Developer Reference

Contents

vRngGumbel

Generates Gumbel distributed random values.

Syntax

status
=
vsRngGumbel
(
method
,
stream
,
n
,
r
,
a
,
beta
);
status
=
vdRngGumbel
(
method
,
stream
,
n
,
r
,
a
,
beta
);
Include Files
  • mkl.h
Input Parameters
Name
Type
Description
method
const MKL_INT
Generation method. The specific values are as follows:
VSL_RNG_METHOD_GUMBEL_ICDF
Inverse cumulative distribution function method
stream
VSLStreamStatePtr
Pointer to the stream state structure
n
const MKL_INT
Number of random values to be generated
a
const float
for
vsRngGumbel
const double
for
vdRngGumbel
Displacement
a
.
beta
const float
for
vsRngGumbel
const double
for
vdRngGumbel
Scalefactor
β
.
Output Parameters
Name
Type
Description
r
float*
for
vsRngGumbel
double*
for
vdRngGumbel
Vector of
n
random numbers with Gumbel distribution
Description
The
vRngGumbel
function generates Gumbel distributed random numbers with displacement
a
and scalefactor
β
, where
a
,
β
R
;
β
> 0.
The probability density function is given by:
Equation
The cumulative distribution function is as follows:
Equation
Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.
Notice revision #20201201
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.