Intel® oneAPI Math Kernel Library Developer Reference - Fortran

vRngLaplace

Generates random numbers with Laplace distribution.

Syntax

status = vsrnglaplace( method, stream, n, r, a, beta )

status = vdrnglaplace( method, stream, n, r, a, beta )

Include Files

Input Parameters

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.

Output Parameters

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

Description

The vRngLaplace function generates random numbers with Laplace distribution with mean value (or average) a and scalefactor β, where a, βR ; β > 0. The scalefactor value determines the standard deviation as

Equation

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.