oneapi::mkl::rng::laplace
Generates random numbers with Laplace distribution.
Description
The 
. The scalefactor value determines the standard deviation as
oneapi::mkl::rng::laplace
class object is used in the
oneapi::mkl::rng::generate
function to provide random numbers with Laplace distribution with mean value (or average) a
and scalefactor ( b
, β
), where . The scalefactor value determines the standard deviation as
The probability density function is given by:
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
template<typename RealType = float, typename Method = laplace_method::by_default>
class laplace {
public:
using method_type = Method;
using result_type = RealType;
laplace(): laplace((RealType)0.0, (RealType)1.0){}
explicit laplace(RealType a, RealType b);
explicit laplace(const param_type& pt);
RealType a() const;
RealType b() 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::laplace_method::by_default | Generation method. The specific values are as follows:
oneapi::mkl::rng::laplace_method::icdf See brief descriptions of the methods in Distributions Template Parameter Method |
Input Parameters
Name | Type | Description |
|---|---|---|
a | RealType (float, double) | Mean value a . |
b | RealType (float, double) | Scalefactor b. |