source: twister.f

************************************************************************
* A C-program for MT19937: Real number version
*   genrand() generates one pseudorandom real number (double)
* which is uniformly distributed on [0,1]-interval, for each
* call. sgenrand(seed) set initial values to the working area
* of 624 words. Before genrand(), sgenrand(seed) must be
* called once. (seed is any 32-bit integer except for 0).
* Integer generator is obtained by modifying two lines.
*   Coded by Takuji Nishimura, considering the suggestions by
* Topher Cooper and Marc Rieffel in July-Aug. 1997.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Library General Public
* License as published by the Free Software Foundation; either
* version 2 of the License, or (at your option) any later
* version.
* This library 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 Library General Public License for more details.
* You should have received a copy of the GNU Library General
* Public License along with this library; if not, write to the
* Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA
* 02111-1307  USA
*
* Copyright (C) 1997 Makoto Matsumoto and Takuji Nishimura.
* When you use this, send an email to: matumoto@math.keio.ac.jp
* with an appropriate reference to your work.
*
************************************************************************
* Fortran translation by Hiroshi Takano.  Jan. 13, 1999.
*
*
*   genrand()      -> double precision function grnd()
*   sgenrand(seed) -> subroutine sgrnd(seed)
*                     integer seed
*
* This program uses the following non-standard intrinsics.
*   ishft(i,n): If n>0, shifts bits in i by n positions to left.
*               If n<0, shifts bits in i by n positions to right.
*   iand (i,j): Performs logical AND on corresponding bits of i and j.
*   ior  (i,j): Performs inclusive OR on corresponding bits of i and j.
*   ieor (i,j): Performs exclusive OR on corresponding bits of i and j.
*
************************************************************************
* Adapted to Cray T3E, Heinrich Stamerjohanns (stamer@uni-oldenburg.de)
* May 03, 2000
*
* compile with: f90 -i32 -dp -o mt19937 mt19937.f
* Changes:
*    Do not use UMASK as parameter due to restrictions of CF90
*    instead use UMASK = -MAX_INT_32, UMASK = UMASK - 1
*
*    compare y to 0.0 due to unknown bug in CF90
*
*    Now the T3E produces the same random number as a RS6000 running AIX
*
* from other programs sgrnd() must be called with integer*4
*
* All other programs do not need to be compiled with -i32 as long as
* you do not use integers as parameters to call functions compiled with -i32
*
***********************************************************************
      subroutine sgrnd(seed)
*
      integer seed, tmaskb, tmaskc, tshftu, tshfts, tshftt
      integer tshftl, y

      integer N, N1, mti, mt, m, mata, lmask, mag01
      integer kk
*
* Period parameters
      parameter(N     =  624)
*
      dimension mt(0:N-1)
*                     the array for the state vector
      common /myblock/mti,mt
      save   /myblock/
*
*      setting initial seeds to mt[N] using
*      the generator Line 25 of Table 1 in
*      [KNUTH 1981, The Art of Computer Programming
*         Vol. 2 (2nd Ed.), pp102]
*
      mt(0)= iand(seed,-1)
      do 1000 mti=1,N-1
        mt(mti) = iand(69069 * mt(mti-1),-1)
 1000 continue
*
      return
      end

      block data twbloks
      integer n,n1,mt,mti
      parameter(N     =  624)
      parameter(N1    =  N+1)
      dimension mt(0:N-1)
      common /myblock/mti,mt
      save   /myblock/
      data   mti/N1/
*                     mti==N+1 means mt[N] is not initialized
      end
************************************************************************
      double precision function grnd()
*
      integer tmaskb, tmaskc, tshftu, tshfts, tshftt, tshftl, y

      integer n, n1, mti, mt, m, mata, lmask, mag01, kk

*
* Period parameters
      parameter(N     =  624)
      parameter(N1    =  N+1)
      parameter(M     =  397)
      parameter(MATA  = -1727483681)
*                                    constant vector a
      integer UMASK
*                                    most significant w-r bits
      parameter(LMASK =  2147483647)
*                                    least significant r bits
* Tempering parameters
      parameter(TMASKB= -1658038656)
      parameter(TMASKC= -272236544)
*
      dimension mt(0:N-1)
*                     the array for the state vector
      common /myblock/mti,mt
      save   /myblock/
*
      dimension mag01(0:1)
      data mag01/0, MATA/
      save mag01
*                        mag01(x) = x * MATA for x=0,1
*

      TSHFTU(y)=ishft(y,-11)
      TSHFTS(y)=ishft(y,7)
      TSHFTT(y)=ishft(y,15)
      TSHFTL(y)=ishft(y,-18)
*
      UMASK = -2147483647
      UMASK = UMASK - 1

      if(mti.ge.N) then
*                       generate N words at one time
        if(mti.eq.N+1) then
*                            if sgrnd() has not been called,
          call sgrnd(4357)
*                              a default initial seed is used
        endif
*
        do 1000 kk=0,N-M-1
            y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
            mt(kk)=ieor(ieor(mt(kk+M),ishft(y,-1)),mag01(iand(y,1)))
 1000   continue
        do 1100 kk=N-M,N-2
            y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
            mt(kk)=ieor(ieor(mt(kk+(M-N)),ishft(y,-1)),mag01(iand(y,1)))
 1100   continue
        y=ior(iand(mt(N-1),UMASK),iand(mt(0),LMASK))
        mt(N-1)=ieor(ieor(mt(M-1),ishft(y,-1)),mag01(iand(y,1)))
        mti = 0
      endif
*
      y=mt(mti)
      mti=mti+1
      y=ieor(y,TSHFTU(y))
      y=ieor(y,iand(TSHFTS(y),TMASKB))
      y=ieor(y,iand(TSHFTT(y),TMASKC))
      y=ieor(y,TSHFTL(y))
*
      if(y.lt.0.0) then
        grnd=(dble(y)+2.0d0**32)/(2.0d0**32-1.0d0)
      else
        grnd=dble(y)/(2.0d0**32-1.0d0)
      endif
*
      return
      end