oneapi::mkl::rng::gumbel¶
Generates Gumbel distributed random values.
Description¶
The oneapi::mkl::rng::gumbel class object is used in the oneapi::mkl::rng::generate function to provide Gumbel distributed random numbers with displacement (a) and scalefactor (b, β), where 
.
The probability density function is given by:
The cumulative distribution function is as follows:
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 = gumbel_method::by_default>
class gumbel {
public:
using method_type = Method; using result_type =
RealType; gumbel(): gumbel((RealType)0.0,
(RealType)1.0){} explicit gumbel(RealType a,
RealType b);
explicit gumbel(const param_type& pt);
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¶
Name |
Description |
|---|---|
|
Type of the produced values. The specific values are as follows:
|
|
Generation method. The specific values are as follows:
See brief descriptions of the methods in Distributions Template Parameter Method. |
Input Parameters¶
Name |
Type |
Description |
|---|---|---|
a |
|
Displacement |
b |
|
Scalefactor |