CODEWITHSUNDEEP
randomfortransimulationrandom-seedstochastic-process
Roland
Roland

Reputation: 449

How to change seed number in Fortran stochastic simulator code

I'm running a Fortran code which performs a stochastic simulation of a marked Poisson cluster process. In practice, event properties (eg. time of occurrences) are generated by inversion method, i.e. by random sampling of the cumulative distribution function. Because of the Poissonian randomness, I expect each generated sequence to be different, but this is not the case. I guess the reason is that the seed for the pseudorandom number generator is the same at each simulation. I do not know Fortran, so I have no idea how to solve this issue. Here is the part of the code involved with the pseudorandom number generator, any idea?

subroutine pseud0(r)
c     generation of pseudo-random numbers
c     data ir/584287/
      data ir/574289/
      ir=ir*48828125
      if(ir) 10,20,20
   10 ir=(ir+2147483647)+1
   20 r=float(ir)*0.4656613e-9
      return
      end
      subroutine pseudo(random)
c     wichmann+hill (1982) Appl. Statist 31
      data ix,iy,iz /1992,1111,1151/
      ix=171*mod(ix,177)-2*(ix/177)
      iy=172*mod(iy,176)-35*(iy/176)
      iz=170*mod(iz,178)-63*(iz/178)
      if (ix.lt.0) ix=ix+30269
      if (iy.lt.0) iy=iy+30307
      if (iz.lt.0) iz=iz+30323
      random=mod(float(ix)/30269.0+float(iy)/30307.0+
     &            float(iz)/30323.0,1.0)
      return
      end

Upvotes: 0

Views: 176

Answers (1)

steve
steve

Reputation: 900

First, I would review the modern literature for PRNG and pick a modern implementation. Second, I would rewrite the code in modern Fortran.

You need to follow @francescalus advice and have a method for updating the seed. Without attempting to modernizing your code, here is one method for the pseud0 prng

 subroutine init0(i)
    integer, intent(in) :: i
    common /myseed0/iseed
    iseed = i
 end subroutine init0

subroutine pseud0(r)
   common /myseed0/ir
   ir = ir * 48828125
   if (ir) 10,20,20
10 ir = (ir+2147483647)+1
20 r = ir*0.4656613e-9
end subroutine pseud0

program foo
   integer i
   real r1
   call init0(574289)  ! Original seed
   do i = 1, 10
      call pseud0(r1)
      print *, r1
   end do
   print *
   call init0(289574)  ! New seed
   do i = 1, 10
      call pseud0(r1)
      print *, r1
   end do
   print *
end program foo

Upvotes: 2

Related Questions