Bernoulli (VSL_RNG_METHOD_BERNOULLI_ICDF)

Bernoulli distribution with parameter p. You may generate any successive random number k of the Bernoulli distribution by the formula:

,

where u is a successive random number of a uniform distribution over the interval [0, 1).

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