vslLeapfrogStream

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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vslLeapfrogStream

Initializes a stream using the leapfrog method.

Syntax

status = vslleapfrogstream( stream, k, nstreams )

Include Files

mkl.fi, mkl_vsl.f90

Input Parameters

Name	Type	Description
stream	TYPE(VSL_STREAM_STATE), INTENT(IN)	Descriptor of the stream to which leapfrog method is applied
k	INTEGER, INTENT(IN)	Index of the computational node, or stream number
nstreams	INTEGER, INTENT(IN)	Largest number of computational nodes, or stride

Description

The vslLeapfrogStream function generates random numbers in a random stream with non-unit stride. This feature is particularly useful in distributing random numbers from the original stream across the nstreams buffers without generating the original random sequence with subsequent manual distribution.

One of the important applications of the leapfrog method is splitting the original sequence into non-overlapping subsequences across nstreams computational nodes. The function initializes the original random stream (see Figure "Leapfrog Method") to generate random numbers for the computational node k, 0 ≤k < nstreams, where nstreams is the largest number of computational nodes used.

Leapfrog Method

The leapfrog method is supported only for those basic generators that allow splitting elements by the leapfrog method, which is more efficient than simply generating them by a generator with subsequent manual distribution across computational nodes. See VS Notes for details.

For quasi-random basic generators, the leapfrog method allows generating individual components of quasi-random vectors instead of whole quasi-random vectors. In this case nstreams parameter should be equal to the dimension of the quasi-random vector while k parameter should be the index of a component to be generated (0 ≤k < nstreams). Other parameters values are not allowed.

The following code illustrates the initialization of three independent streams using the leapfrog method:

Code for Leapfrog Method

... 
TYPE(VSL_STREAM_STATE)   ::stream1 
TYPE(VSL_STREAM_STATE)   ::stream2 
TYPE(VSL_STREAM_STATE)   ::stream3

! Creating 3 identical streams 
status = vslnewstream(stream1, VSL_BRNG_MCG31, 174) 
status = vslcopystream(stream2, stream1) 
status = vslcopystream(stream3, stream1)

! Leapfrogging the streams 
status = vslleapfrogstream(stream1, 0, 3) 
status = vslleapfrogstream(stream2, 1, 3) 
status = vslleapfrogstream(stream3, 2, 3)

! Generating random numbers 
... 
! Deleting the streams 
status = vsldeletestream(stream1) 
status = vsldeletestream(stream2) 
status = vsldeletestream(stream3) 
...

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_LEAPFROG_UNSUPPORTED: BRNG does not support Leapfrog method.

Parent topic: Service Routines

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

vslLeapfrogStream

Code for Leapfrog Method