oneapi::mkl::rng::gamma
¶
Generates gamma distributed random values.
Syntax
template<typename RealType = float, typename Method = gamma_method::by_default> class gamma { public: using method_type = Method; using result_type = RealType; gamma(): gamma((RealType)1.0, (RealType)0.0, (RealType)1.0){} explicit gamma(RealType alpha, RealType a, RealType beta); explicit gamma(const param_type& pt); RealType alpha() const; RealType a() const; RealType beta() const; param_type param() const; void param(const param_type& pt); };
Devices supported: Host and CPU
Include Files
oneapi/mkl/rng.hpp
Description
The
oneapi::mkl::rng::gamma
class object is used in theoneapi::mkl::rng::generate
function to provide random numbers with gamma distribution that has shape parameter α, displacementa
, and scale parameter β, where α, β, anda∈R ; α > 0, β > 0
.The probability density function is given by:
F_{\alpha, a, \beta}(x) = \begin{cases} \frac{1}{\Gamma (\alpha) \beta^\alpha} (x - a)^{\alpha - 1} e^{-\frac{(x-a)}{\beta}}, & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty
where Γ(α) is the complete gamma function.
The cumulative distribution function is as follows:
F_{\alpha, a, \beta}(x) = \begin{cases} \int_{a}^{x} \frac{1}{\Gamma (\alpha) \beta^\alpha} (y - a)^{\alpha - 1} e^{-\frac{(y-a)}{\beta}} dy, & x \geq a \\ 0, & x < a \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
Template Parameters
typename RealType = float
Type of the produced values. The specific values are as follows:
float
double
typename Method = oneapi::mkl::rng::gamma_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::gamma_method::marsaglia
oneapi::mkl::rng::gamma_method::marsaglia_accurate
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
alpha
RealType (float, double)
Shape α
a
RealType (float, double)
Displacement
a
.beta
RealType (float, double)
Scalefactor β.