PCG Random Number Generation, Fortran Edition

This is a PCG implemented in Fortran 2008.
(C is used for testing only.)
This library is based on PCG implemented in C.

Implementation

The iso_fortran_env intrinsic MODULE does not have support for int128, so this library does not implement PCGs requiring int128.

Output function : RXS M

state	result	mcg	oneseq	setseq	unique
int16	int8	✓	✓	✓	✓
int32	int16	✓	✓	✓	✓
int64	int32	✓	✓	✓	✓
int128	int64	✗	✗	✗	✗

Output function : RXS M XS

state	result	mcg	oneseq	setseq	unique
int8	int8	✗	✓	✓	✓
int16	int16	✗	✓	✓	✓
int32	int32	✗	✓	✓	✓
int64	int64	✗	✓	✓	✓
int128	int128	✗	✗	✗	✗

Output function : XSH RR

state	result	mcg	oneseq	setseq	unique
int16	int8	✓	✓	✓	✓
int32	int16	✓	✓	✓	✓
int64	int32	✓	✓	✓	✓
int128	int64	✗	✗	✗	✗

Output function : XSH RS

state	result	mcg	oneseq	setseq	unique
int16	int8	✓	✓	✓	✓
int32	int16	✓	✓	✓	✓
int64	int32	✓	✓	✓	✓
int128	int64	✗	✗	✗	✗

Output function : XSL RR

state	result	mcg	oneseq	setseq	unique
int64	int32	✓	✓	✓	✓
int128	int64	✗	✗	✗	✗

Output function : XSL RR RR

state	result	mcg	oneseq	setseq	unique
int64	int64	✗	✓	✓	✓
int128	int128	✗	✗	✗	✗

Testing

In order to validate the implementation of this module, we do a comparison with the original C implementation.

• pcg_*_*_rxs_m_*_random_r
• pcg_*_*_rxs_m_xs_*_random_r
• pcg_*_*_xsh_rr_*_random_r
• pcg_*_*_xsh_rs_*_random_r
• pcg_*_*_xsl_rr_*_random_r
• pcg_*_*_xsl_rr_rr_*_random_r