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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).

Product and Performance Information

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Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.