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Device Engines (Basic Random Number Generators)
Intel® oneAPI Math Kernel Library (oneMKL) RNG provides the following device pseudorandom number generators:
Routine |
Description |
|---|---|
The combined multiple recursive pseudorandom number generator MRG32k3a [ L’Ecuyer99]. |
|
Philox4x32-10 counter-based pseudorandom number generator with a period of |
|
The 31-bit multiplicative congruential pseudorandom number generator MCG( |
|
The 59-bit multiplicative congruential pseudorandom number generator MCG( |
|
The permuted congruential pseudorandom number generator with a period of |
PHILOX4X32X10 [
)
) from NAG Numerical Libraries