generating random numbers in a Fortran Module - random

Question

Now I am facing the problem that in a module, with a seed I am generating random numbers to be used in a loop of a function but each time I call that function, the same random numbers are generated (because the seed is obviously the same) but it's supposed that it must continue the series or at least it must be different between calls. One solution could be that the main program gives a new seed to be used in the module but I think it there could be another elegant solution.
I am using Mersenne Twister generator by suggestion of many people.
Added
My function in my module (it is a package of functions) escentially makes such a Metropolis test using random numbers generated by a seed, for some reason compilation complains if I put
module mymod
uses mtmod
call sgrnd(4357)!<-- this line causes compilation error
contains
myfunc(args)
implicit none
// declarations etc
!call sgrnd(4357) <-- if I put this call here compilator says ok,
!but re-start random number series each time this function is called :(
....
!the following part is inside a loop
if (prob < grnd()) then
!grnd() is random number generated
return
else continue testing to the end of the loop cycle
end myfunc
But if I put that function in the contains of the main program (using mtmod too) and call sgrnd(4357) before contains section and the calls to myfunc, now everything compile and run nicely. For clarity, I didn't want to put that long function in the main program, it has 70 lines of code, but it seems I have no escape. Notice that so, the seed is once called. The simulations have now physical meanings but with that price payed.

Answer 1

I always used this subroutine (I'm running a MonteCarlo simulation), call it in the beginning of your main program and tis should do the job:
(Source: gfortran 4.6.1)
c initialize a random seed from the system clock at every run (fortran 95 code)
subroutine init_random_seed()
INTEGER :: i, n, clock
INTEGER, DIMENSION(:), ALLOCATABLE :: seed
CALL RANDOM_SEED(size = n)
ALLOCATE(seed(n))
CALL SYSTEM_CLOCK(COUNT=clock)
seed = clock + 37 * (/ (i - 1, i = 1, n) /)
CALL RANDOM_SEED(PUT = seed)
DEALLOCATE(seed)
end

Answer 2

You can find here a subroutine that uses system time to re-seed the random number generator. You shouldn't have to do this every time you call random_number(), just each time you re-start the program.
Honestly, it didn't take me more than ten minutes to find this with Google.

Answer 3

In order to recover my points taken, I was obliged to find my own answer, here it is (after one hour of tries)
main program is
program callrtmod
use mymod
implicit none
real::x
x=1.0
write(*,*) x+writerandnum()
write(*,*) x+writerandnum()
write(*,*) x+writerandnum()
end program callrtmod
here's my module
module mymod
implicit none
!-------------mt variables-------------
! Default seed
integer, parameter :: defaultsd = 4357
! Period parameters
integer, parameter :: N = 624, N1 = N + 1
! the array for the state vector
integer, save, dimension(0:N-1) :: mt
integer, save :: mti = N1
!--------------------------------------
contains
function writerandnum
implicit none
real(8)::writerandnum
writerandnum = grnd()
!if you please, you could perform a Metropolis test here too
end function writerandnum
!Initialization subroutine
subroutine sgrnd(seed)
implicit none
integer, intent(in) :: seed
mt(0) = iand(seed,-1)
do mti=1,N-1
mt(mti) = iand(69069 * mt(mti-1),-1)
enddo
!
return
end subroutine sgrnd
!---------------------------------------------------------------------------
!the function grnd was here
!---------------------------------------------------------------------------
subroutine mtsavef( fname, forma )
character(*), intent(in) :: fname
character, intent(in) :: forma
select case (forma)
case('u','U')
open(unit=10,file=trim(fname),status='UNKNOWN',form='UNFORMATTED', &
position='APPEND')
write(10)mti
write(10)mt
case default
open(unit=10,file=trim(fname),status='UNKNOWN',form='FORMATTED', &
position='APPEND')
write(10,*)mti
write(10,*)mt
end select
close(10)
return
end subroutine mtsavef
subroutine mtsaveu( unum, forma )
integer, intent(in) :: unum
character, intent(in) :: forma
select case (forma)
case('u','U')
write(unum)mti
write(unum)mt
case default
write(unum,*)mti
write(unum,*)mt
end select
return
end subroutine mtsaveu
subroutine mtgetf( fname, forma )
character(*), intent(in) :: fname
character, intent(in) :: forma
select case (forma)
case('u','U')
open(unit=10,file=trim(fname),status='OLD',form='UNFORMATTED')
read(10)mti
read(10)mt
case default
open(unit=10,file=trim(fname),status='OLD',form='FORMATTED')
read(10,*)mti
read(10,*)mt
end select
close(10)
return
end subroutine mtgetf
subroutine mtgetu( unum, forma )
integer, intent(in) :: unum
character, intent(in) :: forma
select case (forma)
case('u','U')
read(unum)mti
read(unum)mt
case default
read(unum,*)mti
read(unum,*)mt
end select
return
end subroutine mtgetu
!===============================================
!Random number generator
! real(8) function grnd()
function grnd !agregue yo
implicit integer(a-z)
real(8) grnd !agregue yo
! Period parameters
integer, parameter :: M = 397, MATA = -1727483681
! constant vector a
integer, parameter :: LMASK = 2147483647
! least significant r bits
integer, parameter :: UMASK = -LMASK - 1
! most significant w-r bits
! Tempering parameters
integer, parameter :: TMASKB= -1658038656, TMASKC= -272236544
dimension mag01(0:1)
data mag01/0, MATA/
save mag01
! mag01(x) = x * MATA for x=0,1
TSHFTU(y)=ishft(y,-11)
TSHFTS(y)=ishft(y,7)
TSHFTT(y)=ishft(y,15)
TSHFTL(y)=ishft(y,-18)
if(mti.ge.N) then
! generate N words at one time
if(mti.eq.N+1) then
! if sgrnd() has not been called,
call sgrnd( defaultsd )
! a default initial seed is used
endif
do kk=0,N-M-1
y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
mt(kk)=ieor(ieor(mt(kk+M),ishft(y,-1)),mag01(iand(y,1)))
enddo
do kk=N-M,N-2
y=ior(iand(mt(kk),UMASK),iand(mt(kk+1),LMASK))
mt(kk)=ieor(ieor(mt(kk+(M-N)),ishft(y,-1)),mag01(iand(y,1)))
enddo
y=ior(iand(mt(N-1),UMASK),iand(mt(0),LMASK))
mt(N-1)=ieor(ieor(mt(M-1),ishft(y,-1)),mag01(iand(y,1)))
mti = 0
endif
y=mt(mti)
mti = mti + 1
y=ieor(y,TSHFTU(y))
y=ieor(y,iand(TSHFTS(y),TMASKB))
y=ieor(y,iand(TSHFTT(y),TMASKC))
y=ieor(y,TSHFTL(y))
if(y .lt. 0) then
grnd=(dble(y)+2.0d0**32)/(2.0d0**32-1.0d0)
else
grnd=dble(y)/(2.0d0**32-1.0d0)
endif
return
end function grnd
end module mymod
test my solution and vote me up ;) [of course, as you see, I modified mt.f90 code to be included conveniently in my module, so I can keep separately the main program from the randon numbers generation part, so I can do a Metropolis test aside the main program. The main program just wants to know if a trial was accepted or not. My solution does give more clarity to the main progam]