oneapi::oneapi::mkl::rng::lognormal¶

Generates lognormally distributed random numbers.

Syntax

template<typename RealType = float, typename Method = lognormal_method::by_default>
class lognormal {
public:
using method_type = Method;
using result_type = RealType;
lognormal(): lognormal((RealType)0.0, (RealType)1.0, (RealType) 0.0, (RealType)1.0){}
explicit lognormal(RealType m, RealType s, RealType displ = RealType) 0.0, RealType
scale = (RealType)1.0);
RealType m() const;
RealType s() const;
RealType displ() const;
RealType scale() const;
};

Devices supported: Host, CPU, and GPU.

Include Files

oneapi/mkl/rng.hpp

Description

The oneapi::mkl::rng::lognormal class object is used in the oneapi::mkl::rng::generate function to provide random numbers with average of distribution (m, a) and standard deviation (s, σ) of subject normal distribution, displacement (displ, b), and scalefactor (scale, β), where a, σ, b, β ∈ R ; σ > 0 , β > 0.

The probability density function is given by:

The cumulative distribution function is as follows:

Template Parameters

`typename RealType = float`	Type of the produced values. The specific values are as follows: `float` `double`
`typename Method = oneapi::mkl::rng::lognormal_method::by_default`	Generation method. The specific values are as follows: `oneapi::mkl::rng::lognormal_method::box_muller2` `oneapi::mkl::rng::lognormal_method::box_muller2_accurate` `oneapi::mkl::rng::lognormal_method::icdf` `oneapi::mkl::rng::lognormal_method::icdf_accurate` See brief descriptions of the methods in Distributions Template Parameter Method Values

Input Parameters

Name	Type	Description
m	`RealType (float, double)`	Average `a` of the subject normal distribution.
s	`RealType (float, double)`	Standard deviation σ of the subject normal distribution.
displ	`RealType (float, double)`	Displacement `displ`.
scale	`RealType (float, double)`	Scalefactor `scale`.

oneAPI Math Kernel Library (oneMKL) documentation

oneapi::oneapi::mkl::rng::lognormal¶