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:


image0

The cumulative distribution function is as follows:


image1

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.