Rayleigh (VSL_RNG_METHOD_RAYLEIGH_ICDF/ VSL_RNG_METHOD_RAYLEIGH_ICDF_ACCURATE)
Random number generator of the Rayleigh distribution with the parameters
a
and β
. You can generate any successive random number x
of the Rayleigh 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.