The famous linear congruential random number generator also known as minimal standard use formula
x(i+1)=16807*x(i) mod (2^31-1)
I want to implement this using Fortran.
However, as pointed out by "Numerical Recipes", directly implement the formula with default Integer type (32bit) will cause 16807*x(i)
to overflow.
So the book recommend Schrage’s algorithm is based on an approximate factorization of m. This method can still implemented with default integer type.
However, I am wondering fortran actually has Integer(8)
type whose range is -9,223,372,036,854,775,808
to 9,223,372,036,854,775,807
which is much bigger than 16807*x(i)
could be.
but the book even said the following sentence
It is not possible to implement equations (7.1.2) and (7.1.3) directly in a high-level language, since the product of a and m − 1 exceeds the maximum value for a 32-bit integer.
So why can't we just use Integer(8)
type to implement the formula directly?
Whether or not you can have 8-byte integers depends on your compiler and your system. What's worse is that the actual value to pass to kind
to get a specific precision is not standardized. While most Fortran compilers I know use the number of bytes (so 8 would be 64 bit), this is not guaranteed.
You can use the selected_int_kind
method to get a kind of int
that has a certain range. This code compiles on my 64 bit computer and works fine:
program ran
implicit none
integer, parameter :: i8 = selected_int_kind(R=18)
integer(kind=i8) :: x
integer :: i
x = 100
do i = 1, 100
x = my_rand(x)
write(*, *) x
end do
contains
function my_rand(x)
implicit none
integer(kind=i8), intent(in) :: x
integer(kind=i8) :: my_rand
my_rand = mod(16807_i8 * x, 2_i8**31 - 1)
end function my_rand
end program ran
Update and explanation of @VladimirF's comment below
Modern Fortran delivers an intrinsic module called iso_fortran_env
that supplies constants that reference the standard variable types. In your case, one would use this:
program ran
use, intrinsic :: iso_fortran_env, only: int64
implicit none
integer(kind=int64) :: x
and then as above. This code is easier to read than the old selected_int_kind
. (Why did R
have to be 18 again?)