Exponential (VSL_RNG_METHOD_EXPONENTIAL_ICDF/VSL_RNG_METHOD_EXPONENTIAL_ICDF_ACCURATE)
Random number generator of the exponential distribution with parameters
a
and β
. You can generate any successive random number x
of the exponential distribution by the inverse transformation method from the formula:
where
u
is a successive random number of a uniform distribution over the interval (0, 1).See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.