Visible to Intel only — GUID: GUID-5AE1F70B-299C-44E1-B78C-5D055A326BEB
Visible to Intel only — GUID: GUID-5AE1F70B-299C-44E1-B78C-5D055A326BEB
vRngBernoulli
Generates Bernoulli distributed random values.
Syntax
status = virngbernoulli( method, stream, n, r, p )
Include Files
- mkl.fi, mkl_vsl.f90
Input Parameters
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 |
Output Parameters
Name |
Type |
Description |
---|---|---|
r |
INTEGER(KIND=4), INTENT(OUT) |
Vector of n Bernoulli distributed random values |
Description
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 |
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_ARS5_NOT_SUPPORTED
-
ARS-5 random number generator is not supported on the CPU running the application.