Developer Reference

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oneapi::mkl::rng::laplace

Generates random numbers with Laplace distribution.

Description

The
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 LaTex Math image.. The scalefactor value determines the standard deviation as
LaTex Math image.
The probability density function is given by:
LaTex Math image.
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 = 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.

Product and Performance Information

1

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