Generates random numbers with Laplace distribution.
Syntax
Fortran:
status = vsrnglaplace( method, stream, n, r, a, beta )
status = vdrnglaplace( method, stream, n, r, a, beta )
C:
status = vsRngLaplace( method, stream, n, r, a, beta );
status = vdRngLaplace( method, stream, n, r, a, beta );
Include Files
The FORTRAN 77 interfaces are specified in the mkl_vsl.f77 include file, the Fortran 90 interfaces are specified in the mkl_vsl.f90 include file, and the C interfaces are specified in the mkl_vsl_functions.h include file.
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int |
Generation method. The specific values are as follows: Inverse cumulative distribution function method |
stream |
FORTRAN 77: INTEGER*4 stream(2) Fortran 90: TYPE (VSL_STREAM_STATE), INTENT(IN) C: VSLStreamStatePtr |
Fortran: Descriptor of the stream state structure. C: Pointer to the stream state structure |
n |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int |
Number of random values to be generated |
a |
FORTRAN 77: REAL for vsrnglaplace DOUBLE PRECISION for vdrnglaplace Fortran 90: REAL, INTENT(IN) for vsrnglaplace DOUBLE PRECISION, INTENT(IN) for vdrnglaplace C: const float for vsRngLaplace const double for vdRngLaplace |
Mean value a |
beta |
FORTRAN 77: REAL for vsrnglaplace DOUBLE PRECISION for vdrnglaplace Fortran 90: REAL, INTENT(IN) for vsrnglaplace DOUBLE PRECISION, INTENT(IN) for vdrnglaplace C: const float for vsRngLaplace const double for vdRngLaplace |
Scalefactor β. |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
FORTRAN 77: REAL for vsrnglaplace DOUBLE PRECISION for vdrnglaplace Fortran 90: REAL, INTENT(OUT) for vsrnglaplace DOUBLE PRECISION, INTENT(OUT) for vdrnglaplace C: float* for vsRngLaplace double* for vdRngLaplace |
Vector of n Laplace distributed random numbers |
Description
The Laplace function generates random numbers with Laplace distribution with mean value (or average) a and scalefactor β, where a, β∈R ; β > 0. The scalefactor value determines the standard deviation as
The probability density function is given by:
The cumulative distribution function is as follows:
Return Values
- VSL_ERROR_OK, VSL_STATUS_OK
Indicates no error, execution is successful.
- VSL_ERROR_NULL_PTR
stream is a NULL pointer.
- VSL_RNG_ERROR_BAD_STREAM
stream is not a valid random stream.
- VSL_RNG_ERROR_BAD_UPDATE
Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
- VSL_RNG_ERROR_NO_NUMBERS
Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
- VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED
Period of the generator has been exceeded.