gamma

oneMKL - Data Parallel C++ Developer Reference

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ID 772045

Date 10/31/2024

Version

Public

Visible to Intel only — GUID: GUID-3D6CF321-67F8-46DE-991A-204C25B2A6B0

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gamma

Generates Gamma distributed random numbers.

Description
API

Description

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

The probability distribution is given by:

The cumulative distribution function is as follows:

API

Syntax

namespace oneapi::mkl::rng::device {
  template<typename RealType, typename Method>
  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;
    std::size_t count_rejected_numbers() const;
    void param(const param_type& pt);
  };
}

Include Files

oneapi/mkl/rng/device.hpp

Template Parameters

typename Type

Type of the produced values. The specific values are as follows:

float
double

typename Method

Generation method. The specific values are as follows:

oneapi::mkl::rng::device::gamma_method::by_default
oneapi::mkl::rng::device::gamma_method::marsaglia
oneapi::mkl::rng::device::gamma_method::marsaglia_accurate

See brief descriptions of the methods in Distributions Template Parameter Method

NOTE:

To enable extra optimizations based on Vector Math functions, define the MKL_RNG_USE_BINARY_CODE macro and link static oneMKL libraries according to the output produced by Intel® oneAPI Math Kernel Library Link Line Advisor. It may improve performance on some hardware.

Input Parameters

Name	Type	Description
alpha	`RealType (float, double)`	Shape .
a	`RealType (float, double)`	Displacement `a`.
beta	`RealType (float, double)`	Scalefactor .

Special methods

std::size_t count_rejected_numbers() const

Returns the amount of random numbers that were rejected during the last generate function call. If no generate calls, returns 0.

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oneMKL - Data Parallel C++ Developer Reference

gamma

Description

API