[5329] | 1 | MODULE storng |
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[5366] | 2 | !$AGRIF_DO_NOT_TREAT |
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[5329] | 3 | !!====================================================================== |
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| 4 | !! *** MODULE storng *** |
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| 5 | !! Random number generator, used in NEMO stochastic parameterization |
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| 6 | !! |
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| 7 | !!===================================================================== |
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| 8 | !! History : 3.3 ! 2011-10 (J.-M. Brankart) Original code |
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| 9 | !!---------------------------------------------------------------------- |
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| 10 | |
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| 11 | !!---------------------------------------------------------------------- |
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| 12 | !! The module is based on (and includes) the |
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| 13 | !! 64-bit KISS (Keep It Simple Stupid) random number generator |
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| 14 | !! distributed by George Marsaglia : |
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| 15 | !! http://groups.google.com/group/comp.lang.fortran/ |
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| 16 | !! browse_thread/thread/a85bf5f2a97f5a55 |
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| 17 | !!---------------------------------------------------------------------- |
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| 18 | |
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| 19 | !!---------------------------------------------------------------------- |
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| 20 | !! kiss : 64-bit KISS random number generator (period ~ 2^250) |
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| 21 | !! kiss_seed : Define seeds for KISS random number generator |
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| 22 | !! kiss_state : Get current state of KISS random number generator |
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| 23 | !! kiss_save : Save current state of KISS (for future restart) |
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| 24 | !! kiss_load : Load the saved state of KISS |
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| 25 | !! kiss_reset : Reset the default seeds |
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| 26 | !! kiss_check : Check the KISS pseudo-random sequence |
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| 27 | !! kiss_uniform : Real random numbers with uniform distribution in [0,1] |
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| 28 | !! kiss_gaussian : Real random numbers with Gaussian distribution N(0,1) |
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| 29 | !! kiss_gamma : Real random numbers with Gamma distribution Gamma(k,1) |
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| 30 | !! kiss_sample : Select a random sample from a set of integers |
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| 31 | !! |
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| 32 | !! ---CURRENTLY NOT USED IN NEMO : |
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| 33 | !! kiss_save, kiss_load, kiss_check, kiss_gamma, kiss_sample |
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| 34 | !!---------------------------------------------------------------------- |
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| 35 | IMPLICIT NONE |
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| 36 | PRIVATE |
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| 37 | |
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| 38 | ! Public functions/subroutines |
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| 39 | PUBLIC :: kiss, kiss_seed, kiss_state, kiss_save, kiss_load, kiss_reset, kiss_check |
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| 40 | PUBLIC :: kiss_uniform, kiss_gaussian, kiss_gamma, kiss_sample |
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| 41 | |
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| 42 | ! Default/initial seeds |
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| 43 | INTEGER(KIND=8) :: x=1234567890987654321_8 |
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| 44 | INTEGER(KIND=8) :: y=362436362436362436_8 |
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| 45 | INTEGER(KIND=8) :: z=1066149217761810_8 |
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| 46 | INTEGER(KIND=8) :: w=123456123456123456_8 |
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| 47 | |
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| 48 | ! Parameters to generate real random variates |
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| 49 | REAL(KIND=8), PARAMETER :: huge64=9223372036854775808.0_8 ! +1 |
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| 50 | REAL(KIND=8), PARAMETER :: zero=0.0_8, half=0.5_8, one=1.0_8, two=2.0_8 |
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| 51 | |
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| 52 | ! Variables to store 2 Gaussian random numbers with current index (ig) |
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| 53 | INTEGER(KIND=8), SAVE :: ig=1 |
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| 54 | REAL(KIND=8), SAVE :: gran1, gran2 |
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| 55 | |
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| 56 | !!---------------------------------------------------------------------- |
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| 57 | !! NEMO/OPA 3.3 , NEMO Consortium (2010) |
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| 58 | !! $Id: dynhpg.F90 2528 2010-12-27 17:33:53Z rblod $ |
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| 59 | !! Software governed by the CeCILL licence (NEMOGCM/NEMO_CeCILL.txt) |
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| 60 | !!---------------------------------------------------------------------- |
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| 61 | CONTAINS |
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| 62 | |
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| 63 | FUNCTION kiss() |
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| 64 | !! -------------------------------------------------------------------- |
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| 65 | !! *** FUNCTION kiss *** |
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| 66 | !! |
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| 67 | !! ** Purpose : 64-bit KISS random number generator |
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| 68 | !! |
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| 69 | !! ** Method : combine several random number generators: |
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| 70 | !! (1) Xorshift (XSH), period 2^64-1, |
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| 71 | !! (2) Multiply-with-carry (MWC), period (2^121+2^63-1) |
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| 72 | !! (3) Congruential generator (CNG), period 2^64. |
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| 73 | !! |
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| 74 | !! overall period: |
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| 75 | !! (2^250+2^192+2^64-2^186-2^129)/6 |
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| 76 | !! ~= 2^(247.42) or 10^(74.48) |
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| 77 | !! |
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| 78 | !! set your own seeds with 'kiss_seed' |
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| 79 | ! -------------------------------------------------------------------- |
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| 80 | IMPLICIT NONE |
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| 81 | INTEGER(KIND=8) :: kiss, t |
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| 82 | |
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| 83 | t = ISHFT(x,58) + w |
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| 84 | IF (s(x).eq.s(t)) THEN |
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| 85 | w = ISHFT(x,-6) + s(x) |
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| 86 | ELSE |
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| 87 | w = ISHFT(x,-6) + 1 - s(x+t) |
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| 88 | ENDIF |
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| 89 | x = t + x |
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| 90 | y = m( m( m(y,13_8), -17_8 ), 43_8 ) |
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| 91 | z = 6906969069_8 * z + 1234567_8 |
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[5366] | 92 | |
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[5329] | 93 | kiss = x + y + z |
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| 94 | |
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| 95 | CONTAINS |
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| 96 | |
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| 97 | FUNCTION s(k) |
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| 98 | INTEGER(KIND=8) :: s, k |
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| 99 | s = ISHFT(k,-63) |
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| 100 | END FUNCTION s |
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| 101 | |
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| 102 | FUNCTION m(k, n) |
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| 103 | INTEGER(KIND=8) :: m, k, n |
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| 104 | m = IEOR(k, ISHFT(k, n) ) |
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| 105 | END FUNCTION m |
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| 106 | |
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| 107 | END FUNCTION kiss |
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| 108 | |
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| 109 | |
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| 110 | SUBROUTINE kiss_seed(ix, iy, iz, iw) |
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| 111 | !! -------------------------------------------------------------------- |
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| 112 | !! *** ROUTINE kiss_seed *** |
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| 113 | !! |
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| 114 | !! ** Purpose : Define seeds for KISS random number generator |
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| 115 | !! |
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| 116 | !! -------------------------------------------------------------------- |
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| 117 | IMPLICIT NONE |
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| 118 | INTEGER(KIND=8) :: ix, iy, iz, iw |
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| 119 | |
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| 120 | x = ix |
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| 121 | y = iy |
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| 122 | z = iz |
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| 123 | w = iw |
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| 124 | |
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| 125 | END SUBROUTINE kiss_seed |
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| 126 | |
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| 127 | |
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| 128 | SUBROUTINE kiss_state(ix, iy, iz, iw) |
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| 129 | !! -------------------------------------------------------------------- |
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| 130 | !! *** ROUTINE kiss_state *** |
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| 131 | !! |
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| 132 | !! ** Purpose : Get current state of KISS random number generator |
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| 133 | !! |
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| 134 | !! -------------------------------------------------------------------- |
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| 135 | IMPLICIT NONE |
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| 136 | INTEGER(KIND=8) :: ix, iy, iz, iw |
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| 137 | |
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| 138 | ix = x |
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| 139 | iy = y |
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| 140 | iz = z |
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| 141 | iw = w |
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| 142 | |
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| 143 | END SUBROUTINE kiss_state |
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| 144 | |
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| 145 | |
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| 146 | SUBROUTINE kiss_reset() |
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| 147 | !! -------------------------------------------------------------------- |
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| 148 | !! *** ROUTINE kiss_reset *** |
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| 149 | !! |
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| 150 | !! ** Purpose : Reset the default seeds for KISS random number generator |
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| 151 | !! |
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| 152 | !! -------------------------------------------------------------------- |
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| 153 | IMPLICIT NONE |
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| 154 | |
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| 155 | x=1234567890987654321_8 |
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| 156 | y=362436362436362436_8 |
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| 157 | z=1066149217761810_8 |
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| 158 | w=123456123456123456_8 |
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| 159 | |
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| 160 | END SUBROUTINE kiss_reset |
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| 161 | |
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| 162 | |
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| 163 | SUBROUTINE kiss_check(check_type) |
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| 164 | !! -------------------------------------------------------------------- |
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| 165 | !! *** ROUTINE kiss_check *** |
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| 166 | !! |
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| 167 | !! ** Purpose : Check the KISS pseudo-random sequence |
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| 168 | !! |
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| 169 | !! ** Method : Check that it reproduces the correct sequence |
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| 170 | !! from the default seed |
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| 171 | !! |
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| 172 | !! -------------------------------------------------------------------- |
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| 173 | IMPLICIT NONE |
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| 174 | INTEGER(KIND=8) :: iter, niter, correct, iran |
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| 175 | CHARACTER(LEN=*) :: check_type |
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| 176 | LOGICAL :: print_success |
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| 177 | |
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| 178 | ! Save current state of KISS |
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| 179 | CALL kiss_save() |
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| 180 | ! Reset the default seed |
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| 181 | CALL kiss_reset() |
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| 182 | |
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| 183 | ! Select check type |
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| 184 | SELECT CASE(check_type) |
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| 185 | CASE('short') |
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| 186 | niter = 5_8 |
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| 187 | correct = 542381058189297533_8 |
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| 188 | print_success = .FALSE. |
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| 189 | CASE('long') |
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| 190 | niter = 100000000_8 |
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| 191 | correct = 1666297717051644203_8 ! Check provided by G. Marsaglia |
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| 192 | print_success = .TRUE. |
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| 193 | CASE('default') |
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| 194 | CASE DEFAULT |
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| 195 | STOP 'Bad check type in kiss_check' |
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| 196 | END SELECT |
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| 197 | |
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| 198 | ! Run kiss for the required number of iterations (niter) |
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| 199 | DO iter=1,niter |
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| 200 | iran = kiss() |
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| 201 | ENDDO |
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| 202 | |
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| 203 | ! Check that last iterate is correct |
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| 204 | IF (iran.NE.correct) THEN |
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| 205 | STOP 'Check failed: KISS internal error !!' |
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| 206 | ELSE |
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| 207 | IF (print_success) PRINT *, 'Check successful: 100 million calls to KISS OK' |
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| 208 | ENDIF |
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| 209 | |
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| 210 | ! Reload the previous state of KISS |
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| 211 | CALL kiss_load() |
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| 212 | |
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| 213 | END SUBROUTINE kiss_check |
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| 214 | |
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| 215 | |
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| 216 | SUBROUTINE kiss_save |
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| 217 | !! -------------------------------------------------------------------- |
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| 218 | !! *** ROUTINE kiss_save *** |
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| 219 | !! |
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| 220 | !! ** Purpose : Save current state of KISS random number generator |
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| 221 | !! |
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| 222 | !! -------------------------------------------------------------------- |
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| 223 | IMPLICIT NONE |
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| 224 | |
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| 225 | OPEN(UNIT=30,FILE='.kiss_restart') |
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| 226 | WRITE(30,*) x |
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| 227 | WRITE(30,*) y |
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| 228 | WRITE(30,*) z |
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| 229 | WRITE(30,*) w |
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| 230 | CLOSE(30) |
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| 231 | |
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| 232 | END SUBROUTINE kiss_save |
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| 233 | |
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| 234 | |
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| 235 | SUBROUTINE kiss_load |
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| 236 | !! -------------------------------------------------------------------- |
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| 237 | !! *** ROUTINE kiss_load *** |
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| 238 | !! |
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| 239 | !! ** Purpose : Load the saved state of KISS random number generator |
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| 240 | !! |
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| 241 | !! -------------------------------------------------------------------- |
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| 242 | IMPLICIT NONE |
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| 243 | LOGICAL :: filexists |
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| 244 | |
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| 245 | INQUIRE(FILE='.kiss_restart',EXIST=filexists) |
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| 246 | IF (filexists) THEN |
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| 247 | OPEN(UNIT=30,FILE='.kiss_restart') |
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| 248 | READ(30,*) x |
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| 249 | READ(30,*) y |
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| 250 | READ(30,*) z |
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| 251 | READ(30,*) w |
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| 252 | CLOSE(30) |
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| 253 | ENDIF |
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| 254 | |
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| 255 | END SUBROUTINE kiss_load |
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| 256 | |
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| 257 | |
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| 258 | SUBROUTINE kiss_uniform(uran) |
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| 259 | !! -------------------------------------------------------------------- |
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| 260 | !! *** ROUTINE kiss_uniform *** |
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| 261 | !! |
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| 262 | !! ** Purpose : Real random numbers with uniform distribution in [0,1] |
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| 263 | !! |
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| 264 | !! -------------------------------------------------------------------- |
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| 265 | IMPLICIT NONE |
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| 266 | REAL(KIND=8) :: uran |
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| 267 | |
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| 268 | uran = half * ( one + REAL(kiss(),8) / huge64 ) |
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[5366] | 269 | |
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[5329] | 270 | END SUBROUTINE kiss_uniform |
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| 271 | |
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| 272 | |
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| 273 | SUBROUTINE kiss_gaussian(gran) |
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| 274 | !! -------------------------------------------------------------------- |
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| 275 | !! *** ROUTINE kiss_gaussian *** |
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| 276 | !! |
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| 277 | !! ** Purpose : Real random numbers with Gaussian distribution N(0,1) |
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| 278 | !! |
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| 279 | !! ** Method : Generate 2 new Gaussian draws (gran1 and gran2) |
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| 280 | !! from 2 uniform draws on [-1,1] (u1 and u2), |
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| 281 | !! using the Marsaglia polar method |
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| 282 | !! (see Devroye, Non-Uniform Random Variate Generation, p. 235-236) |
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| 283 | !! |
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| 284 | !! -------------------------------------------------------------------- |
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| 285 | IMPLICIT NONE |
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| 286 | REAL(KIND=8) :: gran, u1, u2, rsq, fac |
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| 287 | |
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| 288 | IF (ig.EQ.1) THEN |
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| 289 | rsq = two |
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| 290 | DO WHILE ( (rsq.GE.one).OR. (rsq.EQ.zero) ) |
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| 291 | u1 = REAL(kiss(),8) / huge64 |
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| 292 | u2 = REAL(kiss(),8) / huge64 |
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| 293 | rsq = u1*u1 + u2*u2 |
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| 294 | ENDDO |
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| 295 | fac = SQRT(-two*LOG(rsq)/rsq) |
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| 296 | gran1 = u1 * fac |
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| 297 | gran2 = u2 * fac |
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| 298 | ENDIF |
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| 299 | |
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| 300 | ! Output one of the 2 draws |
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| 301 | IF (ig.EQ.1) THEN |
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| 302 | gran = gran1 ; ig = 2 |
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| 303 | ELSE |
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| 304 | gran = gran2 ; ig = 1 |
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| 305 | ENDIF |
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| 306 | |
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| 307 | END SUBROUTINE kiss_gaussian |
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| 308 | |
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| 309 | |
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| 310 | SUBROUTINE kiss_gamma(gamr,k) |
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| 311 | !! -------------------------------------------------------------------- |
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| 312 | !! *** ROUTINE kiss_gamma *** |
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| 313 | !! |
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| 314 | !! ** Purpose : Real random numbers with Gamma distribution Gamma(k,1) |
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| 315 | !! |
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| 316 | !! -------------------------------------------------------------------- |
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| 317 | IMPLICIT NONE |
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| 318 | REAL(KIND=8), PARAMETER :: p1 = 4.5_8 |
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| 319 | REAL(KIND=8), PARAMETER :: p2 = 2.50407739677627_8 ! 1+LOG(9/2) |
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| 320 | REAL(KIND=8), PARAMETER :: p3 = 1.38629436111989_8 ! LOG(4) |
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| 321 | REAL(KIND=8) :: gamr, k, u1, u2, b, c, d, xx, yy, zz, rr, ee |
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| 322 | LOGICAL :: accepted |
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| 323 | |
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| 324 | IF (k.GT.one) THEN |
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| 325 | ! Cheng's rejection algorithm |
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| 326 | ! (see Devroye, Non-Uniform Random Variate Generation, p. 413) |
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| 327 | b = k - p3 ; d = SQRT(two*k-one) ; c = k + d |
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| 328 | |
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| 329 | accepted=.FALSE. |
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| 330 | DO WHILE (.NOT.accepted) |
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| 331 | CALL kiss_uniform(u1) |
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| 332 | yy = LOG(u1/(one-u1)) / d ! Mistake in Devroye: "* k" instead of "/ d" |
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| 333 | xx = k * EXP(yy) |
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| 334 | rr = b + c * yy - xx |
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| 335 | CALL kiss_uniform(u2) |
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| 336 | zz = u1 * u1 * u2 |
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[5366] | 337 | |
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[5329] | 338 | accepted = rr .GE. (zz*p1-p2) |
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| 339 | IF (.NOT.accepted) accepted = rr .GE. LOG(zz) |
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| 340 | ENDDO |
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| 341 | |
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| 342 | gamr = xx |
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| 343 | |
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| 344 | ELSEIF (k.LT.one) THEN |
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| 345 | ! Rejection from the Weibull density |
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| 346 | ! (see Devroye, Non-Uniform Random Variate Generation, p. 415) |
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| 347 | c = one/k ; d = (one-k) * EXP( (k/(one-k)) * LOG(k) ) |
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[5366] | 348 | |
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[5329] | 349 | accepted=.FALSE. |
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| 350 | DO WHILE (.NOT.accepted) |
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| 351 | CALL kiss_uniform(u1) |
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| 352 | zz = -LOG(u1) |
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| 353 | xx = EXP( c * LOG(zz) ) |
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| 354 | CALL kiss_uniform(u2) |
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| 355 | ee = -LOG(u2) |
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| 356 | |
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| 357 | accepted = (zz+ee) .GE. (d+xx) ! Mistake in Devroye: "LE" instead of "GE" |
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| 358 | ENDDO |
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| 359 | |
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| 360 | gamr = xx |
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| 361 | |
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| 362 | ELSE |
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| 363 | ! Exponential distribution |
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| 364 | CALL kiss_uniform(u1) |
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| 365 | gamr = -LOG(u1) |
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| 366 | |
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| 367 | ENDIF |
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| 368 | |
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| 369 | END SUBROUTINE kiss_gamma |
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| 370 | |
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| 371 | |
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| 372 | SUBROUTINE kiss_sample(a,n,k) |
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| 373 | !! -------------------------------------------------------------------- |
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| 374 | !! *** ROUTINE kiss_sample *** |
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| 375 | !! |
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| 376 | !! ** Purpose : Select a random sample of size k from a set of n integers |
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| 377 | !! |
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| 378 | !! ** Method : The sample is output in the first k elements of a |
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| 379 | !! Set k equal to n to obtain a random permutation |
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| 380 | !! of the whole set of integers |
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| 381 | !! |
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| 382 | !! -------------------------------------------------------------------- |
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| 383 | IMPLICIT NONE |
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| 384 | INTEGER(KIND=8), DIMENSION(:) :: a |
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| 385 | INTEGER(KIND=8) :: n, k, i, j, atmp |
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| 386 | REAL(KIND=8) :: uran |
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| 387 | |
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| 388 | ! Select the sample using the swapping method |
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| 389 | ! (see Devroye, Non-Uniform Random Variate Generation, p. 612) |
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| 390 | DO i=1,k |
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| 391 | ! Randomly select the swapping element between i and n (inclusive) |
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| 392 | CALL kiss_uniform(uran) |
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| 393 | j = i - 1 + CEILING( REAL(n-i+1,8) * uran ) |
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| 394 | ! Swap elements i and j |
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| 395 | atmp = a(i) ; a(i) = a(j) ; a(j) = atmp |
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| 396 | ENDDO |
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| 397 | |
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| 398 | END SUBROUTINE kiss_sample |
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[5366] | 399 | !$AGRIF_END_DO_NOT_TREAT |
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[5329] | 400 | END MODULE storng |
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