Device Engines (Basic Random Number Generators)

Intel® oneMKL RNG provides two device pseudorandom number generators:

Routine

Description

oneapi::mkl::rng::device::mrg32k3a

The combined multiple recursive pseudorandom number generator MRG32k3a[L’Ecuyer99a]

oneapi::mkl::rng::device::philox4x32x10

Philox4x32-10 counter-based pseudorandom number generator with a period of 2128PHILOX4X32X10[Salmon11]