Visible to Intel only — GUID: GUID-C564D9DC-FDF0-426B-9C9D-1740969BDBEC
Visible to Intel only — GUID: GUID-C564D9DC-FDF0-426B-9C9D-1740969BDBEC
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 |
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 |
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.