Developer Guide and Reference

  • 2021.4
  • 09/27/2021
  • Public Content
Contents

Engines

Random number engines are used for uniformly distributed random numbers generation by using a seed - the initial value that allows to select a particular random number sequence. Initialization is an engine-specific procedure.
Algorithm Input
Engines accept the input described below. Pass the
Input ID
as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
tableToFill
Pointer to the numeric table of size LaTex Math image..
This input can be an object of any class derived from
NumericTable
except
CSRNumericTable
,
PackedSymmetricMatrix
,
PackedTriangularMatrix
, and
MergedNumericTable
when it holds one of the above table types.
Algorithm Output
Engines calculate the result described below. Pass the
Result ID
as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.
Result ID
Result
randomNumbers
Pointer to the LaTex Math image. numeric table with generated random floating-point values of single or double precision.
In oneDAL, engines are in-place, which means that the algorithm does not allocate memory for the distribution result, but returns pointer to the filled input.
In the current version of the library, engines are used for random number generation only as a parameter of another algorithm.
Parallel Random Number Generation
The following methods that support generation of sequences of random numbers in parallel are supported in library:
Family
Engines follow the same algorithmic scheme with different algorithmic parameters. The set of the parameters guarantee independence of random number sequences produced by the engines.
The example below demonstrates the idea for the case when 2 engines from the same family are used to generate 2 random sequences:
SkipAhead
This method skips
nskip
elements of the original random sequence. This method allows to produce
nThreads
non-overlapping subsequences.
The example below demonstrates the idea for the case when 2 subsequences are used from the random sequence:
LeapFrog
This method generates random numbers with a stride of
nThreads
.
threadIdx
is an index of the current thread.
The example below demonstrates the idea for the case when 2 subsequences are used from the random sequence:
These methods are represented with member functions of classes that represent functionality described in the Engines section. See API References for details.
Support of these methods is engine-specific.

Product and Performance Information

1

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