Contents

oneapi::mkl::rng::laplace

Generates random numbers with Laplace distribution.

Description

The oneapi::mkl::rng::laplace class object is used in the oneapi::mkl::rng::generate function to provide random numbers with Laplace distribution with mean value (or average) a and scalefactor ( b, β), where a, \beta \in R ; \beta > 0. The scalefactor value determines the standard deviation as

\sigma = \beta \sqrt{2}

The probability density function is given by:

F_{a, \beta}(x) = \frac{1}{\sqrt {2\beta}} \exp \left( -\frac{|x-a|}{\beta} \right), - \infty < x < + \infty

The cumulative distribution function is as follows:

F_{\alpha, \beta}(x) = \begin{cases} \frac{1}{2}\exp\left(-\frac{|x-\alpha|}{\beta}\right), & x \geq \alpha \\ 1 - \frac{1}{2}\exp\left(-\frac{|x-\alpha|}{\beta}\right), & x < \alpha \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 = laplace_method::by_default>
class laplace {
public:
using method_type = Method;
using result_type = RealType;
laplace(): laplace((RealType)0.0, (RealType)1.0){}
explicit laplace(RealType a, RealType b);
explicit laplace(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

typename RealType = float

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

float

double

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

Generation method. The specific values are as follows: oneapi::mkl::rng::laplace_method::icdf

See brief descriptions of the methods in Distributions Template Parameter Method

Input Parameters

Name

Type

Description

a

RealType (float, double)

Mean value a.

b

RealType (float, double)

Scalefactor b.
oneapi::mkl::rng::exponential oneapi::mkl::rng::weibull