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Notes for Intel® MKL Vector Statistics

  • Legal Information
  • Introduction
    • About This Library
    • About This Document
    • Conventions
  • Randomness and Scientific Experiment
  • Random Numbers
  • Figures of Merit for Random Number Generators
    • Uniform Probability Distribution and Basic Pseudo- and Quasi-Random Number Generators
    • Figures of Merit for General (Non-Uniform) Distribution Generators
  • VS Structure
    • Why Vector Type Generators?
    • Basic Generators
    • Random Streams and RNGs in Parallel Computation
      • Initializing Basic Generator
      • Creating and Initializing Random Streams
      • Creating Random Stream Copy and Copying Stream State
      • Saving and Restoring Random Streams
      • Independent Streams. Leapfrogging and Block-Splitting
      • Abstract Basic Random Number Generators. Abstract Streams
    • Generating Methods for Random Numbers of Non-Uniform Distribution
      • Inverse Transformation
      • Acceptance/Rejection
      • Mixture of Distributions
      • Special Properties
    • Accurate and Fast Modes of Random Number Generation
    • Example of VS Use
  • Testing of Basic Random Number Generators
    • BRNG Implementations and Categories
    • Interpreting Test Results
      • One-Level (Threshold) Testing
      • Two-Level Testing
    • BRNG Tests Description
      • 3D Spheres Test
      • Birthday Spacing Test
      • Bitstream Test
      • Rank of 31x31 Binary Matrices Test
      • Rank of 32x32 Binary Matrices Test
      • Rank of 6x8 Binary Matrices Test
      • Count-the-1's Test (Stream of Bits)
      • Count-the-1's Test (Stream of Specific Bytes)
      • Craps Test
      • Parking Lot Test
      • 2D Self-Avoiding Random Walk Test
      • Template Test
    • Basic Random Generator Properties and Testing Results
      • MCG31m1
      • R250
      • MRG32k3a
      • MCG59
      • WH
      • MT19937
      • SFMT19937
      • MT2203
      • SOBOL
      • NIEDERREITER
      • Philox4x32-10
      • ARS5
  • Testing of Distribution Random Number Generators
    • Interpreting Test Results
    • Description of Distribution Generator Tests
      • Confidence Test
      • Distribution Moments Test
      • Chi-Squared Goodness-of-Fit Test
      • Performance
    • Continuous Distribution Random Number Generators
    • Discrete Distribution Random Number Generators
      • Uniform (VSL_RNG_METHOD_UNIFORM_STD)
      • UniformBits (VSL_RNG_METHOD_UNIFORMBITS_STD)
      • UniformBits32 (VSL_RNG_METHOD_UNIFORMBITS32_STD)
      • UniformBits64 (VSL_RNG_METHOD_UNIFORMBITS64_STD)
      • Bernoulli (VSL_RNG_METHOD_BERNOULLI_ICDF)
      • Geometric (VSL_RNG_METHOD_GEOMETRIC_ICDF)
      • Binomial (VSL_RNG_METHOD_BINOMIAL_BTPE)
      • Hypergeometric (VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE)
      • Poisson (VSL_RNG_METHOD_POISSON_PTPE)
      • Poisson (VSL_RNG_METHOD_POISSON_POISNORM)
      • PoissonV (VSL_RNG_METHOD_POISSONV_POISNORM)
      • NegBinomial (VSL_RNG_METHOD_NEGBINOMIAL_NBAR)
  • Bibliography

Discrete Distribution Random Number Generators

This section describes VS Discrete Distribution Random Number Generators:

  1. Uniform (VSL_RNG_METHOD_UNIFORM_STD)

  2. UniformBits (VSL_RNG_METHOD_UNIFORMBITS_STD)

  3. UniformBits32 (VSL_RNG_METHOD_UNIFORMBITS32_STD)

  4. UniformBits64 (VSL_RNG_METHOD_UNIFORMBITS64_STD)

  5. Bernoulli (VSL_RNG_METHOD_BERNOULLI_ICDF)

  6. Geometric (VSL_RNG_METHOD_GEOMETRIC_ICDF)

  7. Binomial (VSL_RNG_METHOD_BINOMIAL_BTPE)

  8. Hypergeometric (VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE)

  9. Poisson (VSL_RNG_METHOD_POISSON_PTPE)

  10. Poisson (VSL_RNG_METHOD_POISSON_POISNORM)

  11. PoissonV (VSL_RNG_METHOD_POISSONV_POISNORM)

  12. NegBinomial (VSL_RNG_METHOD_NEGBINOMIAL_NBAR)

For more complete information about compiler optimizations, see our Optimization Notice.
Prev Continuous Distribution Random Number Generators
Next Uniform (VSL_RNG_METHOD_UNIFORM_STD)
 
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