Developer Reference

Contents

Random Number Generators Functionality

Engines
Functionality
CPU
OpenMP Offload Intel GPU
MRG32K3A
Yes
Yes
MT2203
Yes
Yes
MT19937
Yes
Yes
PHILOX4X32X10
Yes
Yes
SOBOL
Yes
Yes
ARS5
Yes
No
MCG59
Yes
Yes
NIEDERR
Yes
No
MCG31
Yes
Yes
WH
Yes
No
SFMT19937
Yes
No
R250
Yes
No
NONDETERM
Yes
No
DABSTRACT
Yes
No
SABSTRACT
Yes
No
IABSTRACT
Yes
No
Distributions
Functionality
CPU
OpenMP Offload Intel GPU
Uniform (single/double/integer)
Yes
Yes
UniformBits32
UniformBits64
Yes
Yes
Lognormal (single/double)
Yes
Yes
Gaussian (single/double)
Yes
Yes
Poisson
Yes
Yes
UniformBits
Yes
Yes
Bernoulli
Yes
Yes
Beta (single/double)
Yes
No
Binomial
Yes
No
ChiSquare (single/double)
Yes
No
Exponential (single/double)
Yes
Yes
Gamma (single/double)
Yes
No
Geometric
Yes
Yes
Gumbel (single/double)
Yes
Yes
Hyper Geometric
Yes
No
Laplace (single/double)
Yes
Yes
Multinomial
Yes
No
Negative Binomial
Yes
No
PoissonV
Yes
No
Rayleigh (single/double)
Yes
Yes
Weibull (single/double)
Yes
Yes
Cauchy (single/double)
Yes
Yes
GaussianMV (single/double)
Yes
Yes

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.