Developer Reference

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

vRngMultinomial

Generates multinomially distributed random numbers.

Syntax

status
=
virngmultinomial
(
method
,
stream
,
n
,
r
,
ntrial
,
k
,
p
);
Include Files
  • mkl.fi
  • mkl_vsl.f90
Input Parameters
method
INTEGER, INTENT(IN)
Generation method. The specific value is as follows:
VSL_RNG_METHOD_MULTINOMIAL_ MULTPOISSON
stream
TYPE (VSL_STREAM_STATE), INTENT(IN)
Pointer to the stream state structure.
n
INTEGER, INTENT(IN)
Number of random values to be generated.
ntrial
INTEGER(KIND=4), INTENT(IN)
Number of independent trials
m
.
k
INTEGER(KIND=4), INTENT(IN)
Number of possible outcomes.
p
REAL(KIND=8), INTENT(IN)
Probability vector of
k
possible outcomes.
Output Parameters
r
INTEGER(KIND=4), INTENT(OUT)
Array of
n
random vectors of dimension
k
.
Description
The
vRngMultinomial
function generates multinomially distributed random numbers with
m
independent trials and
k
possible mutually exclusive outcomes, with corresponding probabilities
p
i
, where
p
i
∈R; 0 ≤p
i
≤ 1, m∈N, k∈N
.
The probability distribution is given by:
Equation
Optimization Notice
Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.
Notice revision #20110804
This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.
For information on random number generators used for statistical computations in MKL Vector Statistics, see MKL Vector Statistics .
Return Values
VSL_ERROR_OK, VSL_STATUS_OK
Indicates no error (execution was successful).
VSL_ERROR_NULL_PTR
stream
is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM
stream
is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE
A callback function for an abstract BRNG returns an invalid number of updated entries in a buffer; that is,
< 0
or
> nmax
.
VSL_RNG_ERROR_NO_NUMBERS
A callback function for an abstract BRNG returns
0
as the number of updated entries in a buffer.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
An ARS-5 random number generator is not supported on the CPU running the application.
VSL_DISTR_MULTINOMIAL_BAD_PROBABILITY_ARRAY
Bad multinomial distribution probability array.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Pl