Search Notes for Intel® MKL Vector Statistics Legal Information IntroductionAbout This Library About This Document Conventions Randomness and Scientific Experiment Random Numbers Figures of Merit for Random Number GeneratorsUniform Probability Distribution and Basic Pseudo- and Quasi-Random Number Generators Figures of Merit for General (Non-Uniform) Distribution Generators VS StructureWhy Vector Type Generators? Basic Generators Random Streams and RNGs in Parallel ComputationInitializing 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 DistributionInverse 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 GeneratorsBRNG Implementations and Categories Interpreting Test ResultsOne-Level (Threshold) Testing Two-Level Testing BRNG Tests Description3D 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 ResultsMCG31m1 R250 MRG32k3a MCG59 WH MT19937 SFMT19937 MT2203 SOBOL NIEDERREITER Philox4x32-10 ARS5 Testing of Distribution Random Number GeneratorsInterpreting Test Results Description of Distribution Generator TestsConfidence Test Distribution Moments Test Chi-Squared Goodness-of-Fit Test Performance Continuous Distribution Random Number Generators Discrete Distribution Random Number GeneratorsUniform (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: 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) For more complete information about compiler optimizations, see our Optimization Notice. Prev Continuous Distribution Random Number Generators Next Uniform (VSL_RNG_METHOD_UNIFORM_STD)