Visible to Intel only — GUID: GUID-C62EB4EC-7F41-4A2A-BD05-1BA1900F8757
Visible to Intel only — GUID: GUID-C62EB4EC-7F41-4A2A-BD05-1BA1900F8757
oneapi::mkl::rng::gaussian
Generates normally distributed random numbers.
Description
The class object is used in oneapi::mkl::rng::generate function to provide random numbers with normal (Gaussian) distribution with mean (a) and standard deviation (stddev, σ), where a, σ ∈ R ; σ > 0.
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 = float, typename Method = gaussian_method::by_default> class gaussian { public: using method_type = Method; using result_type = RealType; gaussian(): gaussian(static_cast<RealType>(0.0), static_cast<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); };
Devices supported: CPU and GPU.
Include Files
oneapi/mkl/rng.hpp
Template Parameters
Name |
Description |
---|---|
typename RealType = float |
Type of the produced values. The specific values are as follows: floatdouble |
typename Method = ``oneapi::mkl::rng::gaussian_method::by_default |
Generation method. The specific values are as follows: oneapi::mkl::rng::gaussian_method::box_mulleroneapi::mkl::rng::gaussian_method::box_muller2oneapi::mkl::rng::gaussian_method::icdf See brief descriptions of the methods in Distributions Template Parameter Method. |
Input Parameters
Name |
Type |
Description |
---|---|---|
mean |
RealType (float, double) |
Mean value a. |
stddev |
RealType (float, double) |
Standard deviation σ. |