Visible to Intel only — GUID: GUID-921D81DF-3535-4CEB-88A1-7A5D06B658A7
Visible to Intel only — GUID: GUID-921D81DF-3535-4CEB-88A1-7A5D06B658A7
oneapi::mkl::rng::gamma
Generates gamma distributed random values.
Description
The oneapi::mkl::rng::gamma class object is used in the oneapi::mkl::rng::generate function to provide random numbers with gamma distribution that has shape parameter α, displacement a, and scale parameter β, where .
The probability density function is given by:
where Γ(α) is the complete gamma function.
The cumulative distribution function is as follows:
Product and Performance Information |
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Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201 |
API
Syntax
template<typename RealType = float, typename Method = gamma_method::by_default> class gamma { public: using method_type = Method; using result_type = RealType; gamma(): gamma((RealType)1.0, (RealType)0.0, (RealType)1.0){} explicit gamma(RealType alpha, RealType a, RealType beta); explicit gamma(const param_type& pt); RealType alpha() const; RealType a() const; RealType beta() const; param_type param() const; void param(const param_type& pt); };
Devices supported: CPU and GPU.
Include Files
oneapi/mkl/rng.hpp
Template Parameters
typename RealType = float |
Type of the produced values. The specific values are as follows: float double |
typename Method = oneapi::mkl::rng::gamma_method::by_default |
Generation method. The specific values are as follows: oneapi::mkl::rng::gamma_method::marsaglia oneapi::mkl::rng::gamma_method::marsaglia_accurate See brief descriptions of the methods in Distributions Template Parameter Method. |
Input Parameters
Name |
Type |
Description |
---|---|---|
alpha |
RealType (float, double) |
Shape α |
a |
RealType (float, double) |
Displacement a. |
beta |
RealType (float, double) |
Scalefactor β. |