Intel® oneAPI Math Kernel Library Developer Reference - C

vRngMultinomial

Generates multinomially distributed random numbers.

Syntax

status = viRngMultinomial( method, stream, n, r, ntrial, k, p );

Include Files

Input Parameters

method

const MKL_INT

Generation method. The specific value is as follows:

VSL_RNG_METHOD_MULTINOMIAL_ MULTPOISSON
stream

VSLStreamStatePtr

Pointer to the stream state structure.

n

const MKL_INT

Number of random values to be generated.

ntrial

const int

Number of independent trials m.

k

const int

Number of possible outcomes.

p

const double*

Probability vector of k possible outcomes.

Output Parameters

r

int*

Array of n random vectors of dimension k.

Description

The vRngMultinomial function generates multinomially distributed random numbers with m independent trials and k possible mutually exclusive outcomes, with corresponding probabilities pi, where pi∈R; 0 ≤pi≤ 1, m∈N, k∈N.

The probability distribution is given by:


Equation

Optimization Notice

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

This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.

Note

For information on random number generators used for statistical computations in MKL Vector Statistics, see MKL Vector Statistics.

Return Values

VSL_ERROR_OK, VSL_STATUS_OK

Indicates no error (execution was successful).

VSL_ERROR_NULL_PTR

stream is a NULL pointer.

VSL_RNG_ERROR_BAD_STREAM

stream is not a valid random stream.

VSL_RNG_ERROR_BAD_UPDATE

A callback function for an abstract BRNG returns an invalid number of updated entries in a buffer; that is, < 0 or > nmax.

VSL_RNG_ERROR_NO_NUMBERS

A callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.

VSL_RNG_ERROR_ARS5_NOT_SUPPORTED

An ARS-5 random number generator is not supported on the CPU running the application.

VSL_DISTR_MULTINOMIAL_BAD_PROBABILITY_ARRAY

Bad multinomial distribution probability array.