Generates Gumbel distributed random values.
template<typename RealType = float, typename Method = mkl::rng::gumbel_method::by_default>
class gumbel {
public:
using method_type = Method;
using result_type = RealType;
gumbel(): gumbel((RealType)0.0, (RealType)1.0){}
explicit gumbel(RealType a, RealType b);
explicit gumbel(const gumbel<RealType, Method>& other);
RealType a() const;
RealType b() const;
gumbel<RealType, Method>& operator=(const gumbel<RealType, Method>& other);
};
Devices supported: Host, CPU, and GPU
The mkl::rng::gumbel class object is used in the mkl::rng::generate function to provide Gumbel distributed random numbers with displacement (a) and scalefactor (b, β), where a, β∈R ; β > 0.
The probability density function is given by:
The cumulative distribution function is as follows:
Optimization Notice |
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Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice. Notice revision #20110804 |
typename RealType = float |
Type of the produced values. The specific values are as follows: float double |
typename Method = mkl::rng::gumbel_method::by_default |
Generation method. The specific values are as follows: mkl::rng::gumbel_method::icdf See brief descriptions of the methods in Distributions Template Parameter Method Values |
Name |
Type |
Description |
---|---|---|
a |
RealType (float, double) |
Displacement a. |
b |
RealType (float, double) |
Scalefactor b. |