oneapi::mkl::rng::gamma

oneMKL - Data Parallel C++ Developer Reference

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ID 772045

Date 7/13/2023

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Public

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oneapi::mkl::rng::gamma

Generates gamma distributed random values.

Description
API

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
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`.

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oneapi::mkl::rng::gamma

Description

API