Notes for Intel® oneAPI Math Kernel Library Vector Statistics

ID 772987
Date 12/04/2020
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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.