Developer Reference

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

vRngRayleigh

Generates Rayleigh distributed random values.

Syntax

status
=
vsrngrayleigh
(
method
,
stream
,
n
,
r
,
a
,
beta
)
status
=
vdrngrayleigh
(
method
,
stream
,
n
,
r
,
a
,
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_RAYLEIGH_ICDF
VSL_RNG_METHOD_RAYLEIGH_ICDF_ACCURATE
Inverse cumulative distribution function 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
vdrngrayleigh
REAL
(KIND=4)
,
INTENT(IN)
for
vsrngrayleigh
REAL
(KIND=8)
,
INTENT(IN)
for
vdrngrayleigh
Displacement
a
beta
DOUBLE PRECISION
for
vdrngrayleigh
REAL
(KIND=4)
,
INTENT(IN)
for
vsrngrayleigh
REAL
(KIND=8)
,
INTENT(IN)
for
vdrngrayleigh
Scalefactor
β
.
Output Parameters
Name
Type
Description
r
DOUBLE PRECISION
for
vdrngrayleigh
REAL
(KIND=4)
,
INTENT(OUT)
for
vsrngrayleigh
REAL
(KIND=8)
,
INTENT(OUT)
for
vdrngrayleigh
Vector of
n
Rayleigh distributed random numbers
Description
The
vRngRayleigh
function generates Rayleigh distributed random numbers with displacement
a
and scalefactor
β
, where
a
,
β
R
;
β
> 0.
The Rayleigh distribution is a special case of the
Weibull
distribution, where the shape parameter
α
= 2
.
The probability density function is given by:
Equation
The cumulative distribution function is as follows:
Equation
Optimization Notice
Intel's compilers may or may not optimize to the same degree for non-Inte