Lognormal (VSL_RNG_METHOD_LOGNORMAL_ BOXMULLER2/

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 http://software.intel.com/sites/products/documentation/doclib/mkl/vs/vs_performance_data.htm for test results summary.