Intel® oneAPI Math Kernel Library Developer Reference - Fortran

vRngBernoulli

Generates Bernoulli distributed random values.

Syntax

status = virngbernoulli( method, stream, n, r, p )

Include Files

Input Parameters

Name

Type

Description

method

INTEGER, INTENT(IN)

Generation method. The specific value is as follows:

VSL_RNG_METHOD_BERNOULLI_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

p

REAL(KIND=8), INTENT(IN)

Success probability p of a trial

Output Parameters

Name

Type

Description

r

INTEGER(KIND=4), INTENT(OUT)

Vector of n Bernoulli distributed random values

Description

The vRngBernoulli function generates Bernoulli distributed random numbers with probability p of a single trial success, where

pR; 0  p  1.

A variate is called Bernoulli distributed, if after a trial it is equal to 1 with probability of success p, and to 0 with probability 1 - p.

The probability distribution is given by:

P(X = 1) = p
P(X = 0) = 1 - p

The cumulative distribution function is as follows:


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.

Return Values

VSL_ERROR_OK, VSL_STATUS_OK

Indicates no error, execution is 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

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

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

VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED

Period of the generator has been exceeded.

VSL_RNG_ERROR_ARS5_NOT_SUPPORTED

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