Notes for Intel® oneAPI Math Kernel Library Vector Statistics
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Visible to Intel only — GUID: GUID-EE4EA056-F87E-43AD-A07A-4F4A4949C304
Visible to Intel only — GUID: GUID-EE4EA056-F87E-43AD-A07A-4F4A4949C304
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.