Intel® oneAPI Math Kernel Library Developer Reference - Fortran
Generates random numbers with Laplace distribution.
status = vsrnglaplace( method, stream, n, r, a, beta )
status = vdrnglaplace( method, stream, n, r, a, beta )
Name |
Type |
Description |
---|---|---|
method |
INTEGER, INTENT(IN) |
Generation method. The specific values are as follows: VSL_RNG_METHOD_LAPLACE_ICDF
Inverse cumulative distribution function method |
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 vdrnglaplace REAL(KIND=4), INTENT(IN) for vsrnglaplace REAL(KIND=8), INTENT(IN) for vdrnglaplace |
Mean value a |
beta |
DOUBLE PRECISION for vdrnglaplace REAL(KIND=4), INTENT(IN) for vsrnglaplace REAL(KIND=8), INTENT(IN) for vdrnglaplace |
Scalefactor β. |
Name |
Type |
Description |
---|---|---|
r |
DOUBLE PRECISION for vdrnglaplace REAL(KIND=4), INTENT(OUT) for vsrnglaplace REAL(KIND=8), INTENT(OUT) for vdrnglaplace |
Vector of n Laplace distributed random numbers |
The vRngLaplace function generates random numbers with Laplace distribution with mean value (or average) a and scalefactor β, where a, β∈R ; β > 0. The scalefactor value determines the standard deviation as
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 |
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.