vRngMultinomial
vRngMultinomial
Generates multinomially distributed random numbers.
Syntax
status
=
viRngMultinomial
(
method
,
stream
,
n
,
r
,
ntrial
,
k
,
p
);
Include Files
- mkl.h
Input Parameters
- method
- const MKL_INTGeneration method. The specific value is as follows:VSL_RNG_METHOD_MULTINOMIAL_ MULTPOISSON
- stream
- VSLStreamStatePtrPointer to the stream state structure.
- n
- const MKL_INTNumber of random values to be generated.
- ntrial
- const intNumber of independent trialsm.
- k
- const intNumber of possible outcomes.
- p
- const double*Probability vector ofkpossible outcomes.
Output Parameters
- r
- int*Array ofnrandom vectors of dimensionk.
Description
The
vRngMultinomial
function generates multinomially distributed random numbers with m
independent trials and k
possible mutually exclusive outcomes, with corresponding probabilities p
, where i
p
.i
∈R; 0 ≤pi
≤ 1, m∈N, k∈NThe probability distribution is given by:

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.
For information on random number generators used for statistical computations in MKL Vector Statistics, see MKL Vector Statistics.
Return Values
- VSL_ERROR_OK, VSL_STATUS_OK
- Indicates no error (execution was successful).
- VSL_ERROR_NULL_PTR
- streamis a NULL pointer.
- VSL_RNG_ERROR_BAD_STREAM
- streamis not a valid random stream.
- VSL_RNG_ERROR_BAD_UPDATE
- A 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
- A callback function for an abstract BRNG returns0as the number of updated entries in a buffer.
- VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
- An ARS-5 random number generator is not supported on the CPU running the application.
- VSL_DISTR_MULTINOMIAL_BAD_PROBABILITY_ARRAY
- Bad multinomial distribution probability array.