Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

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 ,