Gamma (VSL_RNG_METHOD_GAMMA_GNORM/ VSL_RNG_METHOD_GAMMA_GNORM_ACCURATE)
Random number generator of the gamma distribution with parameters shape
α
, offset
a
, and scale factor
β
. You can generate any successive random number
γ
α
of the standard gamma distribution (a =
0,
β
= 1) as follows:
- Ifα> 1, a gamma distributed random number can be generated as a cube of properly scaled normal random number [Mars2000]. The algorithm is based on the acceptance/rejection method using squeeze technique.
- Ifα< 1, a gamma distributed random number is generated using two acceptance/rejection based algorithms:
When
α
= 1 gamma distribution is reduced to exponential distribution with parameters
a
,
β
. The random numbers of the exponential distribution are generated using method
VSL_RNG_METHOD_EXPONENTIAL_ICDF. The gamma distributed random number
γ
with parameters
α
,
a
, and
β
is transformed from
γ
α
using scale and shift
γ = a + βγ
α
.
See
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.