Intel® oneAPI Math Kernel Library Developer Reference - Fortran
Generates normally distributed random numbers.
status = vsrnggaussian( method, stream, n, r, a, sigma )
status = vdrnggaussian( method, stream, n, r, a, sigma )
The vRngGaussian function generates random numbers with normal (Gaussian) distribution with mean value a and standard deviation σ, where
a, σ ∈ R ; σ > 0.
The probability density function is given by:
The cumulative distribution function is as follows:
The cumulative distribution function Fa,σ(x) can be expressed in terms of standard normal distribution Φ(x) as
F a,σ (x) = Φ((x - a)/σ)
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 |
Name |
Type |
Description |
---|---|---|
method |
INTEGER, INTENT(IN) |
Generation method. The specific values are as follows: VSL_RNG_METHOD_GAUSSIAN_BOXMULLER VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2 VSL_RNG_METHOD_GAUSSIAN_ICDFSee brief description of the methods BOXMULLER, BOXMULLER2, and ICDF in Table "Values of <method> in method parameter" |
stream |
TYPE (VSL_STREAM_STATE), INTENT(IN) |
Descriptor of the stream state structure |
n |
INTEGER, INTENT(IN) |
Number of random values to be generated. |
a |
DOUBLE PRECISION for vdrnggaussian REAL (KIND=4), INTENT(IN) for vsrnggaussian REAL (KIND=8), INTENT(IN) for vdrnggaussian |
Mean value a. |
sigma |
DOUBLE PRECISION for vdrnggaussian REAL (KIND=4), INTENT(IN) for vsrnggaussian REAL (KIND=8), INTENT(IN) for vdrnggaussian |
Standard deviation σ. |
Name |
Type |
Description |
---|---|---|
r |
DOUBLE PRECISION for vdrnggaussian REAL (KIND=4), INTENT(OUT) for vsrnggaussian REAL (KIND=8), INTENT(OUT) for vdrnggaussian |
Vector of n normally distributed random numbers. |
Indicates no error, execution is successful.
stream is a NULL pointer.
stream is not a valid random stream.
Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
Period of the generator has been exceeded.
Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
ARS-5 random number generator is not supported on the CPU running the application.