Lognormal (VSL_RNG_METHOD_LOGNORMAL_ BOXMULLER2/VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2_ACCURATE)
Random number generator of the lognormal distribution with parameters
a, σ, b
and β
. You can generate any successive random number x
of the lognormal distribution by the inverse transformation method from the formula
where
y
is a successive random number of a normal (Gaussian) distribution with parameters a
and σ
.The random numbers of the normal distribution are generated using method VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2.
See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.