vRngGaussian
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
, wherea, σ ∈ R ; σ > 0.
The probability density function is given by:
The cumulative distribution function is as follows:
The cumulative distribution function ( can be expressed in terms of standard normal distribution as
F
a
,σ
x
)Φ
(x
)Fa,σ(x) = Φ((x - a)/σ)
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.
Input Parameters
Name | Type | Description |
|---|---|---|
method | const MKL_INT
| Generation method. The specific values are as follows:
See brief description of the methods BOXMULLER , BOXMULLER2 , and ICDF 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. |
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
- 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.