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oneapi::mkl::rng::sobol

Sobol quasi-random number generator [Sobol76], [Bratley88], which works in arbitrary dimension.

Syntax

class sobol {
public:
    static constexpr std::uint32_t default_dimensions_number = 1;


    sobol(sycl::queue queue, std::uint32_t dimensions = default_dimensions_number);


    sobol(sycl::queue queue, std::vector<std::uint32_t>& direction_numbers);


    sobol(const sobol& other);


    sobol(sobol&& other);


    sobol& operator=(const sobol& other);


    sobol& operator=(sobol&& other);


    ~sobol();
};

Devices supported: Host, CPU, and GPU.

Include Files

• oneapi/mkl/rng.hpp

Description

Sobol quasi-random number generator [Sobol76], [Bratley88], which works in an arbitrary dimension.

Input Parameters

Name	Type	Description
queue	sycl::queue	Valid sycl::queue, calls of oneapi::mkl::rng::generate() routine submit kernels in this queue.
dimensions	std::uint32_t	Number of dimensions.
direction_numbers	std::vector<std::uint32_t>	User-defined direction numbers.

See VS Notes for detailed descriptions.

oneapi::mkl::rng::ars5 oneapi::mkl::rng::niederreiter