Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

vRngLaplace

Generates random numbers with Laplace distribution.

Syntax

status
=
vsRngLaplace
(
method
,
stream
,
n
,
r
,
a
,
beta
);
status
=
vdRngLaplace
(
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_LAPLACE_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
vsRngLaplace
const double
 for
vdRngLaplace
Mean value
a
beta
const float
 for
vsRngLaplace
const double
 for
vdRngLaplace
Scalefactor
β
.
Output Parameters
Name
Type
Description
r
float*
 for
vsRngLaplace
double*
 for
vdRngLaplace
Vector of
n
 Laplace distributed random numbers
Description
The
vRngLaplace
 function generates random numbers with Laplace distribution with mean value (or average)
a
 and scalefactor
β
, where
a
,
β
∈
R
 ;
β
 > 0
. The scalefactor value determines the standard deviation as
Equation
The probability density function is given by:
Equation
The cumulative distribution function is as follows:
Equation
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
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

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