Random vector on a sphere: Difference between revisions

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(Added description of Marsaglia algorithm)
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Fortran 90 implementation from Ref. 2. ran() is some [[Random_numbers | randon number generator]]:
The ability to generate a randomly orientated vector is very useful in [[Monte Carlo]] simulations of anisotropic [[models]]
or molecular systems.
==Marsaglia algorithm==
This is the algorithm proposed by George Marsaglia (Ref. 1):
*Independently generate V<sub>1</sub> and V<sub>2</sub>, taken from a unifor distribution on (-1,1) such that
:<math>S=(V_1^2+V_2^2) < 1</math>
*The random vector is then (Ref. 1 Eq. 4):
:<math>\left(2V_1 \sqrt{1-S},~ 2V_2 \sqrt{1-S},~ 1-2S\right)</math>
==Fortran 90 implementation==
This Fortran 90 implementation is adapted from Ref. 2. The function '''ran()''' calls a  [[Random_numbers | randon number generator]]:
<small><pre>
<small><pre>
!    The following is taken from Allen & Tildesley, p. 349
!    The following is taken from Allen & Tildesley, p. 349
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==References==
==References==
#[http://links.jstor.org/sici?sici=0003-4851%28197204%2943%3A2%3C645%3ACAPFTS%3E2.0.CO%3B2-%23 George Marsaglia "Choosing a Point from the Surface of a Sphere", The Annals of Mathematical Statistics '''43''' pp. 645-646 (1972)]
#[http://links.jstor.org/sici?sici=0003-4851%28197204%2943%3A2%3C645%3ACAPFTS%3E2.0.CO%3B2-%23 George Marsaglia "Choosing a Point from the Surface of a Sphere", The Annals of Mathematical Statistics '''43''' pp. 645-646 (1972)]
#Daan Frenkel and Berend Smit "Understanding Molecular Simulation: From Algorithms to Applications" p. 410 Academic Press (1996), algorithm based on:
#Daan Frenkel and Berend Smit "Understanding Molecular Simulation: From Algorithms to Applications" p. 410 Academic Press (1996)
# M.P. Allen (Author) and D.J. Tildesley "Computer Simulation of Liquids" p. 349 Clarendon Press (1989)
# M. P. Allen and D. J. Tildesley "Computer Simulation of Liquids", p. 349 Clarendon Press (1989)


[[category: random numbers]]
[[category: random numbers]]
[[category: computer simulation techniques]]
[[category: computer simulation techniques]]

Revision as of 14:43, 30 October 2007

The ability to generate a randomly orientated vector is very useful in Monte Carlo simulations of anisotropic models or molecular systems.

Marsaglia algorithm

This is the algorithm proposed by George Marsaglia (Ref. 1):

  • Independently generate V1 and V2, taken from a unifor distribution on (-1,1) such that
  • The random vector is then (Ref. 1 Eq. 4):

Fortran 90 implementation

This Fortran 90 implementation is adapted from Ref. 2. The function ran() calls a randon number generator:

!    The following is taken from Allen & Tildesley, p. 349
!    Generate a random vector towards a point in the unit sphere
!    Daniel Duque 2004

subroutine random_vector(vctr)

  implicit none

  real, dimension(3) :: vctr

  real:: ran1,ran2,ransq,ranh
  real:: ran

  do
     ran1=1.0-2.0*ran()
     ran2=1.0-2.0*ran()
     ransq=ran1**2+ran2**2
     if(ransq.le.1.0) exit
  enddo

  ranh=2.0*sqrt(1.0-ransq)

  vctr(1)=ran1*ranh
  vctr(2)=ran2*ranh
  vctr(3)=(1.0-2.0*ransq)

end subroutine random_vector

References

  1. George Marsaglia "Choosing a Point from the Surface of a Sphere", The Annals of Mathematical Statistics 43 pp. 645-646 (1972)
  2. Daan Frenkel and Berend Smit "Understanding Molecular Simulation: From Algorithms to Applications" p. 410 Academic Press (1996)
  3. M. P. Allen and D. J. Tildesley "Computer Simulation of Liquids", p. 349 Clarendon Press (1989)