Contents

oneapi::mkl::rng::multinomial

Generates multinomially distributed random numbers.

Description

The oneapi::mkl::rng::multinomial class object is used in the oneapi::mkl::rng::generate function to provide multinomially distributed random numbers with ntrial independent trials and k possible mutually exclusive outcomes, with corresponding probabilities pi, where pi∈R; 0 ≤pi≤ 1, m∈N, k∈N.

The probability distribution is given by:

P (X_1 = x_1, \ldots, X_k = x_k) = \frac {m!} {\prod_{i=1}^k x_i!} \prod_{i=1}^k {p_i}^{x_i}, 0 \leq x_i \leq m, \sum_{i=1}^k x_i = m

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 = multinomial_method::by_default>
class multinomial {
public:
using method_type = Method;
using result_type = IntType;
explicit multinomial(double ntrial, std::vector<double> p);
explicit multinomial(const param_type& pt);
std::int32_t ntrial() const;
std::vector<double> p() const;
param_type param() const;
void param(const param_type& pt);
};

Devices supported: Host, CPU, and GPU

Note

This distribution only supports input parameters (on GPU) which follow the condition (k \geq ntrial * 16 \land ntrial \leq 16), where k is the probability vector length.

Include Files

  • oneapi/mkl/rng.hpp

Template Parameters

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::multinomial_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::multinomial_method::poisson_icdf_based

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

Input Parameters

Name

Type

Description

ntrial

std::int32_t

Number of independent trials m.

p

std::vector<double>

Probability vector of possible outcomes (k length).
oneapi::mkl::rng::negative_binomial Random Number Generators Device Routines