mt19937_64 Module

64-bit version of the Mersenne Twister pseudorandom number generator.

History

• Contributors: Rémi Piatek, Takuji Nishimura, Makoto Matsumoto, Jacob Williams See LICENSE file for details.

References

• T. Nishimura, "Tables of 64-bit Mersenne Twisters" ACM Transactions on Modeling and Computer Simulation 10. (2000) 348--357.
• M. Matsumoto and T. Nishimura, "Mersenne Twister: a 623-dimensionally equidistributed uniform pseudorandom number generator" ACM Transactions on Modeling and Computer Simulation 8. (Jan. 1998) 3--30.
• Original source: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/mt19937-64.f95

Contents

Variables

r8 i4 i8 nn mm seed_def matrix_a um lm pi253_1 pi253 pi252

Derived Types

mt19937

Functions

genrand64_int64 genrand64_real1 genrand64_real2 genrand64_real3

Subroutines

init_genrand64_i4 init_genrand64 init_by_array64

Variables

Type	Visibility	Attributes		Name		Initial
integer,	private,	parameter	::	r8	=	real64
integer,	private,	parameter	::	i4	=	int32
integer,	private,	parameter	::	i8	=	int64
integer(kind=i8),	private,	parameter	::	nn	=	312_i8
integer(kind=i8),	private,	parameter	::	mm	=	156_i8
integer(kind=i8),	private,	parameter	::	seed_def	=	5489_i8
integer(kind=i8),	private,	parameter	::	matrix_a	=	-5403634167711393303_i8
integer(kind=i8),	private,	parameter	::	um	=	-2147483648_i8	most significant 33 bits
integer(kind=i8),	private,	parameter	::	lm	=	2147483647_i8	least significant 31 bits
real(kind=r8),	private,	parameter	::	pi253_1	=	1.0_r8/(2.0_r8**53-1.0_r8)
real(kind=r8),	private,	parameter	::	pi253	=	1.0_r8/(2.0_r8**53)
real(kind=r8),	private,	parameter	::	pi252	=	1.0_r8/(2.0_r8**52)

Derived Types

type, public :: mt19937

main class for random number generator

Components

Type	Visibility	Attributes		Name		Initial
integer(kind=i8),	public		::	mt(nn)	=	0_i8	array for the state vector
integer,	public		::	mti	=	nn+1	mti==nn+1 means mt(nn) is not initialized

Type-Bound Procedures

generic, public :: initialize => init_genrand64_i4, init_genrand64, init_by_array64	call first to initialize
procedure, public :: init_genrand64
procedure, public :: init_by_array64
procedure, public :: init_genrand64_i4
procedure, public :: genrand64_real1
procedure, public :: genrand64_real2
procedure, public :: genrand64_real3
procedure, public :: genrand64_int64

Functions

private function genrand64_int64(me)

Generates a random number on [-2^63, 2^63-1]-interval

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me

Return Value integer(kind=r8)

private function genrand64_real1(me)

Generates a random number on [0,1]-real-interval

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me

Return Value real(kind=r8)

private function genrand64_real2(me)

Generates a random number on [0,1)-real-interval

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me

Return Value real(kind=r8)

private function genrand64_real3(me)

Generates a random number on (0,1)-real-interval

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me

Return Value real(kind=r8)

Subroutines

private subroutine init_genrand64_i4(me, seed)

Initializes me%mt(nn) with a seed

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me
integer(kind=i4),	intent(in)			::	seed

private subroutine init_genrand64(me, seed)

Initializes me%mt(nn) with a seed

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me
integer(kind=i8),	intent(in)			::	seed

private subroutine init_by_array64(me, init_key)

Initializes by an array with array-length init_key is the array for initializing keys

Arguments

Type	Intent	Optional	Attributes		Name
class(mt19937),	intent(inout)			::	me
integer(kind=i8),	intent(in)			::	init_key(:)