Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

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
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.