Notes for Intel® oneAPI Math Kernel Library Vector Statistics

ID 772987
Date 12/04/2020
Public

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Rayleigh (VSL_RNG_METHOD_RAYLEIGH_ICDF/ VSL_RNG_METHOD_RAYLEIGH_ICDF_ACCURATE)

Random number generator of the Rayleigh distribution with the parameters a and β. You can generate any successive random number x of the Rayleigh 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.