Device Engines (Basic Random Number Generators)

Device Engines (Basic Random Number Generators)#

Intel® oneAPI Math Kernel Library (oneMKL) RNG provides the following device pseudorandom number generators:

Routine

Description

mrg32k3a

The combined multiple recursive pseudorandom number generator MRG32k3a [L’Ecuyer99]

philox4x32x10

Philox4x32-10 counter-based pseudorandom number generator with a period of \(2^{128}\) PHILOX4X32X10 [Salmon11]

mcg31m1

The 31-bit multiplicative congruential pseudorandom number generator MCG(\(1132489760, 2^{31}-1\)) [L’Ecuyer99a].

mcg59

The 59-bit multiplicative congruential pseudorandom number generator MCG(\(13^{13}, 2^{59}\)) from NAG Numerical Libraries [NAG].