onemkl::rng::gumbel

Generates Gumbel distributed random values.

Syntax

template<typename T = float, method Method =      inverse_function>
  class gumbel {
  public:
    gumbel(): gumbel((T)0.0, (T)1.0){}
    gumbel(T a, T b)
    gumbel(const gumbel<T, Method>& other)
    T a() const
    T b() const
    gumbel<T, Method>& operator=(const gumbel<T,      Method>& other)
  }

Include Files

• mkl_sycl.hpp

Description

The onemkl::rng::gumbel class object is used in the onemkl::rng::generate function to provide Gumbel distributed random numbers with displacement (a) and scalefactor (b, β), where a, β∈R ; β > 0.

The probability density function is given by:

The cumulative distribution function is as follows:

Input Parameters

Name	Type	Description
method	onemkl::rng::method	Generation method. The specific values are as follows: onemkl::rng::inverse_function See brief descriptions of the methods in Distributions Template Parameter onemkl::rng::method Values.
a	T (float, double)	Displacement a.
b	T (float, double)	Scalefactor b.

Parent topic: Distributions