Developer Reference for Intel® oneAPI Math Kernel Library for C
vRngGamma
Generates gamma distributed random values.
Syntax
status = vsRngGamma ( method , stream , n , r , alpha , a , beta );
status = vdRngGamma ( method , stream , n , r , alpha , a , beta );
Include Files
mkl.h
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
const MKL_INT |
Generation method. The specific values are as follows: VSL_RNG_METHOD_GAMMA_GNORM VSL_RNG_METHOD_GAMMA_GNORM_ACCURATE Acceptance/rejection method using random numbers with Gaussian distribution. See brief description of the method GNORM in Table “Values of |
stream |
VSLStreamStatePtr |
Pointer to the stream state structure |
n |
const MKL_INT |
Number of random values to be generated |
alpha |
const float for vsRngGamma const double for vdRngGamma |
Shape \(\alpha\) . |
a |
const float for vsRngGamma const double for vdRngGamma |
Displacement a . |
beta |
const float for vsRngGamma const double for vdRngGamma |
Scalefactor \(\beta\) . |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
float* for vsRngGamma double* for vdRngGamma |
Vector of n random numbers with gamma distribution |
Description
vsRngGamma vdRngGamma The vRngGamma function generates random numbers with gamma distribution that has shape parameter α , displacement a , and scale parameter β , where α , β , and a∈R ; α > 0, β > 0 .
The probability density function is given by:
where \(\Gamma (\alpha)\) is the complete gamma function.
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
Return Values
- 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.