Contents

oneapi::mkl::rng::device::lognormal

Generates lognormally distributed random numbers.

Description

The oneapi::mkl::rng::device::lognormal class object is used in the oneapi::mkl::rng::device::generate function to provide random numbers with average of distribution (m, a) and standard deviation (s, σ) of subject normal distribution, displacement (displ, b), and scalefactor (scale, β), where a, σ, b, β ∈ R ; σ > 0 , β > 0.

The probability density function is given by:

F_{a, \sigma, b, \beta} (x) = \begin{cases} \frac{1}{\sigma (x - b) \sqrt {2\pi}} \exp \left( -\frac{\ln( \frac{x - b}{\beta}) - a)^2}{2\sigma^2} \right), & x > b \\ 0, & x \leq b \end{cases}

The cumulative distribution function is as follows:

F_{a, \sigma, b, \beta} (x) = \begin{cases} \Phi \left(\frac{\ln( \frac{x - b}{\beta}) - a}{\sigma}\right), & x > b \\ 0, & x \leq b \end{cases}

API

Syntax

template<typename RealType, typename Method>
class lognormal { public:
using method_type = Method; using result_type = RealType;
lognormal(): lognormal((RealType)0.0, (RealType)1.0, (RealType) 0.0,
(RealType)1.0){} explicit lognormal(RealType m, RealType s, RealType displ =
(RealType)0.0, RealType scale = (RealType)1.0);

explicit lognormal(const param_type& pt);
RealType m() const;
RealType s() const;
RealType displ() const;
RealType scale() const;
param_type param() const;
void param(const param_type& pt);
};

Include Files

  • oneapi/mkl/rng/device.hpp

Template Parameters

typename RealType

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

float

double

typename Method

Generation method. The specific values are as follows:

oneapi::mkl::rng::device::lognormal_method::box_muller2

Input Parameters

Name

Type

Description

m

RealType (float, double)

Average a of the subject normal distribution.

s

RealType (float, double)

Standard deviation σ of the subject normal distribution.

displ

RealType (float, double)

Displacement displ.

scale

RealType (float, double)

Scalefactor scale.
oneapi::mkl::rng::device::gaussian oneapi::mkl::rng::device::exponential