oneapi::mkl::rng::weibull¶

Generates Weibull distributed random numbers.

Description ¶

The oneapi::mkl::rng::weibull class object is used in the oneapi::mkl::rng::generate function to provide Weibull distributed random numbers with displacement a, scalefactor β, and shape $\alpha$ , where $\alpha, \beta, a \in R ; \alpha > 0, \beta > 0$ .

The probability density function is given by:

$F_{a, \alpha, \beta}(x) = \begin{cases} \frac{\alpha}{\beta^\alpha} (x - a)^{\alpha - 1} \exp \left( - {\left( \frac{x-a}{\beta} \right)}^{\alpha} \right), & x \geq a \\ 0, & x < a \end{cases}$

The cumulative distribution function is as follows:

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

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¶

namespace oneapi::mkl::rng {
template<typename RealType = float, typename Method = weibull_method::by_default>
class weibull {
public:
    using method_type = Method;
    using result_type = RealType;
    weibull(): weibull((Real_Type)1.0, (RealType)0.0, (RealType)1.0){}
    explicit weibull(RealType alpha, RealType a, RealType beta);
    explicit weibull(const param_type& pt);
    RealType alpha() const;
    RealType a() const;
    RealType beta() 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::weibull_method::by_default

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

oneapi::mkl::rng::weibull_method::icdf_accurate

See brief descriptions of the methods in Distributions Template Parameter Method

Input Parameters¶

Name	Type	Description
alpha	`RealType (float, double)`	Shape α
a	`RealType (float, double)`	Displacement `a`.
beta	`RealType (float, double)`	Scalefactor β.

oneapi::mkl::rng::laplace oneapi::mkl::rng::cauchy

oneAPI Math Kernel Library (oneMKL) documentation