vRngUniform Continuous Distribution Generators

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 10/31/2024

Version

Public

Visible to Intel only — GUID: GUID-D7AD317E-34EC-4789-8027-01D0E194FAC1

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vRngUniform Continuous Distribution Generators

Generates random numbers with uniform distribution.

Syntax

status = vsrnguniform( method, stream, n, r, a, b )

status = vdrnguniform( method, stream, n, r, a, b )

Include Files

mkl.fi, mkl_vsl.f90

Description

The vRngUniform function generates random numbers uniformly distributed over the interval [a, b), where a, b are the left and right bounds of the interval, respectively, and a, b∈R ; a < b.

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

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

Input Parameters

Name	Type	Description
method	`INTEGER, INTENT(IN)`	Generation method; the specific values are as follows: VSL_RNG_METHOD_UNIFORM_STD VSL_RNG_METHOD_UNIFORM_STD_ACCURATE Standard 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 `vdrnguniform` `REAL (KIND=4), INTENT(IN)` for `vsrnguniform` `REAL (KIND=8), INTENT(IN)` for `vdrnguniform`	Left bound `a`.
b	`DOUBLE PRECISION` for `vdrnguniform` `REAL (KIND=4), INTENT(IN)` for `vsrnguniform` `REAL (KIND=8), INTENT(IN)` for `vdrnguniform`	Right bound `b`.

Output Parameters

Name	Type	Description
r	`DOUBLE PRECISION` for `vdrnguniform` `REAL (KIND=4), INTENT(OUT)` for `vsrnguniform` `REAL (KIND=8), INTENT(OUT)` for `vdrnguniform`	Vector of `n` random numbers uniformly distributed over the interval `[a,b)`

Name

Type

Description

DOUBLE PRECISION for vdrnguniform

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

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

Vector of n random numbers uniformly distributed over the interval [a,b)

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.

Parent topic: Continuous Distributions

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

vRngUniform Continuous Distribution Generators

Syntax

Include Files

Description

Input Parameters

Output Parameters

Return Values