vRngRayleigh

Developer Reference for Intel® oneAPI Math Kernel Library for C

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ID 766684

Date 12/16/2022

Version

Public

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Generates Rayleigh distributed random values.

Syntax

status = vsRngRayleigh( method, stream, n, r, a, beta );

status = vdRngRayleigh( method, stream, n, r, a, beta );

Include Files

Input Parameters

Name	Type	Description
method	const MKL_INT	Generation method. The specific values are as follows: VSL_RNG_METHOD_RAYLEIGH_ICDF VSL_RNG_METHOD_RAYLEIGH_ICDF_ACCURATE Inverse cumulative distribution function method
stream	VSLStreamStatePtr	Pointer to the stream state structure
n	const MKL_INT	Number of random values to be generated
a	const float for vsRngRayleigh const double for vdRngRayleigh	Displacement `a`
beta	const float for vsRngRayleigh const double for vdRngRayleigh	Scalefactor β.

Output Parameters

Name	Type	Description
r	float* for vsRngRayleigh double* for vdRngRayleigh	Vector of `n` Rayleigh distributed random numbers

Name

Type

Description

float* for vsRngRayleigh

double* for vdRngRayleigh

Vector of n Rayleigh distributed random numbers

Description

The vRngRayleigh function generates Rayleigh distributed random numbers with displacement a and scalefactor β, where a, β∈R ; β > 0.

The Rayleigh distribution is a special case of the Weibull distribution, where the shape parameter α = 2.

The probability density function is given by:

The cumulative distribution function is as follows:

Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

Return Values

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR: stream is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM: stream is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE: Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
VSL_RNG_ERROR_NO_NUMBERS: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED: Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED: ARS-5 random number generator is not supported on the CPU running the application.

Parent topic: Continuous Distributions