Visible to Intel only — GUID: GUID-096AA01B-C03D-4522-947F-17A3EF748A81
Visible to Intel only — GUID: GUID-096AA01B-C03D-4522-947F-17A3EF748A81
laplace
Generates random numbers with Laplace distribution.
Description
The laplace class object is used in the generate function to provide random numbers with Laplace distribution with mean value (or average) a and scalefactor ( b, β), where . The scalefactor value determines the standard deviation as:
The probability density function is given by:
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
namespace oneapi::mkl::rng {
template<typename RealType = float,
typename Method = laplace_method::by_default>
class laplace {
public:
using method_type = Method;
using result_type = RealType;
laplace(): laplace((RealType)0.0, (RealType)1.0){}
explicit laplace(RealType a, RealType b);
explicit laplace(const param_type& pt);
RealType a() const;
RealType b() 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::laplace_method::by_default |
Generation method. The specific values are as follows: oneapi::mkl::rng::laplace_method::icdf See brief descriptions of the methods in Distributions Template Parameter Method |
Input Parameters
Name |
Type |
Description |
---|---|---|
a |
RealType (float, double) |
Mean value a. |
b |
RealType (float, double) |
Scalefactor b. |