mkl::rng::device::lognormal

Generates lognormally distributed random numbers.

Syntax

template<typename RealType = float, typename Method = mkl::rng::device::lognormal_method::by_default>

class lognormal { public:

using method_type = Method; using result_type = RealType;

lognormal(): lognormal((RealType)0.0, (RealType)1.0, (RealType) 0.0, (RealType)1.0){} explicit lognormal(RealType m, RealType s, RealType displ = (RealType)0.0, RealType scale = (RealType)1.0);

RealType m() const;

RealType s() const;

RealType displ() const;

RealType scale() const;

};

Include Files

Description

The mkl::rng::device::lognormal class object is used in the mkl::rng::device::generate function to provide random numbers with average of distribution (m, a) and standard deviation (s, σ) of subject normal distribution, displacement (displ, b), and scalefactor (scale, β), where a, σ, b, β ∈ R ; σ > 0 , β > 0.

The probability density function is given by:


Equation

The cumulative distribution function is as follows:


Equation

Template Parameters

typename RealType = float

Type of the produced values. The specific values are as follows:

float

double

typename Method = mkl::rng::device::lognormal_method::by_default

Generation method. The specific values are as follows:

mkl::rng::device::lognormal_method::box_muller2

Input Parameters

Name

Type

Description

m

RealType (float, double)

Average a of the subject normal distribution.

s

RealType (float, double)

Standard deviation σ of the subject normal distribution.

displ

RealType (float, double)

Displacement displ.

scale

RealType (float, double)

Scalefactor scale.