gamma

oneMKL - Data Parallel C++ Developer Reference

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ID 772045

Date 11/07/2023

Version

Public

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gamma

Generates gamma distributed random values.

Description
API

Description

The gamma class object is used in the generate function to provide random numbers with gamma distribution that has shape parameter , displacement a, and scale parameter , where .

The probability density function is given by:

where 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

namespace oneapi::mkl::rng {
  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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oneMKL - Data Parallel C++ Developer Reference

gamma

Description

API