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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).

Product and Performance Information

1

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