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Documentation

Philox4x32-10 from Notes for Intel® MKL Vector Statistical Library

This is a keyed family of counter-based BRNGs.

Last updated on 08/28/2015 - 00:57
Documentation

Interpreting Test Results from Notes for Intel® MKL Vector Statistical Library

Test results for general distribution generators are interpreted similarly to basic generators.

Last updated on 08/28/2015 - 00:57
Documentation

Distribution Moments Test from Notes for Intel® MKL Vector Statistical Library

Test Purpose
Last updated on 08/28/2015 - 00:57
Documentation

Performance from Notes for Intel® MKL Vector Statistical Library

The following factors influence the performance of an RNG of a given distribution:

Last updated on 08/28/2015 - 00:57
Documentation

Uniform (VSL_RNG_METHOD_UNIFORM_STD/ VSL_RNG_METHOD_UNIFORM_STD_ACCURATE) from Notes for Intel® MKL Vector Statistical Library

Random number generator of uniform distribution over the real interval [

Last updated on 08/28/2015 - 00:57
Documentation

Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2) from Notes for Intel® MKL Vector Statistical Library

Random number generator of normal (Gaussian) distribution with parameters a and

Last updated on 08/28/2015 - 00:57
Documentation

GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER) from Notes for Intel® MKL Vector Statistical Library

Random number generator of d-variate (correlated) normal distribution with parameters a and

Last updated on 08/28/2015 - 00:57
Documentation

GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_ICDF) from Notes for Intel® MKL Vector Statistical Library

Random number generator of d-variate (correlated) normal distribution with parameters a and

Last updated on 08/28/2015 - 00:57
Documentation

Laplace (VSL_RNG_METHOD_LAPLACE_ICDF) from Notes for Intel® MKL Vector Statistical Library

Random number generator of the Laplace distribution with parameters a and

Last updated on 08/28/2015 - 00:57
Documentation

Cauchy (VSL_RNG_METHOD_CAUCHY_ICDF) from Notes for Intel® MKL Vector Statistical Library

Random number generator of the Cauchy distribution with parameters a and

Last updated on 08/28/2015 - 00:57
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