Random Number Generators Functionality

Engines

Functionality

CPU

Intel GPU

MRG32K3A

Yes

Yes

MT2203

Yes

Yes

MT19937

Yes

Yes

PHILOX4X32X10

Yes

Yes

SOBOL

Yes

Yes

ARS5

Yes

No

MCG59

Yes

Yes

NIEDERR

Yes

No

MCG31

Yes

Yes

WH

Yes

No

SFMT19937

Yes

No

R250

Yes

No

NONDETERM

Yes

No

DABSTRACT

No

No

SABSTRACT

No

No

SABSTRACT

No

No

Distributions

Functionality

CPU

Intel GPU

Uniform (single/double/integer)

Yes

Yes

UniformBits32 UniformBits64

Yes

Yes

Lognormal (single/double)

Yes

Yes

Gaussian (single/double)

Yes

Yes

Poisson

Yes

Yes

UniformBits

Yes

Yes

Bernoulli

Yes

Yes

Beta (single/double)

Yes

No

Binomial

Yes

No

ChiSquare (single/double)

Yes

No

Exponential (single/double)

Yes

Yes

Gamma (single/double)

Yes

No

Geometric

Yes

Yes

Gumbel (single/double)

Yes

Yes

Hyper Geometric

Yes

No

Laplace (single/double)

Yes

Yes

Multinomial

Yes

No

Negative Binomial

Yes

No

PoissonV

Yes

No

Rayleigh (single/double)

Yes

Yes

Weibull (single/double)

Yes

Yes

Cauchy (single/double)

Yes

Yes

GaussianMV (single/double)

Yes

No