Contents

oneapi::mkl::rng::device::exponential

Generates normally distributed random numbers.

Description

The oneapi::mkl::rng::device::exponential class object is used in oneapi::mkl::rng::device::generate function to provide random numbers with exponential distribution that has displacement a and scalefactor β, where a, \beta \in R ; \beta > 0.

The probability density function is given by:

F_{a, \beta}(x) = \begin{cases} \frac{1}{\beta} \exp (-\frac{(x-a)}{\beta}), & 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 (-\frac{(x-a)}{\beta}), & x \geq a \\ 0, & x < a \end{cases}, - \infty < x < + \infty

API

Syntax

template<typename RealType, typename Method>
class exponential {
public:
using method_type = Method;
using result_type = RealType;
exponential (): exponential ((RealType)0.0, (RealType)1.0){}
explicit exponential (RealType mean, RealType stddev);
explicit exponential (const param_type& pt);
RealType a() const;
RealType beta() const;
param_type param() const;
void param(const param_type& pt);
};

Include Files

  • oneapi/mkl/rng/device.hpp

Template Parameters

typename RealType

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

float

double

typename Method

Generation method. The specific values are as follows:

oneapi::mkl::rng::device::exponential_method::icdf

oneapi::mkl::rng::device::exponential_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.

beta

RealType (float, double)

Scalefactor β.
oneapi::mkl::rng::device::lognormal oneapi::mkl::rng::device::uniform (Discrete)