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[patch, fortran] PR32879 - Document algorithm used for random generator
- From: Daniel Franke <franke dot daniel at gmail dot com>
- To: fortran at gcc dot gnu dot org
- Cc: gcc-patches at gcc dot gnu dot org
- Date: Sat, 28 Jul 2007 11:41:27 +0200
- Subject: [patch, fortran] PR32879 - Document algorithm used for random generator
:ADDPATCH fortran:
2007-07-28 Daniel Franke <franke.daniel@gmail.com>
PR fortran/32879
* intrinsic.texi (IRAND, RAND, RANDOM_NUMBER): Document algorithm
used for random generator.
Tested info, dvi and html targets on i686-pc-linux-gnu.
Ok for trunk/4.2?
Regards
Daniel
Index: intrinsic.texi
===================================================================
--- intrinsic.texi (revision 126998)
+++ intrinsic.texi (working copy)
@@ -5764,6 +5764,11 @@
is restarted by @code{CALL SRAND(0)}; if @var{FLAG} has any other value,
it is used as a new seed with @code{SRAND}.
+This intrinsic routine is provided for backwards compatibility with
+GNU Fortran 77. It implements a simple modulo generator as provided
+by @command{g77}. For new code, one should consider the use of
+@ref{RANDOM_NUMBER} as it implements a superior algorithm.
+
@item @emph{Standard}:
GNU extension
@@ -8200,6 +8205,11 @@
is restarted by @code{CALL SRAND(0)}; if @var{FLAG} has any other value,
it is used as a new seed with @code{SRAND}.
+This intrinsic routine is provided for backwards compatibility with
+GNU Fortran 77. It implements a simple modulo generator as provided
+by @command{g77}. For new code, one should consider the use of
+@ref{RANDOM_NUMBER} as it implements a superior algorithm.
+
@item @emph{Standard}:
GNU extension
@@ -8245,6 +8255,24 @@
Returns a single pseudorandom number or an array of pseudorandom numbers
from the uniform distribution over the range @math{ 0 \leq x < 1}.
+The runtime-library implementes George Marsaglia's KISS (Keep It Simple
+Stupid) random number generator (RNG). This RNG combines:
+@enumerate
+@item The congruential generator @math{x(n) = 69069 \cdot x(n-1) + 1327217885}
+with a period of @math{2^{32}},
+@item A 3-shift shift-register generator with a period of @math{2^{32} - 1},
+@item Two 16-bit multiply-with-carry generators with a period of
+@math{597273182964842497 > 2^{59}}.
+@end enumerate
+The overall period exceeds @math{2^{123}}.
+
+Please note, this RNG is thread safe if used within OpenMP directives,
+i. e. its state will be consistent while called from multiple threads.
+However, the KISS generator does not create random numbers in parallel
+from multiple sources, but in sequence from a single source. If an
+OpenMP-enabled application heavily relies on random numbers, one should
+consider employing a dedicated parallel random number generator instead.
+
@item @emph{Standard}:
F95 and later
@@ -8268,15 +8296,6 @@
end program
@end smallexample
-@item @emph{Note}:
-The implemented random number generator is thread safe if used within
-OpenMP directives, i. e. its state will be consistent while called from
-multiple threads. Please note that the currently implemented KISS generator
-does not create random numbers in parallel from multiple sources, but in
-sequence from a single source. If your OpenMP-enabled application heavily
-relies on random numbers, you should consider employing a dedicated parallel
-random number generator instead.
-
@item @emph{See also}:
@ref{RANDOM_SEED}
@end table