vRngGumbel

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

Download PDF

ID 766686

Date 4/28/2026

Version

Public

vRngGumbel

Generates Gumbel distributed random values.

Syntax

status = vsrnggumbel ( method , stream , n , r , a , beta )

status = vdrnggumbel ( method , stream , n , r , a , beta )

Include Files

mkl.fi , mkl_vsl.f90

Input Parameters

Name	Type	Description
`method`	INTEGER , INTENT(IN)	Generation method. The specific values are as follows: VSL_RNG_METHOD_GUMBEL_ICDF Inverse cumulative distribution function method
`stream`	TYPE (VSL_STREAM_STATE) , INTENT(IN)	Descriptor of the stream state structure
`n`	INTEGER , INTENT(IN)	Number of random values to be generated
`a`	Fortran 77: DOUBLE PRECISION for vdrnggumbel Fortran 90: REAL (KIND=4) , INTENT(IN) for vsrnggumbel Fortran 90: REAL (KIND=8) , INTENT(IN) for vdrnggumbel	Displacement `a` .
`beta`	Fortran 77: DOUBLE PRECISION for vdrnggumbel Fortran 90: REAL (KIND=4) , INTENT(IN) for vsrnggumbel Fortran 90: REAL (KIND=8) , INTENT(IN) for vdrnggumbel	Scalefactor `\(\beta\)`.

Output Parameters

Name	Type	Description
`r`	Fortran 77: DOUBLE PRECISION for vdrnggumbel Fortran 90: REAL (KIND=4) , INTENT(OUT) for vsrnggumbel Fortran 90: REAL (KIND=8) , INTENT(OUT) for vdrnggumbel	Vector of n random numbers with Gumbel distribution

Description

vsRngGumbel vdRngGumbel The vRngGumbel function generates Gumbel distributed random numbers with displacement a and scalefactor β , where a , β ∈ R ; 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.

Select Your Language

Using Intel.com Search

Quick Links

Recent Searches

Advanced Search

Only search in

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

vRngGumbel

Syntax

Include Files

Input Parameters

Output Parameters

Description

Return Values