oneapi::mkl::rng::rayleigh
¶
Generates Rayleigh distributed random values.
Syntax
template<typename RealType = float, typename Method = rayleigh_method::by_default> class rayleigh { public: using method_type = Method; using result_type = RealType; rayleigh(): rayleigh((RealType)0.0, (RealType)1.0){} explicit rayleigh(RealType a, RealType b); explicit rayleigh(const param_type& pt); RealType a() const; RealType b() const; param_type param() const; void param(const param_type& pt); };
Devices supported: Host, CPU, and GPU.
Include Files
oneapi/mkl/rng.hpp
Description
The oneapi::mkl::rng::rayleigh class object is used by the
oneapi::mkl::rng::generate
function to provide Rayleigh distributed random numbers with displacement (a
) and scalefactor (b
, β), wherea, β∈R ; β > 0.
The Rayleigh distribution is a special case of the Weibull distribution, where the shape parameter
α = 2
.The probability density function is given by:
f_{a, \beta}(x) = \begin{cases} \frac{2(x-a)}{\beta^2} \exp (-\frac{(x-a)^2}{\beta^2}), & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty
The cumulative distribution function is as follows:
F_{\alpha, \beta} (x) = \begin{cases} 1 - \exp\left(-\frac{(x-\alpha)^2}{\beta^2}\right), & x \geq \alpha) \\ 0, & x < \alpha \end{cases}, - \infty < x < + \infty
Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201
This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.
Template Parameters
typename RealType = float
Type of the produced values. The specific values are as follows:
float
double
typename Method = oneapi::mkl::rng::rayleigh_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::rayleigh_method::icdf
oneapi::mkl::rng::rayleigh_method::icdf_accurate
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
a
RealType (float, double)
Displacement
a
.b
RealType (float, double)
Scalefactor
b
.