Intel® oneAPI Math Kernel Library Developer Reference - C

vRngExponential

Generates exponentially distributed random numbers.

Syntax

status = vsRngExponential( method, stream, n, r, a, beta );

status = vdRngExponential( method, stream, n, r, a, beta );

Include Files

Input Parameters

Name

Type

Description

method

const MKL_INT

Generation method. The specific values are as follows:

VSL_RNG_METHOD_EXPONENTIAL_ICDF
VSL_RNG_METHOD_EXPONENTIAL_ICDF_ACCURATE

Inverse cumulative distribution function method

stream

VSLStreamStatePtr

Pointer to the stream state structure

n

const MKL_INT

Number of random values to be generated

a

const float for vsRngExponential

const double for vdRngExponential

Displacement a

beta

const float for vsRngExponential

const double for vdRngExponential

Scalefactor β.

Output Parameters

Name

Type

Description

r

float* for vsRngExponential

double* for vdRngExponential

Vector of n exponentially distributed random numbers

Description

The vRngExponential function generates random numbers with exponential distribution that has displacement a and scalefactor β, where a, βR ; β > 0.

The probability density function is given by:


Equation

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_NONDETERM_NRETRIES_EXCEEDED

Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.

VSL_RNG_ERROR_ARS5_NOT_SUPPORTED

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