geometric#

Generates geometrically distributed random values.

Description#

The geometric class object is used in the generate function to provide geometrically distributed random numbers with probability p of a single trial success, where \(p \in R, 0 < p < 1\).

A geometrically distributed variate represents the number of independent Bernoulli trials preceding the first success. The probability of a single Bernoulli trial success is p.

The probability distribution is given by:

\(P(X = k) = p(1 - p)^{k}, k\in \left \{ 0, 1, 2, ... \right \}\)

The cumulative distribution function is as follows:

\[\begin{split}F_p(x) = \begin{cases} 0, & x < 0 \\ 1 - (1-p)^{\lfloor x + 1 \rfloor}, & x \geq 0 \end{cases}, x \in R\end{split}\]

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201

API#

Syntax#

namespace oneapi::mkl::rng {
  template<typename IntType = std::int32_t,
           typename Method = geometric_method::by_default>
  class geometric {
  public:
    using method_type = Method;
    using result_type = IntType;

    geometric(): geometric(0.5){}
    explicit geometric(float p);
    explicit geometric(const param_type& pt);

    float p() const;
    param_type param() const;
    void param(const param_type& pt);
  };
}

Devices supported: CPU and GPU.

Include Files#

  • oneapi/mkl/rng.hpp

Template Parameters#

Name

Description

typename IntType = std::int32_t

Type of the produced values. The specific values are as follows:

std::int32_t

std::uint32_t

typename Method = oneapi::mkl::rng:: geometric_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::geometric_method::icdf

See brief descriptions of the methods in Distributions Template Parameter Method.

Input Parameters#

Name

Type

Description

p

float

Success probability p of a trial.