vRngLognormal

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 11/07/2023

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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

Name

Type

Description

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, β∈R ; σ > 0 , β > 0.

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

vRngLognormal

Syntax

Include Files

Input Parameters

Output Parameters

Description

Return Values