oneapi::mkl::rng::gumbel
¶
Generates Gumbel distributed random values.
Syntax
template<typename RealType = float, typename Method = gumbel_method::by_default> class gumbel { public: using method_type = Method; using result_type = RealType; gumbel(): gumbel((RealType)0.0, (RealType)1.0){} explicit gumbel(RealType a, RealType b); explicit gumbel(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::gumbel
class object is used in theoneapi::mkl::rng::generate
function to provide Gumbel distributed random numbers with displacement (a) and scalefactor (b
, β), where a, β∈R
; β > 0.The probability density function is given by:
f_{a, \beta} (x) = \frac{1}{\beta} \exp \left( \frac{x-a}{\beta} \right) \exp ( - \exp \left( \frac{x-a}{\beta} \right) ), - \infty < x < + \infty
The cumulative distribution function is as follows:
F_{\alpha, \beta} (x) = 1 - \exp (- \exp(\frac{x - \alpha}{\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::gumbel_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::gumbel_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
.