vRngGumbel

Developer Reference for Intel® oneAPI Math Kernel Library for C

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ID 766684

Date 6/30/2025

Version

Public

Generates Gumbel distributed random values.

status = vsRngGumbel( method, stream, n, r, a, beta );

status = vdRngGumbel( method, stream, n, r, a, beta );

Name	Type	Description
method	const MKL_INT	Generation method. The specific values are as follows: VSL_RNG_METHOD_GUMBEL_ICDF Inverse cumulative distribution function method
stream	VSLStreamStatePtr	Pointer to the stream state structure
n	const MKL_INT	Number of random values to be generated
a	const float for vsRngGumbel const double for vdRngGumbel	Displacement`a`.
beta	const float for vsRngGumbel const double for vdRngGumbel	Scalefactor β.

Name	Type	Description
r	float* for vsRngGumbel double* for vdRngGumbel	Vector of `n` random numbers with Gumbel distribution

Name

Type

Description

float* for vsRngGumbel

double* for vdRngGumbel

Vector of n random numbers with Gumbel distribution

The vRngGumbel function generates Gumbel distributed random numbers with displacement a and scalefactor β, where a, β∈R ; β > 0.

The probability density function is given by:

The cumulative distribution function is as follows:

Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201

Product and Performance Information

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

Notice revision #20201201

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR: stream is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM: stream is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE: Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
VSL_RNG_ERROR_NO_NUMBERS: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED: Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED: ARS-5 random number generator is not supported on the CPU running the application.

Parent topic: Continuous Distributions