vRngLaplace
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:
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 . The scalefactor value determines the standard deviation as
vRngLaplace
function generates random numbers with Laplace distribution with mean value (or average) a
and scalefactor β
, where a
, β
∈
R
; β
> 0
The probability density function is given by:
The cumulative distribution function is as follows:
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
- 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.