Device Engines (Basic Random Number Generators)#
Intel® oneAPI Math Kernel Library (oneMKL) RNG provides the following device pseudorandom number generators:
Routine |
Description |
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The combined multiple recursive pseudorandom number generator |
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Philox4x32-10 counter-based pseudorandom number generator with a period of \(2^{128}\) |
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The 31-bit multiplicative congruential pseudorandom number generator MCG(\(1132489760, 2^{31}-1\)) [L’Ecuyer99a]. |
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The 59-bit multiplicative congruential pseudorandom number generator MCG(\(13^{13}, 2^{59}\)) from NAG Numerical Libraries [NAG]. |