Random number generators. More...

Functions/Subroutines
subroutine	camp_srand (seed, offset)
	Initializes the random number generator to the state defined by the given seed plus offset. If the seed is 0 then a seed is auto-generated from the current time plus offset.

subroutine	camp_rand_finalize ()
	Cleanup the random number generator.

real(kind=dp) function	camp_random ()
	Returns a random number between 0 and 1.

integer function	camp_rand_int (n)
	Returns a random integer between 1 and n.

integer function	prob_round (val)
	Round val to `floor(val)` or `ceiling(val)` with probability proportional to the relative distance from `val`. That is, Prob(prob_round(val) == floor(val)) = ceil(val) - val.

integer function	rand_poisson (mean)
	Generate a Poisson-distributed random number with the given mean.

integer function	rand_binomial (n, p)
	Generate a Binomial-distributed random number with the given parameters.

real(kind=dp) function	rand_normal (mean, stddev)
	Generates a normally distributed random number with the given mean and standard deviation.

subroutine	rand_normal_array_1d (mean, stddev, val)
	Generates a vector of normally distributed random numbers with the given means and standard deviations. This is a set of normally distributed scalars, not a normally distributed vector.

integer function	sample_cts_pdf (pdf)
	Sample the given continuous probability density function.

integer function	sample_disc_pdf (pdf)
	Sample the given discrete probability density function.

subroutine	sample_vec_cts_to_disc (vec_cts, n_samp, vec_disc)
	Convert a real-valued vector into an integer-valued vector by sampling.

character function	rand_hex_char ()
	Generate a random hexadecimal character.

subroutine	uuid4_str (uuid)
	Generate a version 4 UUID as a string.

integer(kind=i_kind) function	generate_int_id ()
	Generate an integer id Ids will be sequential, and can only be generated by the primary process.

Variables
integer, parameter	camp_uuid_len = 36
	Length of a UUID string.

integer, private	next_id = 100
	Next sequential id.

Detailed Description

Random number generators.

Function/Subroutine Documentation

◆ camp_rand_finalize()

subroutine camp_rand::camp_rand_finalize

Cleanup the random number generator.

Definition at line 61 of file rand.F90.

◆ camp_rand_int()

integer function camp_rand::camp_rand_int ( integer, intent(in) n )

Returns a random integer between 1 and n.

Parameters

[in] n Maximum random number to generate.

Definition at line 79 of file rand.F90.

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◆ camp_random()

real(kind=dp) function camp_rand::camp_random

Returns a random number between 0 and 1.

Definition at line 67 of file rand.F90.

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◆ camp_srand()

subroutine camp_rand::camp_srand	(	integer, intent(in)	seed,
		integer, intent(in)	offset
	)

Initializes the random number generator to the state defined by the given seed plus offset. If the seed is 0 then a seed is auto-generated from the current time plus offset.

Parameters

[in]	seed	Random number generator seed.
[in]	offset	Random number generator offset.

Definition at line 28 of file rand.F90.

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◆ generate_int_id()

integer(kind=i_kind) function camp_rand::generate_int_id

Generate an integer id Ids will be sequential, and can only be generated by the primary process.

Returns: The generated id

Definition at line 434 of file rand.F90.

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◆ prob_round()

integer function camp_rand::prob_round ( real(kind=dp), intent(in) val )

Round val to floor(val) or ceiling(val) with probability proportional to the relative distance from val. That is, Prob(prob_round(val) == floor(val)) = ceil(val) - val.

Parameters

[in] val Value to round.

Definition at line 96 of file rand.F90.

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◆ rand_binomial()

integer function camp_rand::rand_binomial	(	integer, intent(in)	n,
		real(kind=dp), intent(in)	p
	)

Generate a Binomial-distributed random number with the given parameters.

See http://en.wikipedia.org/wiki/Binomial_distribution for information on the method. The method used at present is rather inefficient and inaccurate (brute force for \(np \le 10\) and \(n(1-p) \le 10\), otherwise normal approximation).

For better methods, see L. Devroye, "Non-Uniform Random Variate Generation", Springer-Verlag, 1986.

Parameters

[in]	n	Sample size.
[in]	p	Sample probability.

Definition at line 173 of file rand.F90.

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◆ rand_hex_char()

character function camp_rand::rand_hex_char

Generate a random hexadecimal character.

Definition at line 373 of file rand.F90.

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◆ rand_normal()

real(kind=dp) function camp_rand::rand_normal	(	real(kind=dp), intent(in)	mean,
		real(kind=dp), intent(in)	stddev
	)

Generates a normally distributed random number with the given mean and standard deviation.

Parameters

[in]	mean	Mean of distribution.
[in]	stddev	Standard deviation of distribution.

Definition at line 230 of file rand.F90.

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◆ rand_normal_array_1d()

subroutine camp_rand::rand_normal_array_1d	(	real(kind=dp), dimension(:), intent(in)	mean,
		real(kind=dp), dimension(size(mean)), intent(in)	stddev,
		real(kind=dp), dimension(size(mean)), intent(out)	val
	)

Generates a vector of normally distributed random numbers with the given means and standard deviations. This is a set of normally distributed scalars, not a normally distributed vector.

Parameters

[in]	mean	Array of means.
[in]	stddev	Array of standard deviations.
[out]	val	Array of sampled normal random variables.

Definition at line 259 of file rand.F90.

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◆ rand_poisson()

integer function camp_rand::rand_poisson ( real(kind=dp), intent(in) mean )

Generate a Poisson-distributed random number with the given mean.

See http://en.wikipedia.org/wiki/Poisson_distribution for information on the method. The method used at present is rather inefficient and inaccurate (brute force for mean below 10 and normal approximation above that point).

The best known method appears to be due to Ahrens and Dieter (ACM Trans. Math. Software, 8(2), 163-179, 1982) and is available (in various forms) from:

Unfortunately the above code is under the non-free license:

http://www.acm.org/pubs/copyright_policy/softwareCRnotice.html

For other reasonable methods see L. Devroye, "Non-Uniform Random Variate Generation", Springer-Verlag, 1986.

Parameters

[in] mean Mean of the distribution.

Definition at line 134 of file rand.F90.

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◆ sample_cts_pdf()

integer function camp_rand::sample_cts_pdf ( real(kind=dp), dimension(:), intent(in) pdf )

Sample the given continuous probability density function.

That is, return a number k = 1,...,n such that prob(k) = pdf(k) / sum(pdf). Uses accept-reject.

Parameters

[in] pdf Probability density function (not normalized).

Definition at line 282 of file rand.F90.

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◆ sample_disc_pdf()

integer function camp_rand::sample_disc_pdf ( integer, dimension(:), intent(in) pdf )

Sample the given discrete probability density function.

That is, return a number k = 1,...,n such that prob(k) = pdf(k) / sum(pdf). Uses accept-reject.

Parameters

[in] pdf Probability density function.

Definition at line 316 of file rand.F90.

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◆ sample_vec_cts_to_disc()

subroutine camp_rand::sample_vec_cts_to_disc	(	real(kind=dp), dimension(:), intent(in)	vec_cts,
		integer, intent(in)	n_samp,
		integer, dimension(size(vec_cts)), intent(out)	vec_disc
	)

Convert a real-valued vector into an integer-valued vector by sampling.

Use n_samp samples. Each discrete entry is sampled with a PDF given by vec_cts. This is very slow for large n_samp or large n.

Parameters

[in]	vec_cts	Continuous vector.
[in]	n_samp	Number of discrete samples to use.
[out]	vec_disc	Discretized vector.

Definition at line 350 of file rand.F90.

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◆ uuid4_str()

subroutine camp_rand::uuid4_str ( character(len=camp_uuid_len), intent(out) uuid )

Generate a version 4 UUID as a string.

See http://en.wikipedia.org/wiki/Universally_Unique_Identifier for format details.

Parameters

[out] uuid The newly generated UUID string.

Definition at line 392 of file rand.F90.

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Variable Documentation

◆ camp_uuid_len

integer, parameter camp_rand::camp_uuid_len = 36

Length of a UUID string.

Definition at line 16 of file rand.F90.

◆ next_id

integer, private camp_rand::next_id = 100

private

Next sequential id.

Definition at line 19 of file rand.F90.

Functions/Subroutines

Variables

Detailed Description

Function/Subroutine Documentation

◆ camp_rand_finalize()

◆ camp_rand_int()

◆ camp_random()

◆ camp_srand()

◆ generate_int_id()

◆ prob_round()

◆ rand_binomial()

◆ rand_hex_char()

◆ rand_normal()

◆ rand_normal_array_1d()

◆ rand_poisson()

◆ sample_cts_pdf()

◆ sample_disc_pdf()

◆ sample_vec_cts_to_disc()

◆ uuid4_str()

Variable Documentation

◆ camp_uuid_len

◆ next_id