vRngHypergeometric
vRngHypergeometric
Generates hypergeometrically distributed random values.
Syntax
status
=
viRngHypergeometric
(
method
,
stream
,
n
,
r
,
l
,
s
,
m
);
Include Files
- mkl.h
Input Parameters
Name | Type | Description |
|---|---|---|
method | const MKL_INT | Generation method. The specific value is as follows:
See brief description of the H2PE method 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 |
l | const int | Lot size l |
s | const int | Size of sampling without replacement s |
m | const int | Number of marked elements m |
Output Parameters
Name | Type | Description |
|---|---|---|
r | int* | Vector of n hypergeometrically distributed random values |
Description
The .
vRngHypergeometric
function generates hypergeometrically distributed random values with lot size l
, size of sampling s
, and number of marked elements in the lot m
, where l
, m
, s
∈
N
∪
{0}; l
≥
max(s
, m
)Consider a lot of
l
elements comprising m
"marked" and l
-m
"unmarked" elements. A trial sampling without replacement of exactly s
elements from this lot helps to define the hypergeometric distribution, which is the probability that the group of s
elements contains exactly k
marked elements.The probability distribution is given by:)
k
∈
{max(0, s
+ m
- l
), ..., min(s
, m
)}The cumulative distribution function is as follows:
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
- 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.