Weibull

Generates Weibull distributed random numbers.

Syntax

Fortran:

status = vsrngweibull( method, stream, n, r, alpha, a, beta )

status = vdrngweibull( method, stream, n, r, alpha, a, beta )

status = vsRngWeibull( method, stream, n, r, alpha, a, beta );

status = vdRngWeibull( method, stream, n, r, alpha, 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: `VSL_RNG_METHOD_WEIBULL_ICDF` `VSL_RNG_METHOD_WEIBULL_ICDF_ACCURATE` Inverse cumulative distribution function method
stream	FORTRAN 77: INTEGER4 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
alpha	FORTRAN 77: REAL for vsrngweibull DOUBLE PRECISION for vdrngweibull Fortran 90: REAL, INTENT(IN) for vsrngweibull DOUBLE PRECISION, INTENT(IN) for vdrngweibull C: const float for vsRngWeibull const double for vdRngWeibull	Shape α.
a	FORTRAN 77: REAL for vsrngweibull DOUBLE PRECISION for vdrngweibull Fortran 90: REAL, INTENT(IN) for vsrngweibull DOUBLE PRECISION, INTENT(IN) for vdrngweibull C: const float for vsRngWeibull const double for vdRngWeibull	Displacement `a`
beta	FORTRAN 77: REAL for vsrngweibull DOUBLE PRECISION for vdrngweibull Fortran 90: REAL, INTENT(IN) for vsrngweibull DOUBLE PRECISION, INTENT(IN) for vdrngweibull C: const float for vsRngWeibull const double for vdRngWeibull	Scalefactor β.

Output Parameters

Name	Type	Description
r	FORTRAN 77: REAL for vsrngweibull DOUBLE PRECISION for vdrngweibull Fortran 90: REAL, INTENT(OUT) for vsrngweibull DOUBLE PRECISION, INTENT(OUT) for vdrngweibull C: float* for vsRngWeibull double* for vdRngWeibull	Vector of `n` Weibull distributed random numbers

Name

Type

Description

FORTRAN 77: REAL for vsrngweibull

DOUBLE PRECISION for vdrngweibull

Fortran 90: REAL, INTENT(OUT) for vsrngweibull

DOUBLE PRECISION, INTENT(OUT) for vdrngweibull

C: float* for vsRngWeibull

double* for vdRngWeibull

Vector of n Weibull distributed random numbers

Description

The Weibull function generates Weibull distributed random numbers with displacement a, scalefactor β, and shape α, where α, β, a∈R ; α > 0, β > 0.

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.