mkl::rng::sobol

Sobol quasi-random number generator [Sobol76], [Bratley88], which works in arbitrary dimension.

Syntax

class sobol: internal::engine_base<sobol>{

public:

sobol (cl::sycl::queue& queue, std::uint32_t dimensions);

sobol (cl::sycl::queue& queue, std::vector<std::uint32_t> direction_numbers);

sobol (const sobol& other);

sobol& operator=(const sobol& other);

~sobol();

};

Devices supported: Host, CPU, and GPU.

Include Files

Description

Sobol quasi-random number generator [Sobol76], [Bratley88], which works in an arbitrary dimension.

Input Parameters

Name

Type

Description

queue

cl::sycl::queue

Valid cl::sycl::queue, calls of mkl::rng::generate() routine submit kernels in this queue.

dimensions

std::uint32_t

Number of dimensions.

direction_numbers

std::vector<std::uint32_t>

User-defined direction numbers.

See VS Notes for detailed descriptions.