exponential#

Generates exponentially distributed random numbers.

Description#

The exponential class object is used in the generate function to provide random numbers with exponential distribution that has displacement \(a\) and scalefactor \(\beta\), where \(a, \beta \in R ; \beta > 0\).

The probability density function is given by:

\[\begin{split}f_{a, \beta}(x) = \begin{cases} \frac{1}{\beta} \exp (-\frac{(x-a)}{\beta}), & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty\end{split}\]

The cumulative distribution function is as follows:

\[\begin{split}F_{a, \beta}(x) = \begin{cases} 1 - \exp (-\frac{(x-a)}{\beta}), & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty\end{split}\]

API#

Syntax#

namespace oneapi::mkl::rng::device {
  template<typename RealType, typename Method>
  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);
  };
}

Include Files#

  • oneapi/mkl/rng/device.hpp

Template Parameters#

typename Type

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

  • float

  • double

typename Method

Generation method. The specific values are as follows:

  • oneapi::mkl::rng::device::exponential_method::by_default

  • oneapi::mkl::rng::device::exponential_method::icdf

  • oneapi::mkl::rng::device::exponential_method::icdf_accurate

See brief descriptions of the methods in Distributions Template Parameter Method

Note: To enable extra optimizations based on Vector Math functions, define the MKL_RNG_USE_BINARY_CODE macro and link static oneMKL libraries according to the output produced by Intel® oneAPI Math Kernel Library Link Line Advisor. It may improve performance on some hardware.

Input Parameters#

Name

Type

Description

a

RealType (float, double)

Displacement a.

beta

RealType (float, double)

Scalefactor \(\beta\).