Notes for Intel® oneAPI Math Kernel Library Vector Statistics
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Visible to Intel only — GUID: GUID-5ACCE05E-577B-463C-8820-58521C476AFB
Geometric (VSL_RNG_METHOD_GEOMETRIC_ICDF)
Geometrical distribution with parameter p. You may generate any successive random number k of the geometrical distribution by 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.