Fortran 2003 interface to dSFMT

A Fortran 2003 interface to dSFMT (double precision SIMD-oriented Fast Mersenne Twister) pseudo-random number generator.

dSFMT was written by Mutsuo Saito and Makoto Matsumoto (Hiroshima University). This Fortran 2003 interface was written by James Spencer (Imperial College London).

Both dSFMT and dSFMT_F03_interface are released under the new/modifed BSD license. See LICENSE.txt in the source subdirectories for more details.

Directory contents

dSFMT-src-2.2.3/

Original dSFMT (v2.2.3) implementation in C; taken from http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/. Also contains functions to convert the dSFMT state to/from strings by Andrea Mennucci (see http://mennucc1.debian.net/dSFMT_src_state/)

dSFMT_F03_interface/

Fortran 2003 interface (with help of a small amount of C code for memory allocation and deallocation).

test/

Run make to compile and run simple tests to ensure the Fortran and C interfaces produce identical streams of pseudo-random numbers.

Documentation

Please see the dSFMT documentation (dSFMT-src-2.2.3/html) and comments in the dSFMT_interface module.

Compilation

I recommend simply copying the relevant files to a subdirectory and directly compiling them as part of a larger project rather than compiling and linking to a library. The following files are required:

dSFMT-src-2.2.3/dSFMT.c
dSFMT-src-2.2.3/dSFMT_str_state.c
dSFMT-src-2.2.3/dSFMT*.h
dSFMT-src-2.2.3/LICENSE.txt
dSFMT_F03_interface/dSFMT_interface.F90
dSFMT_F03_interface/dSFMT_utils.c
dSFMT_F03_interface/LICENSE.txt

Important

To obtain the best performance it is vital to define the HAVE_SSE2 C pre-processing macro on processors which have SSE2 instructions.

Substantial (ie 25%) speedups can be achieved with some compilers by using interprocedural optimization (i.e. -ipo for Intel compilers and -flto for GCC compilers).