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oneapi::mkl::rng::gumbel
Generates Gumbel distributed random values.
Description
The oneapi::mkl::rng::gumbel class object is used in the oneapi::mkl::rng::generate function to provide Gumbel distributed random numbers with displacement (a) and scalefactor (b, β), where 
.
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 https://www.intel.com/PerformanceIndex. Notice revision #20201201  |  
       
API
Syntax
template<typename RealType = float, typename Method = gumbel_method::by_default>
class gumbel {
public:
  using method_type = Method;
  using result_type = RealType;
  gumbel(): gumbel((RealType)0.0, (RealType)1.0){}
  explicit gumbel(RealType a, RealType b);
  explicit gumbel(const param_type& pt);
  RealType a() const;
  RealType b() const;
  param_type param() const;
  void param(const param_type& pt);
}; 
   Devices supported: CPU and GPU
Include Files
oneapi/mkl/rng.hpp
Template Parameters
Name  |  
        Description  |  
       
|---|---|
typename RealType = float  |  
        Type of the produced values. The specific values are as follows: float double  |  
       
typename Method = oneapi::mkl::rng::gumbel_method::by_default  |  
        Generation method. The specific values are as follows: oneapi::mkl::rng::gumbel_method::icdf See brief descriptions of the methods in Distributions Template Parameter Method.  |  
       
Input Parameters
Name  |  
        Type  |  
        Description  |  
       
|---|---|---|
a  |  
        RealType (float, double)  |  
        Displacement a.  |  
       
b  |  
        RealType (float, double)  |  
        Scalefactor b.  |