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oneapi::mkl::rng::gamma

Generates gamma distributed random values.

Description

The
oneapi::mkl::rng::gamma
class object is used in the
oneapi::mkl::rng::generate
function to provide random numbers with gamma distribution that has shape parameter α, displacement
a
, and scale parameter
β
, where LaTex Math image..
The probability density function is given by:
LaTex Math image.
where
Γ(α)
is the complete gamma function.
The cumulative distribution function is as follows:
LaTex Math image.
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 = 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: Host, CPU, and GPU.
Include Files
  • oneapi/mkl/rng.hpp
Template Parameters
typename RealType = float
Type of the produced values. The specific values are as follows:
float
double
typename Method = oneapi::mkl::rng::gamma_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::gamma_method::marsaglia
oneapi::mkl::rng::gamma_method::marsaglia_accurate
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
alpha
RealType (float, double)
Shape α
a
RealType (float, double)
Displacement
a
.
beta
RealType (float, double)
Scalefactor
β
.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.