oneapi::mkl::rng::exponential
¶
Generates exponentially distributed random numbers.
Syntax
template<typename RealType = float, typename Method = exponential_method::by_default> class exponential { public: using method_type = Method; using result_type = RealType; exponential(): exponential((RealType)0.0, (RealType)1.0){} explicit exponential(RealType a, RealType beta); explicit exponential(const param_type& pt); RealType a() const; RealType beta() 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::exponential
class object is used inoneapi::mkl::rng::generate
function to provide random numbers with exponential distribution that has displacement a and scalefactor β, wherea, β∈R ; β > 0
.The probability density function is given by:
F_{a, \beta}(x) = \begin{cases} \frac{1}{\beta} \exp (-\frac{(x-a)}{\beta}), & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty
The cumulative distribution function is as follows:
F_{a, \beta}(x) = \begin{cases} 1 - \exp (-\frac{(x-a)}{\beta}), & 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::exponential_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::exponential_method::icdf
oneapi::mkl::rng::exponential_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
.beta
RealType (float, double)
Scalefactor β.