I agree with Vladamir F. But...
To help you in your quest for better random numbers, consider the fairly recent addition to C++, C++11 Pseudo Random Number Generators. Mersenne twister and lots of others are there. It's a pretty well-thought out system. I see two ways you could test those sequences:
- make a system call from Fortran to a little C++ utility that generates a bunch of them for you or
- bind the random number generators to Fortran through ISO_C_BINDING.
I prefer the second and because the bindings are a little tricky, I have prepared an example. The files are:
- cxx11_rand.h and cxx11_rand.cpp which define calls to the random number generator
- c_rand.cpp which calls the C++ functions in C functions
- f_rand_M.f90 which binds the C functions to Fortran
- f_main.f90 which uses the module functions to generate 10 random numbers in [0,1).
cxx11_rand.h
#ifndef CXX11_RAND_H
#define CXX11_RAND_H
void cxx11_init();
double cxx11_rand();
#endif
cxx11_rand.cpp
#include <algorithm>
#include <cstdio>
#include <memory>
#include <random>
#include <set>
#include <vector>
#include <chrono>
#include <thread>
#include <iostream>
#include "cxx11_rand.h"
static std::unique_ptr<std::uniform_real_distribution<>> dist;
static std::unique_ptr<std::mt19937_64> eng;
void cxx11_init(){
eng = std::unique_ptr<std::mt19937_64>( new std::mt19937_64(std::random_device{}()) );
dist = std::unique_ptr< std::uniform_real_distribution<> >( new std::uniform_real_distribution<>(0.0,1.0) );
}
double cxx11_rand(){
return (*dist)( *eng );
}
c_rand.cpp
#include "cxx11_rand.h"
#ifdef __cplusplus
extern "C" {
#endif
void c_init(){
cxx11_init();
}
double c_rand(){
return cxx11_rand();
}
#ifdef __cplusplus
}
#endif
f_rand_M.f90
module f_rand_M
implicit none
!define fortran interface bindings to C functions
interface
subroutine fi_init() bind(C, name="c_init")
end subroutine
real(C_DOUBLE) function fi_rand() bind(C, name="c_rand")
use ISO_C_BINDING, only: C_DOUBLE
end function
end interface
contains
subroutine f_init()
call fi_init()
end subroutine
real(C_DOUBLE) function f_rand()
use ISO_C_BINDING, only: C_DOUBLE
f_rand = fi_rand()
end function
end module
f_main.f90
program main
use f_rand_M
implicit none
integer :: i
call f_init()
do i=1,10
write(*,*)f_rand()
end do
end program
You can compile/link with the following GNU commands
echo "compiling objects"
g++ -c --std=c++11 cxx11_rand.cpp c_rand.cpp
gfortran -c f_rand_M.f90
echo "building & executing fortran main"
gfortran f_main.f90 f_rand_M.o c_rand.o cxx11_rand.o -lstdc++ -o f_main.exe
./f_main.exe
Your output should look like this (with different random numbers of course--the seed here was chosen from a "source of entropy", e.g. wall time).
compiling objects
building & executing fortran main
0.47439556226575341
0.11177335018127127
0.10417488557661241
0.77378163596792404
0.20780793755332663
0.27951447624366532
0.66920698086955666
0.80676663600103105
0.98028384008440417
0.88893587108730432
I used GCC 4.9 on a Mac for testing.
