Notes for Intel® oneAPI Math Kernel Library Vector Statistics

ID 772987
Date 12/04/2020
Document Table of Contents


Random number generator of the lognormal distribution with parameters a, σ, b and β. You can generate any successive random number x of the lognormal distribution by the inverse transformation method from the formula

where y is a successive random number of a normal (Gaussian) distribution with parameters a and σ.

The random numbers of the normal distribution are generated using method VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2.

See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.

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