Device Engines (Basic Random Number Generators)

Intel® oneAPI Math Kernel Library (oneMKL) RNG provides two device pseudorandom number generators:

Routine

Description

oneapi::mkl::rng::device::mrg32k3a

The combined multiple recursive pseudorandom number generator MRG32k3a [L’Ecuyer99]

oneapi::mkl::rng::device::philox4x32x10

Philox4x32-10 counter-based pseudorandom number generator with a period of 2 128 PHILOX4X32X10 [Salmon11]
oneapi::mkl::rng::device::generate_single oneapi::mkl::rng::device::mrg32k3a