Contents

oneapi::mkl::rng::rayleigh

Generates Rayleigh distributed random values.

Description

The oneapi::mkl::rng::rayleigh class object is used by the oneapi::mkl::rng::generate function to provide Rayleigh distributed random numbers with displacement (a) and scalefactor (b, β), where a, \beta \in R ; \beta > 0.

The Rayleigh distribution is a special case of the Weibull distribution, where the shape parameter α = 2.

The probability density function is given by:

f_{a, \beta}(x) = \begin{cases} \frac{2(x-a)}{\beta^2} \exp (-\frac{(x-a)^2}{\beta^2}), & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty

The cumulative distribution function is as follows:

F_{\alpha, \beta} (x) = \begin{cases} 1 - \exp\left(-\frac{(x-\alpha)^2}{\beta^2}\right), & x \geq \alpha) \\ 0, & 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 = rayleigh_method::by_default>
class rayleigh {
public:
using method_type = Method;
using result_type = RealType;
rayleigh(): rayleigh((RealType)0.0, (RealType)1.0){}
explicit rayleigh(RealType a, RealType b);
explicit rayleigh(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::rayleigh_method::by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::rayleigh_method::icdf

oneapi::mkl::rng::rayleigh_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.

b

RealType (float, double)

Scalefactor b.
oneapi::mkl::rng::cauchy oneapi::mkl::rng::lognormal