
157	DO j=nys, nyn
158	id_random_array(j,i) = j(nx+1.0_wp) + i + 1.0_wp + 1E6 &
159	( ensemble_member_nr - 1000 )
160	ENDDO
161	ENDDO
162	!-- Initializing with random_seed_parallel for every vertical
163	!-- gridpoint column.
164	random_dummy=0
165	DO i = nxl, nxr
166	DO j = nys, nyn
167	CALL random_seed_parallel (random_sequence=id_random_array(j, i))
168	CALL random_number_parallel (random_dummy)
169	CALL random_seed_parallel (get=seq_random_array(:, j, i))
170	ENDDO
171	ENDDO
172
173	END SUBROUTINE init_parallel_random_generator
174
175	!------------------------------------------------------------------------------!
176	! Description:
177	! ------------
178	!> Lagged Fibonacci generator combined with a Marsaglia shiftsequence.
179	!> Returns as harvest a uniform random deviate between 0.0 and 1.0 (exclusive of the end point values).
180	!> This generator has the same calling and initialization conventions as Fortran 90's random_number routine.
181	!> Use random_seed_parallel to initialize or reinitialize to a particular sequence.
182	!> The period of this generator is about 2.0 x 10^28, and it fully vectorizes.
183	!> Validity of the integer model assumed by this generator is tested at initialization.
184	!------------------------------------------------------------------------------!
185	SUBROUTINE ran0_s(harvest)
186
187	USE kinds
188
189	IMPLICIT NONE
190
191	REAL(wp), INTENT(OUT) :: harvest !<
192
193	IF (lenran < 1) CALL ran_init(1) !- Initialization routine in ran_state.
194
195	!- Update Fibonacci generator, which has period p^2 + p + 1, p = 2^31 - 69.
196	rans = iran0 - kran0
197
198	IF (rans < 0) rans = rans + 2147483579_isp
199
200	iran0 = jran0
201	jran0 = kran0
202	kran0 = rans
203
204	nran0 = ieor( nran0, ishft (nran0, 13) ) !- Update Marsaglia shift sequence with period 2^32 - 1.
205	nran0 = ieor( nran0, ishft (nran0, -17) )
206	nran0 = ieor( nran0, ishft (nran0, 5) )
207
208	rans = ieor( nran0, rans ) !- Combine the generators.
209
210	harvest = amm * merge( rans, not(rans), rans < 0 ) !- Make the result positive definite (note that amm is negative).
211
212	END SUBROUTINE ran0_s
213
214	!------------------------------------------------------------------------------!
215	! Description:
216	! ------------
217	!> Initialize or reinitialize the random generator state space to vectors of size length.
218	!> The saved variable seq is hashed (via calls to the module routine ran_hash)
219	!> to create unique starting seeds, different for each vector component.
220	!------------------------------------------------------------------------------!
221	SUBROUTINE ran_init( length )
222
223	USE kinds
224
225	IMPLICIT NONE
226
227	INTEGER(isp), INTENT(IN) :: length !<
228
229	INTEGER(isp) :: hg !<
230	INTEGER(isp) :: hgm !<
231	INTEGER(isp) :: hgng !<
232
233	INTEGER(isp) :: new !<
234	INTEGER(isp) :: j !<
235	INTEGER(isp) :: hgt !<
236
237	IF ( length < lenran ) RETURN !- Simply return if enough space is already allocated.
238
239	hg=huge(1_isp)
240	hgm=-hg
241	hgng=hgm-1
242	hgt = hg
243
244	!- The following lines check that kind value isp is in fact a 32-bit integer
245	!- with the usual properties that we expect it to have (under negation and wrap-around addition).
246	!- If all of these tests are satisfied, then the routines that use this module are portable,
247	!- even though they go beyond Fortran 90's integer model.
248
249	IF ( hg /= 2147483647 ) CALL ran_error('ran_init: arith assump 1 fails')
250	IF ( hgng >= 0 ) CALL ran_error('ran_init: arith assump 2 fails')
251	IF ( hgt+1 /= hgng ) CALL ran_error('ran_init: arith assump 3 fails')
252	IF ( not(hg) >= 0 ) CALL ran_error('ran_init: arith assump 4 fails')
253	IF ( not(hgng) < 0 ) CALL ran_error('ran_init: arith assump 5 fails')
254	IF ( hg+hgng >= 0 ) CALL ran_error('ran_init: arith assump 6 fails')
255	IF ( not(-1_isp) < 0 ) CALL ran_error('ran_init: arith assump 7 fails')
256	IF ( not(0_isp) >= 0 ) CALL ran_error('ran_init: arith assump 8 fails')
257	IF ( not(1_isp) >= 0 ) CALL ran_error('ran_init: arith assump 9 fails')
258
259	IF ( lenran > 0) THEN !- Reallocate space, or ...
260
261	ranseeds => reallocate( ranseeds, length, 5)
262	ranv => reallocate( ranv, length-1)
263	new = lenran+1
264
265	ELSE !- allocate space.
266
267	ALLOCATE(ranseeds(length,5))
268	ALLOCATE(ranv(length-1))
269	new = 1 !- Index of first location not yet initialized.
270	amm = nearest(1.0_wp,-1.0_wp)/hgng
271	!- Use of nearest is to ensure that returned random deviates are strictly lessthan 1.0.
272	IF (ammhgng >= 1.0 .or. ammhgng <= 0.0) &
273	CALL ran_error('ran_init: arith assump 10 fails')
274
275	END IF
276
277	!- Set starting values, unique by seq and vector component.
278	ranseeds(new:,1) = seq
279	ranseeds(new:,2:5)=spread(arth(new,1,size(ranseeds(new:,1))),2,4)
280
281	DO j=1,4 !- Hash them.
282	CALL ran_hash(ranseeds(new:,j), ranseeds(new:,j+1))
283	END DO
284
285	WHERE (ranseeds (new: ,1:3) < 0) &
286	ranseeds(new: ,1:3)=not(ranseeds(new: ,1:3)) !- Enforce nonnegativity.
287
288	WHERE (ranseeds(new: ,4:5) == 0) ranseeds(new: ,4:5)=1 !- Enforce nonzero.
289
290	IF (new == 1) THEN !- Set scalar seeds.
291
292	iran0 = ranseeds(1,1)
293	jran0 = ranseeds(1,2)
294	kran0 = ranseeds(1,3)
295	mran0 = ranseeds(1,4)
296	nran0 = ranseeds(1,5)
297	rans = nran0
298
299	END IF
300
301	IF (length > 1) THEN !- Point to vector seeds.
302
303	iran => ranseeds(2:,1)
304	jran => ranseeds(2:,2)
305	kran => ranseeds(2:,3)
306	mran => ranseeds(2:,4)
307	nran => ranseeds(2:,5)
308	ranv = nran
309
310	END IF
311
312	lenran = length
313
314	END SUBROUTINE ran_init
315
316	!------------------------------------------------------------------------------!
317	! Description:
318	! ------------
319	!> User interface to release the workspace used by the random number routines.
320	!------------------------------------------------------------------------------!
321	SUBROUTINE ran_deallocate
322
323	IF ( lenran > 0 ) THEN
324
325	DEALLOCATE(ranseeds, ranv)
326	NULLIFY(ranseeds, ranv, iran, jran, kran, mran, nran)
327	lenran = 0
328
329	END IF
330
331	END SUBROUTINE ran_deallocate
332
333	!------------------------------------------------------------------------------!
334	! Description:
335	! ------------
336	!> User interface for seeding the random number routines.
337	!> Syntax is exactly like Fortran 90's random_seed routine,
338	!> with one additional argument keyword: random_sequence, set to any integer
339	!> value, causes an immediate new initialization, seeded by that integer.
340	!------------------------------------------------------------------------------!
341	SUBROUTINE random_seed_parallel( random_sequence, state_size, put, get )
342
343	IMPLICIT NONE
344
345	INTEGER(isp), OPTIONAL, INTENT(IN) :: random_sequence !<
346	INTEGER(isp), OPTIONAL, INTENT(OUT) :: state_size !<
347
348	INTEGER(isp), DIMENSION(:), OPTIONAL, INTENT(IN) :: put !<
349	INTEGER(isp), DIMENSION(:), OPTIONAL, INTENT(OUT) :: get !<
350
351	IF ( present(state_size) ) THEN
352
353	state_size = 5 * lenran
354
355	ELSE IF ( present(put) ) THEN
356
357	IF ( lenran == 0 ) RETURN
358
359	ranseeds = reshape( put,shape(ranseeds) )
360
361	WHERE (ranseeds(:,1:3) < 0) ranseeds(: ,1:3) = not(ranseeds(: ,1:3))
362	!- Enforce nonnegativity and nonzero conditions on any user-supplied seeds.
363
364	WHERE (ranseeds(:,4:5) == 0) ranseeds(:,4:5) = 1
365
366	iran0 = ranseeds(1,1)
367	jran0 = ranseeds(1,2)
368	kran0 = ranseeds(1,3)
369	mran0 = ranseeds(1,4)
370	nran0 = ranseeds(1,5)
371
372	ELSE IF ( present(get) ) THEN
373
374	IF (lenran == 0) RETURN
375
376	ranseeds(1,1:5) = (/ iran0,jran0,kran0,mran0,nran0 /)
377	get = reshape( ranseeds, shape(get) )
378
379	ELSE IF ( present(random_sequence) ) THEN
380
381	CALL ran_deallocate
382	seq = random_sequence
383
384	END IF
385
386	END SUBROUTINE random_seed_parallel
387
388	!------------------------------------------------------------------------------!
389	! Description:
390	! ------------
391	!> DES-like hashing of two 32-bit integers, using shifts,
392	!> xor's, and adds to make the internal nonlinear function.
393	!------------------------------------------------------------------------------!
394	SUBROUTINE ran_hash_v( il, ir )
395
396	IMPLICIT NONE
397
398	INTEGER(isp), DIMENSION(:), INTENT(INOUT) :: il !<
399	INTEGER(isp), DIMENSION(:), INTENT(INOUT) :: ir !<
400
401	INTEGER(isp), DIMENSION(size(il)) :: is !<
402
403	INTEGER(isp) :: j !<
404
405	DO j=1,4
406
407	is = ir
408	ir = ieor( ir, ishft(ir,5) ) + 1422217823
409	ir = ieor( ir, ishft(ir,-16) ) + 1842055030
410	ir = ieor( ir, ishft(ir,9) ) + 80567781
411	ir = ieor( il, ir )
412	il = is
413	END DO
414
415	END SUBROUTINE ran_hash_v
416
417	!------------------------------------------------------------------------------!
418	! Description:
419	! ------------
420	!> User interface to process error-messages
421	!> produced by the random_number_parallel module
422	!------------------------------------------------------------------------------!
423	SUBROUTINE ran_error(string)
424
425	CHARACTER(LEN=*), INTENT(IN) :: string !<
426
427	write (,) 'Error in module random_number_parallel: ',string
428
429	STOP 'Program terminated by ran_error'
430
431	END SUBROUTINE ran_error
432
433	!------------------------------------------------------------------------------!
434	! Description:
435	! ------------
436	!> Reallocates the generators state space "ranseeds" to vectors of size length.
437	!------------------------------------------------------------------------------!
438	FUNCTION reallocate_iv( p, n )
439
440	INTEGER(isp), DIMENSION(:), POINTER :: p !<
441	INTEGER(isp), DIMENSION(:), POINTER :: reallocate_iv !<
442
443	INTEGER(isp), INTENT(IN) :: n !<
444
445	INTEGER(isp) :: nold !<
446	INTEGER(isp) :: ierr !<
447
448	ALLOCATE(reallocate_iv(n),stat=ierr)
449
450	IF (ierr /= 0) CALL &
451	ran_error('reallocate_iv: problem in attempt to allocate memory')
452
453	IF (.not. associated(p)) RETURN
454
455	nold = size(p)
456
457	reallocate_iv(1:min(nold,n)) = p(1:min(nold,n))
458
459	DEALLOCATE(p)
460
461	END FUNCTION reallocate_iv
462
463	FUNCTION reallocate_im( p, n, m )
464
465	INTEGER(isp), DIMENSION(:,:), POINTER :: p !<
466	INTEGER(isp), DIMENSION(:,:), POINTER :: reallocate_im !<
467
468	INTEGER(isp), INTENT(IN) :: m !<
469	INTEGER(isp), INTENT(IN) :: n !<
470
471	INTEGER(isp) :: mold !<
472	INTEGER(isp) :: nold !<
473	INTEGER(isp) :: ierr !<
474
475	ALLOCATE(reallocate_im(n,m),stat=ierr)
476
477	IF (ierr /= 0) CALL &
478	ran_error('reallocate_im: problem in attempt to allocate memory')
479
480	IF (.not. associated(p)) RETURN
481
482	nold = size(p,1)
483	mold = size(p,2)
484
485	reallocate_im(1:min(nold,n),1:min(mold,m)) = &
486	p(1:min(nold,n),1:min(mold,m))
487
488	DEALLOCATE(p)
489
490	END FUNCTION reallocate_im
491
492	!------------------------------------------------------------------------------!
493	! Description:
494	! ------------
495	!> Reallocates the generators state space "ranseeds" to vectors of size length.
496	!------------------------------------------------------------------------------!
497	FUNCTION arth_i(first,increment,n)
498
499	INTEGER(isp), INTENT(IN) :: first !<
500	INTEGER(isp), INTENT(IN) :: increment !<
501	INTEGER(isp), INTENT(IN) :: n !<
502
503	INTEGER(isp), DIMENSION(n) :: arth_i !<
504
505	INTEGER(isp) :: k !<
506	INTEGER(isp) :: k2 !<
507	INTEGER(isp) :: temp !<
508
509	INTEGER(isp), PARAMETER :: npar_arth=16 !<
510	INTEGER(isp), PARAMETER :: npar2_arth=8 !<
511
512	IF (n > 0) arth_i(1) = first
513
514	IF (n <= npar_arth) THEN
515
516	DO k=2,n
517	arth_i(k) = arth_i(k-1)+increment
518	END DO
519
520	ELSE
521
522	DO k=2,npar2_arth
523	arth_i(k) = arth_i(k-1) + increment
524	END DO
525
526	temp = increment * npar2_arth
527	k = npar2_arth
528
529	DO
530	IF (k >= n) EXIT
531	k2 = k + k
532	arth_i(k+1:min(k2,n)) = temp + arth_i(1:min(k,n-k))
533	temp = temp + temp
534	k = k2
535	END DO
536
537	END IF
538
539	END FUNCTION arth_i
540
541	END MODULE random_generator_parallel

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