Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 6/24/2024
Public

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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 aR ; α > 0, β > 0.

The probability density function is given by:


Equation

where Γ(α) is the complete gamma function.

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.