Notes for Intel® oneAPI Math Kernel Library Vector Statistics

ID 772987
Date 6/30/2025
Public
Document Table of Contents

Cauchy (VSL_RNG_METHOD_CAUCHY_ICDF)

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

where u is a successive random number of a uniform distribution over the interval (-p/2, p/2).