vRngGamma
vRngGamma
Generates gamma distributed random values.
Syntax
status
=
vsRngGamma
(
method
,
stream
,
n
,
r
,
alpha
,
a
,
beta
);
status
=
vdRngGamma
(
method
,
stream
,
n
,
r
,
alpha
,
a
,
beta
);
Include Files
- mkl.h
Input Parameters
Name | Type | Description |
|---|---|---|
method | const MKL_INT | Generation method. The specific values are as follows:
Acceptance/rejection method using random numbers with Gaussian distribution. See brief description of the method GNORM in Table "Values of < in method >method parameter" |
stream | VSLStreamStatePtr | Pointer to the stream state structure |
n | const MKL_INT | Number of random values to be generated |
alpha | const float for
vsRngGamma const double for vdRngGamma | Shape α . |
a | const float for vsRngGamma const double for vdRngGamma | Displacement a . |
beta | const float for vsRngGamma const double for vdRngGamma | Scalefactor β . |
Output Parameters
Name | Type | Description |
|---|---|---|
r | float* for vsRngGamma double* for vdRngGamma | Vector of n random numbers with gamma distribution |
Description
The .
vRngGamma
function generates random numbers with gamma distribution that has shape parameter α
, displacement a
, and scale parameter β
, where α
, β
, and a
∈
R
; α
> 0, β
> 0The probability density function is given by:
where
Γ
(α
) is the complete gamma function.The cumulative distribution function is as follows:
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.
Return Values
- VSL_ERROR_OK, VSL_STATUS_OK
- Indicates no error, execution is successful.
- VSL_ERROR_NULL_PTR
- streamis aNULLpointer.
- VSL_RNG_ERROR_BAD_STREAM
- streamis not a valid random stream.
- VSL_RNG_ERROR_BAD_UPDATE
- Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is,< 0or>.nmax
- VSL_RNG_ERROR_NO_NUMBERS
- Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
- VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED
- Period of the generator has been exceeded.
- VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED
- Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
- VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
- ARS-5 random number generator is not supported on the CPU running the application.