vRngLaplace

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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vRngLaplace

Generates random numbers with Laplace distribution.

Syntax

status = vsrnglaplace( method, stream, n, r, a, beta )

status = vdrnglaplace( method, stream, n, r, 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_LAPLACE_ICDF Inverse cumulative distribution function method
stream	TYPE (VSL_STREAM_STATE), INTENT(IN)	Descriptor of the stream state structure.
n	INTEGER, INTENT(IN)	Number of random values to be generated
a	DOUBLE PRECISION for vdrnglaplace REAL(KIND=4), INTENT(IN) for vsrnglaplace REAL(KIND=8), INTENT(IN) for vdrnglaplace	Mean value `a`
beta	DOUBLE PRECISION for vdrnglaplace REAL(KIND=4), INTENT(IN) for vsrnglaplace REAL(KIND=8), INTENT(IN) for vdrnglaplace	Scalefactor β.

Output Parameters

Name	Type	Description
r	DOUBLE PRECISION for vdrnglaplace REAL(KIND=4), INTENT(OUT) for vsrnglaplace REAL(KIND=8), INTENT(OUT) for vdrnglaplace	Vector of `n` Laplace distributed random numbers

Name

Type

Description

DOUBLE PRECISION for vdrnglaplace

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

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

Vector of n Laplace distributed random numbers

Description

The vRngLaplace function generates random numbers with Laplace distribution with mean value (or average) a and scalefactor β, where a, β∈R ; β > 0. The scalefactor value determines the standard deviation as

Equation

The probability density function is given by:

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

vRngLaplace