oneapi::mkl::rng::laplace¶
Generates random numbers with Laplace distribution.
Syntax
template<typename RealType = float, typename Method = laplace_method::by_default>
class laplace {
public:
using method_type = Method;
using result_type = RealType;
laplace(): laplace((RealType)0.0, (RealType)1.0){}
explicit laplace(RealType a, RealType b);
RealType a() const;
RealType b() const;
};
Devices supported: Host, CPU, and GPU.
Include Files
oneapi/mkl/rng.hpp
Description
The oneapi::mkl::rng::laplace class object is used in the
oneapi::mkl::rng::generate function to provide random numbers with
Laplace distribution with mean value (or average) a and
scalefactor ( b, β), where a, β∈R ; β > 0. The scalefactor
value determines the standard deviation as
The probability density function is given by:
The cumulative distribution function is as follows:
Intel’s compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice. Notice revision #20110804 |
This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.
Template Parameters
|
Type of the produced values. The specific values are as follows: |
|---|---|
|
Generation method. The specific values are as follows: |
Input Parameters
Name |
Type |
Description |
|---|---|---|
a |
|
Mean value |
b |
|
Scalefactor b. |