Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 12/16/2022
Public

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Document Table of Contents

vRngChiSquare

Generates chi-square distributed random values.

Syntax

status = vsrngchisquare( method, stream, n, r, v )

status = vdrngchisquare( method, stream, n, r, v )

Include Files
  • mkl.fi, mkl_vsl.f90
Input Parameters

Name

Type

Description

method

INTEGER, INTENT(IN)

Generation method. The specific value is:

VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA

For a description of VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA, see Random Number Generators Naming Conventions.

stream

TYPE (VSL_STREAM_STATE), INTENT(IN)

Descriptor of the stream state structure

n

INTEGER, INTENT(IN)

Number of random values to be generated

v

INTEGER, INTENT(IN)

Degrees of freedom

Output Parameters

Name

Type

Description

r

REAL(KIND=4), INTENT(OUT) for vsrngchisquare

REAL(KIND=8), INTENT(OUT) for vdrngchisquare

Vector of n random numbers with chi-square distribution

Description

The vRngChiSquare function generates random numbers with chi-square distribution and ν degrees of freedom, ν N, ν > 0.

The probability density function is:

The cumulative distribution function is:

Return Values
VSL_ERROR_OK, VSL_STATUS_OK

Indicates no error, execution is successful.

VSL_ERROR_NULL_PTR

stream is a NULL pointer.

VSL_RNG_ERROR_BAD_STREAM

stream is not a valid random stream.

VSL_RNG_ERROR_BAD_UPDATE

Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.

VSL_RNG_ERROR_NO_NUMBERS

Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.

VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED

Period of the generator has been exceeded.

VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED

Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.

VSL_RNG_ERROR_ARS5_NOT_SUPPORTED

ARS-5 random number generator is not supported on the CPU running the application.