Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER)
Random number generator of normal (Gaussian) distribution with parameters
a
and s
. You can obtain any successive random number x
of the standard normal distribution according to the formula
,where
u
1
, u
2
are a pair of successive random numbers uniformly distributed over the interval (0, 1). For details, see [Box58].The normal distribution with the parameters
a
and s
is transformed to the random number y
by scaling and the shift y = sx+a
.See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.