oneapi::mkl::rng::beta¶

Generates beta distributed random values.

Description ¶

The oneapi::mkl::rng::beta class object is used in the oneapi::mkl::rng::generate function to provide random numbers with beta distribution that has shape parameters p and q, displacement a, and scale parameter (b, β), where p, q, a, and $\beta \in R ; p > 0, q > 0, \beta > 0$ .

The probability density function is given by:

$f_{p, q, a, \beta} (x) = \begin{cases} \frac{1}{B(p, q) \beta^{p+q-1}} (x-a)^{p-1} (\beta + a - x)^{q-1}, & a \leq x < a + \beta \\ 0, & x < a, x \geq a + \beta \end{cases}, - \infty < x < \infty$

where B(p, q) is the complete beta function.

The cumulative distribution function is as follows:

$f_{p, q, a, \beta} (x) = \begin{cases} 0, & x < a \\ \int_a^x \frac{1}{B(p, q) \beta^{p+q-1}} (y-a)^{p-1} (\beta + a - y)^{q-1}dy, & a \leq x < a + \beta \\ 1, & x \geq a + \beta \end{cases}, - \infty < x < \infty$

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 RealType = float,
  typename Method = beta_method::by_default>
  class beta {
  public:
  using method_type = Method; using result_type = RealType;
  beta(): beta((RealType)1.0, (RealType)1.0, (RealType)(0.0),
  (RealType)(1.0)){} explicit beta(RealType p, RealType q, RealType a,
  RealType b);
  explicit beta(const param_type& pt);
  RealType p() const;
  RealType q() const;
  RealType a() const;
  RealType b() 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 RealType = float

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

float

double

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

Generation method. The specific values are as follows:

oneapi::mkl::rng::beta_method::cja

oneapi::mkl::rng::beta_method::cja_accurate

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

Input Parameters¶

Name	Type	Description
p	`RealType (float, double)`	Shape `p`
q	`RealType (float, double)`	Shape `q`
a	`RealType (float, double)`	Displacement `a`.
b	`RealType (float, double)`	Scalefactor `b`.

oneapi::mkl::rng::gamma oneapi::mkl::rng::chi_square

oneAPI Math Kernel Library (oneMKL) documentation