Gamma (VSL_RNG_METHOD_GAMMA_GNORM/ VSL_RNG_METHOD_GAMMA_GNORM_ACCURATE)
Random number generator of the gamma distribution with parameters shape
α
, offset a
, and scale factor β
. You can generate any successive random number γ
α
of the standard gamma distribution (a =
0, β
= 1) as follows:- Ifα> 1, a gamma distributed random number can be generated as a cube of properly scaled normal random number [Mars2000]. The algorithm is based on the acceptance/rejection method using squeeze technique.
- Ifα< 1, a gamma distributed random number is generated using two acceptance/rejection based algorithms:
When
α
= 1 gamma distribution is reduced to exponential distribution with parameters a
, β
. The random numbers of the exponential distribution are generated using method VSL_RNG_METHOD_EXPONENTIAL_ICDF. The gamma distributed random number γ
with parameters α
, a
, and β
is transformed from γ
α
using scale and shift γ = a + βγ
. α
See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.