Visible to Intel only — GUID: GUID-4BAEBA02-5E60-4423-8AB5-2D74B57A7EBF
Visible to Intel only — GUID: GUID-4BAEBA02-5E60-4423-8AB5-2D74B57A7EBF
Exponential (VSL_RNG_METHOD_EXPONENTIAL_ICDF/VSL_RNG_METHOD_EXPONENTIAL_ICDF_ACCURATE)
Random number generator of the exponential distribution with parameters a and β. You can generate any successive random number x of the exponential distribution by the inverse transformation method from the formula:
where u is a successive random number of a uniform distribution over the interval (0, 1).
See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.
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