oneapi::mkl::rng::geometric

Generates geometrically distributed random values.

Description

The oneapi::mkl::rng::geometric class object is used in the oneapi::mkl::rng::generate function to provide geometrically distributed random numbers with probability p of a single trial success, where p∈R; 0 <  p <  1.

A geometrically distributed variate represents the number of independent Bernoulli trials preceding the first success. The probability of a single Bernoulli trial success is p.

The probability distribution is given by:

P(X = k) = p·(1 - p)k, k∈ {0,1,2, … }.

The cumulative distribution function is as follows:

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

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 = geometric_method::by_default>
class geometric {
public:
using method_type = Method;
using result_type = IntType;
geometric(): geometric(0.5){} explicit geometric(float p);
explicit geometric(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

Name

Description

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:: geometric_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::geometric_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.