Distribution Initialization and Finalization
The Short Vector Random Number Generator (SVRNG) library supports the following distributions:
- uniform(single and double floating point and 32-bit integer)
- normal(single and double floating point)
SVRNG distributions must be initialized before random numbers can be generated. The initialization and finalization routines in this section allocate memory, pre-compute loop-invariant values and broadcast scalar constants for fast vector generation. Update functions are also provided to re-compute these numbers without memory re-allocation. More detail on the "figures of merit" for these distributions can be found in the "Figures of Merit for Random Number Generators" and "Testing of Distribution Random Number Generators" sections of the
Notes for Intel® MKL Vector Statisticsdocument referenced in the Introduction.