oneapi::mkl::rng::device::gaussian

oneMKL - Data Parallel C++ Developer Reference

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ID 772045

Date 3/31/2021

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oneapi::mkl::rng::device::gaussian

Generates normally distributed random numbers.

Description
API

Description

The oneapi::mkl::rng::device::gaussian class object is used in the oneapi::mkl::rng::device::generate function to provide random numbers with normal (Gaussian) distribution with mean (a) and standard deviation (stddev, ), where

The probability density function is given by:

The cumulative distribution function is as follows:

The cumulative distribution function can be expressed in terms of standard normal distribution as

API

Syntax

template<typename RealType, typename Method>
class gaussian {
public:
   using method_type = Method;
   using result_type = RealType;

   gaussian(): gaussian((RealType)0.0, (RealType)1.0){}
   explicit gaussian(RealType mean, RealType stddev);
   explicit gaussian(const param_type& pt);

   RealType mean() const;
   RealType stddev() const;
   param_type param() const;
   void param(const param_type& pt);
};

Include Files

oneapi/mkl/rng/device.hpp

Template Parameters

typename RealType

Type of the produced values. The specific values are as follows:

float

double

typename Method

Generation method. The specific values are as follows:

oneapi::mkl::rng::device::gaussian_method::box_muller2

oneapi::mkl::rng::device::gaussian_method::icdf

Note: To enable oneapi::mkl::rng::device::gaussian_method::box_muller2 based on Vector Math functions, define the MKL_RNG_USE_BINARY_CODE macro and link static oneMKL libraries according to the output produced by Intel® oneAPI Math Kernel Library Link Line Advisor. It may improve performance on some hardware.

Note: oneapi::mkl::rng::device::gaussian_method::icdf is available only if the MKL_RNG_USE_BINARY_CODE macro is defined. Also link static oneMKL libraries according to the output produced by Intel® oneAPI Math Kernel Library Link Line Advisor.

Input Parameters

Name	Type	Description
mean	`RealType (float, double)`	Mean value `a`.
stddev	`RealType (float, double)`	Standard deviation .

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oneapi::mkl::rng::device::gaussian

Description

API