Developer Reference for Intel® oneAPI Math Kernel Library for C
Random Number Generators Functionality
| Functionality | CPU | OpenMP Offload Intel GPU | 
|---|---|---|
MRG32K3A  |  
       Yes  |  
       Yes  |  
      
MT2203  |  
       Yes  |  
       Yes  |  
      
MT19937  |  
       Yes  |  
       Yes  |  
      
PHILOX4X32X10  |  
       Yes  |  
       Yes  |  
      
SOBOL  |  
       Yes  |  
       Yes  |  
      
ARS5  |  
       Yes  |  
       No  |  
      
MCG59  |  
       Yes  |  
       Yes  |  
      
NIEDERR  |  
       Yes  |  
       No  |  
      
MCG31  |  
       Yes  |  
       Yes  |  
      
WH  |  
       Yes  |  
       No  |  
      
SFMT19937  |  
       Yes  |  
       No  |  
      
R250  |  
       Yes  |  
       No  |  
      
NONDETERM  |  
       Yes  |  
       No  |  
      
DABSTRACT  |  
       Yes  |  
       No  |  
      
SABSTRACT  |  
       Yes  |  
       No  |  
      
IABSTRACT  |  
       Yes  |  
       No  |  
      
| Functionality | CPU | OpenMP Offload Intel GPU | 
|---|---|---|
Uniform (single/double/integer)  |  
       Yes  |  
       Yes  |  
      
UniformBits32 UniformBits64  |  
       Yes  |  
       Yes  |  
      
Lognormal (single/double)  |  
       Yes  |  
       Yes  |  
      
Gaussian (single/double)  |  
       Yes  |  
       Yes  |  
      
Poisson  |  
       Yes  |  
       Yes  |  
      
UniformBits  |  
       Yes  |  
       Yes  |  
      
Bernoulli  |  
       Yes  |  
       Yes  |  
      
Beta (single/double)  |  
       Yes  |  
       No  |  
      
Binomial  |  
       Yes  |  
       No  |  
      
ChiSquare (single/double)  |  
       Yes  |  
       No  |  
      
Exponential (single/double)  |  
       Yes  |  
       Yes  |  
      
Gamma (single/double)  |  
       Yes  |  
       No  |  
      
Geometric  |  
       Yes  |  
       Yes  |  
      
Gumbel (single/double)  |  
       Yes  |  
       Yes  |  
      
Hyper Geometric  |  
       Yes  |  
       No  |  
      
Laplace (single/double)  |  
       Yes  |  
       Yes  |  
      
Multinomial  |  
       Yes  |  
       No  |  
      
Negative Binomial  |  
       Yes  |  
       No  |  
      
PoissonV  |  
       Yes  |  
       No  |  
      
Rayleigh (single/double)  |  
       Yes  |  
       Yes  |  
      
Weibull (single/double)  |  
       Yes  |  
       Yes  |  
      
Cauchy (single/double)  |  
       Yes  |  
       Yes  |  
      
GaussianMV (single/double)  |  
       Yes  |  
       Yes  |