Name

ranl_skip64 − Routine to skip forward a given number, d, of seeds for the RANL and RANL_NORMAL random number generators

FORMAT

RANL_SKIP64 (d, s1, s2, s1_new, s2_new)

Arguments

dinteger∗8
On entry, an integer d>0 specifying the number d of seeds to skip starting at (s1,s2) in the L’Ecuyer algorithm. 

s1integer∗4
On entry, a starting seed s1>=1. 

s2integer∗4
On entry, a starting seed s2>=1. 

s1_newinteger∗4
On exit, a new starting seed d iterations away from s1. 

s2_newinteger∗4
On exit, a new starting seed d iterations away from s2. 
 

Description

The RANL_SKIP64 routine is used to get starting seeds for parallel, independent streams of random numbers. The new starting seeds are computed using the following algorithms:

s1_new = a1∗∗d∗s1  mod m1
s2_new = a2∗∗d∗s2  mod m2

where a1,a2,m1,m2 are the constants defining the L’Ecuyer method. 

This example calls RANL_SKIP64 to set up separate seeds for 4 streams, (nprocs=4), from RANL_NORMAL. It computes the averages per stream. 

Example

     integer nprocs,n
     integer∗8 hop
      parameter (nprocs=4)
      parameter (n=16384,hop=1000000)
      integer∗4 j,k,nsum
      real∗4 v(n,nprocs)
      integer∗4 s1val(nprocs),s2val(nprocs)
      real∗4 sum1(nprocs)
 c     get seeds (hop apart) for separate streams
      s1val(1)=1
      s2val(1)=1
      nsum=12
      do j=2,nprocs
      call ranl_skip64(hop,s1val(j-1),s2val(j-1),s1val(j),s2val(j))
      end do
 c     parallel calls to ranl_normal can be done with KAP directives:
C∗$∗  ASSERT CONCURRENT CALL
C∗$∗  ASSERT DO (CONCURRENT)
      do j=1,nprocs
         call ranl_normal(s1val(j),s2val(j),nsum,v(1,j),n)
         sum1(j)=0.0
         do k=1,n
            sum1(j)=sum1(j)+v(k,j)
         end do
      end do
       print∗,’ per-stream averages’
      do j=1,nprocs
         print∗,sum1(j)/n
      end do
       end