Random Number Generators

Intel® oneAPI Math Kernel Library VS provides a set of routines implementing commonly used pseudorandom, quasi-random, or non-deterministic random number generators with continuous and discrete distribution. To improve performance, all these routines were developed using the calls to the highly optimizedBasic Random Number Generators (BRNGs) and vector mathematical functions (VM, see "Vector Mathematical Functions").

VS provides interfaces both for Fortran and C languages. For users of the C and C++ languages the mkl_vsl.h header file is provided. All header files are found in the following directory:

${MKL}/include

All VS routines can be classified into three major categories:

• Transformation routines for different types of statistical distributions, for example, uniform, normal (Gaussian), binomial, etc. These routines indirectly call basic random number generators, which are pseudorandom, quasi-random, or non-deterministic random number generators. Detailed description of the generators can be found in Distribution Generators.

• Service routines to handle random number streams: create, initialize, delete, copy, save to a binary file, load from a binary file, get the index of a basic generator. The description of these routines can be found in Service Routines.

• Registration routines for basic pseudorandom generators and routines that obtain properties of the registered generators (see Advanced Service Routines).

The last two categories are referred to as service routines.

• Random Number Generators Conventions
  
• Basic Generators
  
• Error Reporting
  
• VS RNG Usage ModelIntel® oneMKL RNG Usage Model
  
• Service Routines
  
• Distribution Generators
  
• Advanced Service Routines