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oneapi::mkl::rng::gaussian

Generates normally distributed random numbers.

Description

The class object is used in
oneapi::mkl::rng::generate
function to provide random numbers with normal (Gaussian) distribution with mean (
a
) and standard deviation (
stddev, σ
), where
a
,
σ ∈ R
;
σ
> 0.
The probability density function is given by:
LaTex Math image.
The cumulative distribution function is as follows:
LaTex Math image.
The cumulative distribution function LaTex Math image. can be expressed in terms of standard normal distribution LaTex Math image. as LaTex Math image.

API

Syntax
template<typename RealType = float, typename Method = gaussian_method::by_default> class gaussian { public: using method_type = Method; using result_type = RealType; gaussian(): gaussian(static_cast<RealType>(0.0), static_cast<RealType>(1.0)); explicit gaussian(RealType mean, RealType stddev); explicit gaussian(const param_type& pt); RealType mean() const; RealType stddev() 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
Name
Description
typename RealType = float
Type of the produced values. The specific values are as follows:
float
double
typename Method = ``oneapi::mkl::rng::gaussian_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::gaussian_method::box_muller
oneapi::mkl::rng::gaussian_method::box_muller2
oneapi::mkl::rng::gaussian_method::icdf
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
mean
RealType (float, double)
Mean value
a
.
stddev
RealType (float, double)
Standard deviation
σ
.

Product and Performance Information

1

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