Random Number Generators
Intel® oneAPI Math Kernel Library
VS provides interfaces both for Fortran and C
languages.
For users of the C and C++ languages
the
All header files are found in the following directory:
mkl_vsl.h
header
file is provided.
${MKL}/include
All VS routines can be classified into three major
categories:
- Transformation routines for different types of statistical distributions, for example, uniform, normal (Gaussian), binomial, etc. These routines indirectly call basic random number generators, which are pseudorandom, quasi-random, or non-deterministic random number generators. Detailed description of the generators can be found in Distribution Generators.
- Service routines to handle random number streams: create, initialize, delete, copy, save to a binary file, load from a binary file, get the index of a basic generator. The description of these routines can be found in Service Routines.
- Registration routines for basic pseudorandom generators and routines that obtain properties of the registered generators (see Advanced Service Routines).
The last two categories are referred to as service
routines.
Optimization Notice
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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
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This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.