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ChiSquare (VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA)

Random number generator of the chi-square distribution with degrees of freedom
v
. You can generate any successful random number
x
of the chi-square distribution as follows:
  1. If
    v
    = 1 and
    v
    = 3, a chi-square distributed number is generated as a sum of squares of
    v
    independent normal random numbers with parameter mean value
    a
    = 0 and standard deviation
    σ
    = 1.
  2. If
    v
    is even and 2 ≤
    v
    ≤ 16, a chi-square distributed random number is generated according to the formula:
    , where
    ui
    is a vector of successive random numbers uniformly distributed over the interval (0, 1).
  3. If
    v
    ≥ 17 or
    v
    is odd and 5 ≤
    v
    ≤ 15, the ChiSquare distribution is reduced to Gamma distribution with parameters shape
    α
    =
    v
    /2, offset
    a
    = 0, and scalefactor
    β
    = 2. Random numbers of the Gamma distribution are generated using method VSL_RNG_METHOD_GAMMA_GNORM.

Product and Performance Information

1

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