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_ICDF.
See Intel® MKL Vector Statistics Random Number Generator Performance Data for test results summary.