gamma#
Generates gamma distributed random values.
Description#
The gamma
class object is used in the generate
function to provide random numbers with gamma
distribution that has shape parameter \(\alpha\), displacement a
, and scale parameter \(\beta\),
where \(\alpha, \beta, a \in R ; \alpha > 0, \beta > 0\).
The probability density function is given by:
where \(\Gamma \left ( \alpha \right )\) is the complete gamma function.
The cumulative distribution function is as follows:
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 RealType = float,
typename Method = gamma_method::by_default>
class gamma {
public:
using method_type = Method;
using result_type = RealType;
gamma(): gamma((RealType)1.0, (RealType)0.0, (RealType)1.0){}
explicit gamma(RealType alpha, RealType a, RealType beta);
explicit gamma(const param_type& pt);
RealType alpha() const;
RealType a() const;
RealType beta() const;
param_type param() const;
void param(const param_type& pt);
};
}
Devices supported: CPU and GPU.
Include Files#
oneapi/mkl/rng.hpp
Template Parameters#
|
Type of the produced values. The specific values are as follows:
|
|
Generation method. The specific values are as follows:
See brief descriptions of the methods in Distributions Template Parameter Method. |
Input Parameters#
Name |
Type |
Description |
---|---|---|
alpha |
|
Shape α |
a |
|
Displacement |
beta |
|
Scalefactor |