Developer Reference for Intel® oneAPI Math Kernel Library for C
vRngLognormal
Generates lognormally distributed random numbers.
Syntax
status = vsRngLognormal ( method , stream , n , r , a , sigma , b , beta );
status = vdRngLognormal ( method , stream , n , r , a , sigma , b , 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_LOGNORMAL_BOXMULLER2 VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2_ACCURATE Box Muller 2 based method Inverse cumulative distribution function based method |
stream |
VSLStreamStatePtr |
Pointer to the stream state structure |
n |
const MKL_INT |
Number of random values to be generated |
a |
const float for vsRngLognormal const double for vdRngLognormal |
Average a of the subject normal distribution |
sigma |
const float for vsRngLognormal const double for vdRngLognormal |
Standard deviation σ of the subject normal distribution |
b |
const float for vsRngLognormal const double for vdRngLognormal |
Displacement b |
beta |
const float for vsRngLognormal const double for vdRngLognormal |
Scalefactor, \(\beta\) . |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
float* for vsRngLognormal double* for vdRngLognormal |
Vector of n lognormally distributed random numbers |
Description
vsRngLognormal vdRngLognormal The vRngLognormal function generates lognormally distributed random numbers with average of distribution a and standard deviation σ of subject normal distribution, displacement b , and scalefactor β , where a, σ, b, β∈R ; σ > 0 , 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
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.