Notes for Intel® oneAPI Math Kernel Library Vector Statistics

ID 772987
Date 12/04/2020
Public

A newer version of this document is available. Customers should click here to go to the newest version.

Visible to Intel only — GUID: GUID-EE4EA056-F87E-43AD-A07A-4F4A4949C304

Document Table of Contents

Weibull (VSL_RNG_METHOD_WEIBULL_ICDF/ VSL_RNG_METHOD_WEIBULL_ICDF_ACCURATE)

Random number generator of the Weibull distribution with the parameters α, a and β. You can generate any successive random number x of the Weibull distribution by the inverse transformation method from the formula

where u is a successive random number of a uniform distribution over the interval (0, 1).

See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.