vRngLaplace

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 4/28/2026

Version

Public

vRngLaplace

Generates random numbers with Laplace distribution.

Syntax

status = vsrnglaplace ( method , stream , n , r , a , b )

status = vdrnglaplace ( method , stream , n , r , a , b )

Include Files

mkl.fi , mkl_vsl.f90

Description

The oneapi::mkl::rng::laplace class object is used in the oneapi::mkl::rng::generate function to provide random numbers with Laplace distribution with mean value (or average) a and scalefactor b , where a, b∈R ; b > 0 . The scalefactor value determines the standard deviation as

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

Input Parameters

Name	Type	Description
`method`	INTEGER , INTENT(IN)	Generation method. The specific values are as follows: VSL_RNG_METHOD_LAPLACE_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 vdrnglaplace Fortran 90: REAL (KIND=4) , INTENT(IN) for vsrnglaplace Fortran 90: REAL (KIND=8) , INTENT(IN) for vdrnglaplace	Mean value `a`
`b`	Fortran 77: DOUBLE PRECISION for vdrnglaplace Fortran 90: REAL (KIND=4) , INTENT(IN) for vsrnglaplace Fortran 90: REAL (KIND=8) , INTENT(IN) for vdrnglaplace	Scalefactor β .

Output Parameters

Name	Type	Description
`r`	Fortran 77: DOUBLE PRECISION for vdrnglaplace Fortran 90: REAL (KIND=4) , INTENT(OUT) for vsrnglaplace Fortran 90: REAL (KIND=8) , INTENT(OUT) for vdrnglaplace	Vector of `n` Laplace distributed random numbers

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.

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

vRngLaplace

Syntax

Include Files

Description

Input Parameters

Output Parameters

Return Values