Device Engines (Basic Random Number Generators)

Intel® oneAPI Math Kernel Library (oneMKL) RNG provides two device pseudorandom number generators:

Routine

Description

oneapi::mkl::rng::device::mrg32k3a

The combined multiple recursive pseudorandom number generator MRG32k3a [L’Ecuyer99]

oneapi::mkl::rng::device::philox4x32x10

Philox4x32-10 counter-based pseudorandom number generator with a period of 2 128 PHILOX4X32X10 [Salmon11]

oneapi::mkl::rng::device::mcg31m1

The 31-bit multiplicative congruential pseudorandom number generator MCG(1132489760, 232-1) [L’Ecuyer99a].

oneapi::mkl::rng::device::mcg59

The 59-bit multiplicative congruential pseudorandom number generator MCG(1313, 259) from NAG Numerical Libraries [NAG].