! Last change: DOS 31 Jul 2000 8:38 pm ! *** copyright 2000 *** ! *** filename ranls.f95 *** John F. Monahan ** ! ********************** PROGRAM PRANLS ! BASIC CHI-SQUARE TEST OF UNIFORM PSEUDORANDOM GENERATOR IMPLICIT NONE REAL CHISQ,U,EXP,FKCELL,RANLS INTEGER, DIMENSION(64) :: CELL ! DO 2**10 = 1024 UNIFORMS IN 64 CELLS INTEGER, PARAMETER :: N = 1024 INTEGER, PARAMETER :: KCELLS = 64 INTEGER I,J ! 21 FORMAT(' RESULT OF CHI-SQUARE TEST ON RANLS UNIFORM GENERATOR'/ & & ' WITH',I8,' OBS IN',I4,' CELLS GIVES CHISQ =',F12.4) ! OPEN( UNIT=6, FILE='ranls.out' ) ! ! INITIALIZE CELL COUNTERS TO ZERO CELL = 0 ! INITIALIZE GENERATOR EXP = RANLS(5151917) ! EXPECTED NUMBER IN EACH CELL FKCELL = REAL(KCELLS) EXP = REAL(N)/FKCELL ! FILL UP THE CELLS DO I = 1,N U = RANLS(I) ! J POINTS TO CELL J = 1 + INT( U*FKCELL ) ! INCREMENT COUNT IN CELL CELL(J) = CELL(J) + 1 END DO ! LOOP ON I ! TEST FOR UNIFORMITY CHISQ = 0. DO J = 1,KCELLS CHISQ = CHISQ + (CELL(J) - EXP)*(CELL(J) - EXP)/EXP END DO ! LOOP ON J ! WRITE OUT RESULTS WRITE(6,21) N,KCELLS,CHISQ STOP END PROGRAM PRANLS REAL FUNCTION RANLS(IDUM) ! PORTABLE IMPLEMENTATION OF UNIFORM PSEUDORANDOM NUMBER GENERATOR ! LEWIS, GOODMAN, & MILLER MULTIPLICATIVE GENERATOR ! X(N+1) = MOD( 16807*X(N), 2**31-1 ) ! ! LINUS SCHRAGE (1979)'A MORE PORTABLE FORTRAN RANDOM NUMBER GENERATOR' ! ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, VOLUME 5, PP. 132-138. ! ! ARGUMENT ! IDUM INTEGER FIRST CALL SETS SEED, IGNORED IN SUBSEQUENT CALLS ! IMPLICIT NONE INTEGER, INTENT(IN) :: IDUM REAL, PARAMETER :: RP = 4.656612875E-10 ! 1/P INTEGER, PARAMETER :: A = 16807 ! MULTIPLIER INTEGER, PARAMETER :: B15 = 32768 ! 2**15 INTEGER, PARAMETER :: B16 = 65536 ! 2**16 INTEGER, PARAMETER :: P = 2147483647 ! MODULUS 2**31 - 1 INTEGER, SAVE :: IX = 0 INTEGER XHI,XALO,LEFTLO,FHI,K ! ! IF NOT FIRST CALL, THEN SKIP SETTING SEED IF( IX .EQ. 0) IX = IDUM ! WRITE NUMBER AS ALPHA*2**16 + BETA XHI = IX / B16 XALO = (IX - XHI*B16)*A LEFTLO = XALO/B16 FHI = XHI*A + LEFTLO K = FHI/B15 ! PARENTHESES TO ORDER ARITHMETIC TO KEEP IN RANGE IX = ( ( (XALO-LEFTLO*B16) - P) + (FHI-K*B15)*B16 ) + K IF( IX .LT. 0 ) IX = IX + P ! RP BELOW IS RECIPROCAL OF P RANLS = REAL(IX)*RP RETURN END FUNCTION RANLS ! *** end of filename ranls.f95 *********************