Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 6/24/2024
Public

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vRngGumbel

Generates Gumbel distributed random values.

Syntax

status = vsrnggumbel( method, stream, n, r, a, beta )

status = vdrnggumbel( method, stream, n, r, 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_GUMBEL_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

a

DOUBLE PRECISION for vdrnggumbel

REAL(KIND=4), INTENT(IN) for vsrnggumbel

REAL(KIND=8), INTENT(IN) for vdrnggumbel

Displacementa.

beta

DOUBLE PRECISION for vdrnggumbel

REAL(KIND=4), INTENT(IN) for vsrnggumbel

REAL(KIND=8), INTENT(IN) for vdrnggumbel

Scalefactor β.

Output Parameters

Name

Type

Description

r

DOUBLE PRECISION for vdrnggumbel

REAL(KIND=4), INTENT(OUT) for vsrnggumbel

REAL(KIND=8), INTENT(OUT) for vdrnggumbel

Vector of n random numbers with Gumbel distribution

Description

The vRngGumbel function generates Gumbel distributed random numbers with displacement a and scalefactor β, where a, βR ; β > 0.

The probability density function is given by:


Equation

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.