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

image0

The probability density function is given by:


image1

The cumulative distribution function is as follows:


image2

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

typename RealType = float

Type of the produced values. The specific values are as follows: float double

typename Method = oneapi::mkl::rng::laplace_method::by_default

Generation method. The specific values are as follows: oneapi::mkl::rng::laplace_method::icdf See brief descriptions of the methods in Distributions Template Parameter Method Values

Input Parameters

Name

Type

Description

a

RealType (float, double)

Mean value a.

b

RealType (float, double)

Scalefactor b.