oneapi::mkl::rng::cauchy
¶
Generates Cauchy distributed random values.
Syntax
template<typename RealType = float, typename Method = cauchy_method::by_default>
class cauchy {
public:
using method_type = Method;
using result_type = RealType;
cauchy(): cauchy((RealType)0.0, (RealType)1.0){}
explicit cauchy(RealType a, RealType b);
explicit cauchy(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::cauchy
class object is used in the oneapi::mkl::rng::generate function to provide Cauchy distributed random numbers with displacement (a
) and scalefactor (b
, β), wherea, β∈R ; β > 0
.The probability density function is given by:
F_{a, \beta}(x) = \frac{1} {\pi \beta \left( 1 + {\left( \frac{x-a}{\beta} \right)}^2 \right)}, - \infty < x < + \infty
The cumulative distribution function is as follows:
F_{a, \beta}(x) = \frac{1}{2} + \frac{1}{\pi} \arctan (\frac{x-a}{\beta}), - \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
Template Parameters
typename RealType = float
Type of the produced values. The specific values are as follows:
float
double
typename Method = oneapi::mkl::rng::cauchy_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::cauchy_method::icdf
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
.