vRngGeometric

Generates geometrically distributed random values.

Syntax

FORTRAN:

status = virnggeometric( method, stream, n, r, p )

status = viRngGeometric( method, stream, n, r, p );

Include Files

FORTRAN 77: mkl_vsl.f77
Fortran 90: mkl_vsl.f90
C: mkl_vsl_functions.h

Input Parameters

Name	Type	Description
method	FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int	Generation method. The specific value is as follows: `VSL_RNG_METHOD_GEOMETRIC_ICDF` Inverse cumulative distribution function method.
stream	FORTRAN 77: INTEGER4 stream(2) Fortran 90:* TYPE (VSL_STREAM_STATE), INTENT(IN) C: VSLStreamStatePtr	Fortran: Descriptor of the stream state structure. C: Pointer to the stream state structure
n	FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int	Number of random values to be generated
p	FORTRAN 77: DOUBLE PRECISION Fortran 90: REAL(KIND=8), INTENT(IN) C: const double	Success probability `p` of a trial

Output Parameters

Name	Type	Description
r	FORTRAN 77: INTEGER4 Fortran 90:* INTEGER(KIND=4), INTENT(OUT) C: int*	Vector of `n` geometrically distributed random values

Name

Type

Description

FORTRAN 77: INTEGER*4

Fortran 90: INTEGER(KIND=4), INTENT(OUT)

C: int*

Vector of n geometrically distributed random values

Description

The vRngGeometric function generates geometrically distributed random numbers with probability p of a single trial success, where p∈R; 0 < p < 1.

A geometrically distributed variate represents the number of independent Bernoulli trials preceding the first success. The probability of a single Bernoulli trial success is p.

The probability distribution is given by:

P(X = k) = p·(1 - p)^k, k∈ {0,1,2, ... }.

The cumulative distribution function is as follows:

Return Values

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR: stream is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM: stream is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE: Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
VSL_RNG_ERROR_NO_NUMBERS: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.