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gumbel
Generates Gumbel distributed random values.
Description
The gumbel class object is used in the 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 |
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Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201 |
API
Syntax
namespace oneapi::mkl::rng {
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. |