Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

Contents

vRngGaussian

Generates normally distributed random numbers.

Syntax

status
=
vsRngGaussian
(
method
,
stream
,
n
,
r
,
a
,
sigma
);
status
=
vdRngGaussian
(
method
,
stream
,
n
,
r
,
a
,
sigma
);
Include Files
  • mkl.h
Description
The
vRngGaussian
 function generates random numbers with normal (Gaussian) distribution with mean value
a
 and standard deviation
σ
, where

					a, σ
					∈
					R ; σ > 0.
The probability density function is given by:
Equation
The cumulative distribution function is as follows:
Equation
The cumulative distribution function
F
a
,
σ
(
x
)
 can be expressed in terms of standard normal distribution
Φ
(
x
)
 as

				F
				

					a,σ
				
(x) = Φ((x - a)/σ)
Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.
Notice revision #20201201
Input Parameters
Name
Type
Description
method
const MKL_INT
Generation method. The specific values are as follows: 

								VSL_RNG_METHOD_GAUSSIAN_BOXMULLER
							

								VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2
							

								VSL_RNG_METHOD_GAUSSIAN_ICDF
See brief description of the methods
BOXMULLER
,
BOXMULLER2
, and
ICDF
 in Table
"Values of
<
method
>
 in
method
 parameter"
stream
VSLStreamStatePtr
Pointer to the stream state structure
n
const MKL_INT
Number of random values to be generated.
a
const float
 for
vsRngGaussian
const double
 for
vdRngGaussian
Mean value
a
.
sigma
const float
 for
vsRngGaussian
const double
 for
vdRngGaussian
Standard deviation
σ
.
Output Parameters
Name
Type
Description
r
float*
 for
vsRngGaussian
double*
 for
vdRngGaussian
Vector of
n
 normally distributed random numbers.
Return Values
VSL_ERROR_OK, VSL_STATUS_OK
Indicates no error, execution is 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
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
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.

Product and Performance Information

1

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