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re PR fortran/32879 (Document algorithm used for random generator) 

2007-07-29  Daniel Franke  <franke.daniel@gmail.com>

	PR fortran/32879
	* intrinsic.texi (IRAND, RAND, RANDOM_NUMBER): Document algorithm
	used for random number generator.

From-SVN: r127037
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Daniel Franke 2007-07-29 06:01:27 -04:00 committed by Daniel Franke
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2 changed files with 34 additions and 9 deletions
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6
gcc/fortran/ChangeLog
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@ -1,3 +1,9 @@
2007-07-29 Daniel Franke <franke.daniel@gmail.com>
PR fortran/32879
* intrinsic.texi (IRAND, RAND, RANDOM_NUMBER): Document algorithm
used for random number generator.
2007-07-28 Kazu Hirata <kazu@codesourcery.com>
* gfortran.h, interface.c, resolve.c, symbol.c: Fix comment

37
gcc/fortran/intrinsic.texi
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@ -5764,6 +5764,11 @@ in the current sequence is returned; if @var{FLAG} is 1, the generator
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 @@ in the current sequence is returned; if @var{FLAG} is 1, the generator
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 @@ end program test_rand
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 implements 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 @@ program test_random_number
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