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oneapi::mkl::rng::lognormal

Generates lognormally distributed random numbers.

Description

The
oneapi::mkl::rng::lognormal
class object is used in the
oneapi::mkl::rng::generate
function to provide random numbers with average of distribution (
m
,
a
) and standard deviation (
s
,
σ
) of subject normal distribution, displacement (
displ
,
b
), and scalefactor (
scale
,
β
), where
a, σ, b, β ∈ R ; σ > 0 , β > 0
.
The probability density function is given by:
LaTex Math image.
The cumulative distribution function is as follows:
LaTex Math image.

API

Syntax
template<typename RealType = float, typename Method = lognormal_method::by_default> class lognormal { public: using method_type = Method; using result_type = RealType; lognormal(): lognormal((RealType)0.0, (RealType)1.0, (RealType) 0.0, (RealType)1.0){} explicit lognormal(RealType m, RealType s, RealType displ = RealType) 0.0, RealType scale = (RealType)1.0); explicit lognormal(const param_type& pt); RealType m() const; RealType s() const; RealType displ() const; RealType scale() 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::lognormal_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::lognormal_method::box_muller2
oneapi::mkl::rng::lognormal_method::box_muller2_accurate
oneapi::mkl::rng::lognormal_method::icdf
oneapi::mkl::rng::lognormal_method::icdf_accurate
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
m
RealType (float, double)
Average
a
of the subject normal distribution.
s
RealType (float, double)
Standard deviation
σ
of the subject normal distribution.
displ
RealType (float, double)
Displacement
displ
.
scale
RealType (float, double)
Scalefactor
scale
.

Product and Performance Information

1

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