vRngGamma

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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vRngGamma

Generates gamma distributed random values.

Syntax

status = vsrnggamma( method, stream, n, r, alpha, a, beta )

status = vdrnggamma( method, stream, n, r, alpha, a, beta )

Include Files

mkl.fi, mkl_vsl.f90

Input Parameters

Name	Type	Description
method	INTEGER, INTENT(IN)	Generation method. The specific values are as follows: VSL_RNG_METHOD_GAMMA_GNORM VSL_RNG_METHOD_GAMMA_GNORM_ACCURATE Acceptance/rejection method using random numbers with Gaussian distribution. See brief description of the method GNORM in Table "Values of `<method>` in method parameter"
stream	TYPE (VSL_STREAM_STATE), INTENT(IN)	Descriptor of the stream state structure
n	INTEGER, INTENT(IN)	Number of random values to be generated
alpha	DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(IN) for vsrnggamma REAL(KIND=8), INTENT(IN) for vdrnggamma	Shape α.
a	DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(IN) for vsrnggamma REAL(KIND=8), INTENT(IN) for vdrnggamma	Displacement `a`.
beta	DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(IN) for vsrnggamma REAL(KIND=8), INTENT(IN) for vdrnggamma	Scalefactor β.

Output Parameters

Name	Type	Description
r	DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(OUT) for vsrnggamma REAL(KIND=8), INTENT(OUT) for vdrnggamma	Vector of `n` random numbers with gamma distribution

Name

Type

Description

DOUBLE PRECISION for vdrnggamma

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

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

Vector of n random numbers with gamma distribution

Description

The vRngGamma function generates random numbers with gamma distribution that has shape parameter α, displacement a, and scale parameter β, where α, β, and a∈R ; α > 0, β > 0.

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 www.Intel.com/PerformanceIndex. Notice revision #20201201

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

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.

Parent topic: Continuous Distributions

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

vRngGamma