Developer Reference

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Device Engines (Basic Random Number Generators)

Intel® oneAPI Math Kernel Library (oneMKL) RNG provides two device pseudorandom number generators:
Routine
Description
The combined multiple recursive pseudorandom number generator
MRG32k3a
[L’Ecuyer99]
Philox4x32-10 counter-based pseudorandom number generator with a period of 2
128
PHILOX4X32X10
[Salmon11]
The 31-bit multiplicative congruential pseudorandom number generator MCG(1132489760, 2
32
-1) [L’Ecuyer99a].
The 59-bit multiplicative congruential pseudorandom number generator MCG(13
13
, 2
59
) from NAG Numerical Libraries [NAG].

Product and Performance Information

1

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