Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 7/13/2023
Public

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vRngLognormal

Generates lognormally distributed random numbers.

Syntax

status = vsrnglognormal( method, stream, n, r, a, sigma, b, beta )

status = vdrnglognormal( method, stream, n, r, a, sigma, b, 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_LOGNORMAL_BOXMULLER2
VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2_ACCURATE

Box Muller 2 based method

 VSL_RNG_METHOD_LOGNORMAL_ICDF
 VSL_RNG_METHOD_LOGNORMAL_ICDF_ACCURATE

Inverse cumulative distribution function based 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 vdrnglognormal

REAL(KIND=4), INTENT(IN) for vsrnglognormal

REAL(KIND=8), INTENT(IN) for vdrnglognormal

Average a of the subject normal distribution

sigma

DOUBLE PRECISION for vdrnglognormal

REAL(KIND=4), INTENT(IN) for vsrnglognormal

REAL(KIND=8), INTENT(IN) for vdrnglognormal

Standard deviation σ of the subject normal distribution

b

DOUBLE PRECISION for vdrnglognormal

REAL(KIND=4), INTENT(IN) for vsrnglognormal

REAL(KIND=8), INTENT(IN) for vdrnglognormal

Displacement b

beta

DOUBLE PRECISION for vdrnglognormal

REAL(KIND=4), INTENT(IN) for vsrnglognormal

REAL(KIND=8), INTENT(IN) for vdrnglognormal

Scalefactor β.

Output Parameters

Name

Type

Description

r

DOUBLE PRECISION for vdrnglognormal

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

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

Vector of n lognormally distributed random numbers

Description

The vRngLognormal function generates lognormally distributed random numbers with average of distribution a and standard deviation σ of subject normal distribution, displacement b, and scalefactor β, where a, σ, b, βR ; σ > 0 , β > 0.

The probability density function is given by:


Equation

The cumulative distribution function is as follows:


Equation

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.