oneapi::mkl::rng::laplace
¶
Generates random numbers with Laplace distribution.
Syntax
template<typename RealType = float, typename Method = laplace_method::by_default> class laplace { public: using method_type = Method; using result_type = RealType; laplace(): laplace((RealType)0.0, (RealType)1.0){} explicit laplace(RealType a, RealType b); explicit laplace(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::laplace class object is used in the
oneapi::mkl::rng::generate
function to provide random numbers with Laplace distribution with mean value (or average)a
and scalefactor (b
, β), wherea, β∈R ; β > 0
. The scalefactor value determines the standard deviation as\sigma = \beta \sqrt{2}
The probability density function is given by:
F_{a, \beta}(x) = \frac{1}{\sqrt {2\beta}} \exp \left( -\frac{|x-a|}{\beta} \right), - \infty < x < + \infty
The cumulative distribution function is as follows:
F_{\alpha, \beta}(x) = \begin{cases} \frac{1}{2}\exp\left(-\frac{|x-\alpha|}{\beta}\right), & x \geq \alpha \\ 1 - \frac{1}{2}\exp\left(-\frac{|x-\alpha|}{\beta}\right), & 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::laplace_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::laplace_method::icdf
See brief descriptions of the methods in Distributions Template Parameter Method
Input Parameters
Name
Type
Description
a
RealType (float, double)
Mean value
a
.b
RealType (float, double)
Scalefactor b.