Developer Reference for Intel® oneAPI Math Kernel Library for C
Random Number Generators Mathematical Notation
The following notation is used throughout the text:
\(N\) |
The set of natural numbers \(N = \{1, 2, 3, \ldots\}\). |
\(Z\) |
The set of integers \(Z = \{\ldots, -3, -2, -1, 0, 1, 2, 3, \ldots\}\). |
\(R\) |
The set of real numbers. |
\(\lfloor a \rfloor\) |
The floor of a (the largest integer less than or equal to a). |
\(\oplus \text{ or xor}\) |
Bitwise exclusive OR. |
\(C_{\alpha}^{k} \text{ or } \binom{\alpha}{k}\) |
Binomial coefficient or combination \((\alpha \in \mathbb{R}, \alpha \ge 0;\ k \in \mathbb{N} \cup \{0\})\). \(C_\alpha^0 = 1\) For \(\alpha \ge k\) binomial coefficient is defined as \(C_\alpha^k = \frac{\alpha(\alpha - 1)\ \cdots\ (\alpha - k + 1)}{k!}\) If \(\alpha < k\), then \(C_\alpha^k = 0\) |
\(\Phi(x)\) |
Cumulative Gaussian distribution function \(\Phi(x) = \int_{-\infty}^{x} \frac{1}{\sqrt{2\pi}} \exp\left(-\frac{y^2}{2}\right) dy\) defined over \(-\infty < x < +\infty\). \(\Phi(-\infty) = 0, \Phi(+\infty) = 1\). |
\(\Gamma(\alpha)\) |
The complete gamma function \(\Gamma(\alpha) = \int_{0}^{\infty} t^{\alpha-1} e^{-t} dt\) where \(\alpha > 0\). |
\(B(p, q)\) |
The complete beta function \(B(p,q) = \int_{0}^{1} t^{p-1}(1-t)^{q-1} dt\) where \(p > 0\) and \(q > 0\) . |
\(LCG(a, c, m)\) |
Linear Congruential Generator \(x_{n+1} = (ax_{n} + c) \bmod m\), where a is called the multiplier, c is called the increment, and m is called the modulus of the generator. |
\(MCG(a, m)\) |
Multiplicative Congruential Generator \(x_{n+1} = (ax_{n}) \bmod m\) is a special case of Linear Congruential Generator, where the increment c is taken to be 0. |
\(GFSR(p, q)\) |
Generalized Feedback Shift Register Generator \(x_n = x_{n-p} \oplus x_{n-q}\). |