vRngBernoulli

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

Download PDF

ID 766686

Date 11/07/2023

Version

Public

A newer version of this document is available. Customers should click here to go to the newest version.

Visible to Intel only — GUID: GUID-5AE1F70B-299C-44E1-B78C-5D055A326BEB

Generates Bernoulli distributed random values.

status = virngbernoulli( method, stream, n, r, p )

Name	Type	Description
method	INTEGER, INTENT(IN)	Generation method. The specific value is as follows: VSL_RNG_METHOD_BERNOULLI_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
p	REAL(KIND=8), INTENT(IN)	Success probability `p` of a trial

Name	Type	Description
r	INTEGER(KIND=4), INTENT(OUT)	Vector of `n` Bernoulli distributed random values

The vRngBernoulli function generates Bernoulli distributed random numbers with probability p of a single trial success, where

p∈R; 0 ≤ p ≤ 1.

A variate is called Bernoulli distributed, if after a trial it is equal to 1 with probability of success p, and to 0 with probability 1 - p.

The probability distribution is given by:

P(X = 1) = p

P(X = 0) = 1 - p

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

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_ARS5_NOT_SUPPORTED: ARS-5 random number generator is not supported on the CPU running the application.

Parent topic: Discrete Distributions