oneapi::mkl::rng::exponential

Generates exponentially distributed random numbers.

Description

The oneapi::mkl::rng::exponential class object is used in oneapi::mkl::rng::generate function to provide random numbers with exponential distribution that has displacement a and scalefactor β, where a, \beta \in R ; \beta > 0.

The probability density function is given by:

F_{a, \beta}(x) =
\begin{cases}
   \frac{1}{\beta} \exp (-\frac{(x-a)}{\beta}), & x \geq a \\
   0, & x < a
\end{cases},
- \infty < x < + \infty

The cumulative distribution function is as follows:

F_{a, \beta}(x) =
\begin{cases}
   1 - \exp (-\frac{(x-a)}{\beta}), & x \geq a \\
   0, & x < a
\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 = exponential_method::by_default>
class exponential {
public:
using method_type = Method;
using result_type = RealType;
exponential(): exponential((RealType)0.0, (RealType)1.0){}
explicit exponential(RealType a, RealType beta);
explicit exponential(const param_type& pt);
RealType a() const;
RealType beta() 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::exponential_method::by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::exponential_method::icdf

oneapi::mkl::rng::exponential_method::icdf_accurate

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

Input Parameters

Name

Type

Description

a

RealType (float, double)

Displacement a.

beta

RealType (float, double)

Scalefactor β.