Visible to Intel only — GUID: GUID-980B3240-6CE4-47DD-B3DE-B6D77C208F71
Visible to Intel only — GUID: GUID-980B3240-6CE4-47DD-B3DE-B6D77C208F71
vRngGamma
Generates gamma distributed random values.
Syntax
status = vsrnggamma( method, stream, n, r, alpha, a, beta )
status = vdrnggamma( method, stream, n, r, alpha, a, 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_GAMMA_GNORM VSL_RNG_METHOD_GAMMA_GNORM_ACCURATE Acceptance/rejection method using random numbers with Gaussian distribution. See brief description of the method GNORM in Table "Values of <method> in method parameter" |
stream |
TYPE (VSL_STREAM_STATE), INTENT(IN) |
Descriptor of the stream state structure |
n |
INTEGER, INTENT(IN) |
Number of random values to be generated |
alpha |
DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(IN) for vsrnggamma REAL(KIND=8), INTENT(IN) for vdrnggamma |
Shape α. |
a |
DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(IN) for vsrnggamma REAL(KIND=8), INTENT(IN) for vdrnggamma |
Displacement a. |
beta |
DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(IN) for vsrnggamma REAL(KIND=8), INTENT(IN) for vdrnggamma |
Scalefactor β. |
Output Parameters
Name |
Type |
Description |
---|---|---|
r |
DOUBLE PRECISION for vdrnggamma REAL(KIND=4), INTENT(OUT) for vsrnggamma REAL(KIND=8), INTENT(OUT) for vdrnggamma |
Vector of n random numbers with gamma distribution |
Description
The vRngGamma function generates random numbers with gamma distribution that has shape parameter α, displacement a, and scale parameter β, where α, β, and a∈R ; α > 0, β > 0.
The probability density function is given by:
where Γ(α) is the complete gamma function.
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_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.