Visible to Intel only — GUID: GUID-9868AF7A-B7DE-492B-A811-D3612FAD20DE
Visible to Intel only — GUID: GUID-9868AF7A-B7DE-492B-A811-D3612FAD20DE
Laplace (VSL_RNG_METHOD_LAPLACE_ICDF)
Random number generator of the Laplace distribution with parameters a and β. You can generate any successive random number x of the Laplace distribution by the inverse transformation method from the formula:
where u1, u2 is a pair of successive random numbers 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.
Did you find the information on this page useful?
Feedback Message
Characters remaining: