oneapi::mkl::rng::lognormal

oneMKL - Data Parallel C++ Developer Reference

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ID 772045

Date 3/31/2021

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oneapi::mkl::rng::lognormal

Generates lognormally distributed random numbers.

Description
API

Description

The oneapi::mkl::rng::lognormal class object is used in the oneapi::mkl::rng::generate function to provide random numbers with average of distribution (m, a) and standard deviation (s, σ) of subject normal distribution, displacement (displ, b), and scalefactor (scale, β), where a, σ, b, β ∈ R ; σ > 0 , β > 0.

The probability density function is given by:

The cumulative distribution function is as follows:

API

Syntax

template<typename RealType = float, typename Method = lognormal_method::by_default>
class lognormal {
public:
  using method_type = Method;
  using result_type = RealType;
  lognormal(): lognormal((RealType)0.0, (RealType)1.0, (RealType) 0.0, (RealType)1.0){}
  explicit lognormal(RealType m, RealType s,
                     RealType displ = (RealType)0.0,
                     RealType scale = (RealType)1.0);
  explicit lognormal(const param_type& pt);
  RealType m() const;
  RealType s() const;
  RealType displ() const;
  RealType scale() 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::lognormal_method::by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::lognormal_method::box_muller2

oneapi::mkl::rng::lognormal_method::box_muller2_accurate

oneapi::mkl::rng::lognormal_method::icdf

oneapi::mkl::rng::lognormal_method::icdf_accurate

See brief descriptions of the methods in Distributions Template Parameter Method.

Input Parameters

Name	Type	Description
m	`RealType (float, double)`	Average `a` of the subject normal distribution.
s	`RealType (float, double)`	Standard deviation `σ` of the subject normal distribution.
displ	`RealType (float, double)`	Displacement `displ`.
scale	`RealType (float, double)`	Scalefactor `scale`.

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oneMKL - Data Parallel C++ Developer Reference

oneapi::mkl::rng::lognormal

Description

API