oneapi::mkl::rng::bernoulli

Generates Bernoulli distributed random values.

Description

The oneapi::mkl::rng::bernoulli class object is used in the oneapi::mkl::rng::generate function to provide Bernoulli distributed random numbers with probability p of a single trial success, where p \epsilon R; 0 \leq p \leq 1.

A variate is called Bernoulli distributed, if after a trial it is equal to 1 with probability of success p, and to 0 with probability 1 - p.

The probability distribution is given by:

P(X =1) = p

P(X=0) = 1-p

The cumulative distribution function is as follows:

F_p(x) =
\begin{cases}
   0, & x < 0 \\
   1 - p, & 0 \leq x < 1, x \in R \\
   1, & x \geq 1
\end{cases}

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201

API

Syntax

template<typename IntType = std::int32_t,
  typename Method = bernoulli_method::by_default>
  class bernoulli {
  public:
  using method_type = Method;
  using result_type = IntType;
  bernoulli(): bernoulli(0.5){} explicit bernoulli(float p);
  explicit bernoulli(const param_type& pt);
  float p() const;
  param_type param() const;
  void param(const param_type& pt);
};

Devices supported: Host, CPU, and GPU.

Include Files

  • oneapi/mkl/rng.hpp

Template Parameters

typename_IntType = std::int32_t

Type of the produced values. The specific values are as follows:

std::int32_t

std::uint32_t

typename Method = oneapi::mkl::rng::bernoulli_method::by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::bernoulli_method::icdf

See brief descriptions of the methods in Distributions Template Parameter Method.

Input Parameters

Name

Type

Description

p

float

Success probability p of a trial.