Conventions

This document makes no specific differentiation between random, pseudorandom, and quasi-random numbers, nor between random, pseudorandom, and quasi-random number generators unless the context requires otherwise. For details, refer to the ‘Random Numbers’ section in VSL Notes document provided at the Intel® MKL web page.

All generators of nonuniform distributions, both discrete and continuous, are built on the basis of the uniform distribution generators, called Basic Random Number Generators (BRNGs). The pseudorandom numbers with nonuniform distribution are obtained through an appropriate transformation of the uniformly distributed pseudorandom numbers. Such transformations are referred to as generation methods. For a given distribution, several generation methods can be used. See VSL Notes for the description of methods available for each generator.

An RNG task determines environment in which random number generation is performed, in particular parameters of the BRNG and its internal state. Output of VSL generators is a stream of random numbers that are used in Monte Carlo simulations. A random stream descriptor and a random stream are used as synonyms of an RNG task in the document unless the context requires otherwise.

The random stream descriptor specifies which BRNG should be used in a given transformation method. See the Random Streams and RNGs in Parallel Computation section of VSL Notes.

The term computational node means a logical or physical unit that can process data in parallel.

Para obtener más información sobre las optimizaciones del compilador, consulte el aviso sobre la optimización.