oneapi::mkl::rng::gumbel

Generates Gumbel distributed random values.

Description

The oneapi::mkl::rng::gumbel class object is used in the oneapi::mkl::rng::generate function to provide Gumbel distributed random numbers with displacement (a) and scalefactor (b, β), where \(a, \beta \in R ; \beta > 0\).

The probability density function is given by:

\[f_{a, \beta} (x) = \frac{1}{\beta} \exp \left( \frac{x-a}{\beta} \right) \exp ( - \exp \left( \frac{x-a}{\beta} \right) ), - \infty < x < + \infty\]

The cumulative distribution function is as follows:

\[F_{\alpha, \beta} (x) = 1 - \exp (- \exp(\frac{x - \alpha}{\beta})), - \infty < x < + \infty\]

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

template<typename RealType = float, typename Method = gumbel_method::by_default>
class gumbel {
public:
  using method_type = Method;
  using result_type = RealType;
  gumbel(): gumbel((RealType)0.0, (RealType)1.0){}
  explicit gumbel(RealType a, RealType b);
  explicit gumbel(const param_type& pt);
  RealType a() const;
  RealType b() 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 RealType = float

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

float

double

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

Generation method. The specific values are as follows:

oneapi::mkl::rng::gumbel_method::icdf

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

Input Parameters

Name

Type

Description

a

RealType (float, double)

Displacement a.

b

RealType (float, double)

Scalefactor b.