Cauchy (VSL_RNG_METHOD_CAUCHY_ICDF)
Random number generator of the Cauchy distribution with parameters
a
and
β
. You can generate any successive random number
x
of the Cauchy distribution by the inverse transformation method from the formula
where
u
is a successive random number of a uniform distribution over the interval (-p/2, p/2).
See
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.