Developer Reference

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Gumbel (VSL_RNG_METHOD_GUMBEL_ICDF)

Random number generator of the Gumbel distribution with parameters
a
and
β
. You can generate any successive random number
x
of the Gumbel distribution by the inverse transformation method from the formula
where
y
is a successive random number of an exponential distribution with the parameters
a =
0 and
β =
0.
The random numbers of the exponential distribution are generated using method VSL_RNG_METHOD_EXPONENTIAL_ICDF.

Product and Performance Information

1

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