Uniform

Generates random numbers with uniform distribution.

Syntax

Fortran:

status = vsrnguniform( method, stream, n, r, a, b )

status = vdrnguniform( method, stream, n, r, a, b )

C:

status = vsRngUniform( method, stream, n, r, a, b );

status = vdRngUniform( method, stream, n, r, a, b );

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_UNIFORM_STD
VSL_RNG_METHOD_UNIFORM_STD_ACCURATE

Standard 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 vsrnguniform

DOUBLE PRECISION for vdrnguniform

Fortran 90: REAL, INTENT(IN) for vsrnguniform

DOUBLE PRECISION, INTENT(IN) for vdrnguniform

C: const float for vsRngUniform

const double for vdRngUniform

Left bound a

b

FORTRAN 77: REAL for vsrnguniform

DOUBLE PRECISION for vdrnguniform

Fortran 90: REAL, INTENT(IN) for vsrnguniform

DOUBLE PRECISION, INTENT(IN) for vdrnguniform

C: const float for vsRngUniform

const double for vdRngUniform

Right bound b

Output Parameters

Name

Type

Description

r

FORTRAN 77: REAL for vsrnguniform

DOUBLE PRECISION for vdrnguniform

Fortran 90: REAL, INTENT(OUT) for vsrnguniform

DOUBLE PRECISION, INTENT(OUT) for vdrnguniform

C: float* for vsRngUniform

double* for vdRngUniform

Vector of n random numbers uniformly distributed over the interval [a,b]

Description

The Uniform function generates random numbers uniformly distributed over the interval [a, b], where a, b are the left and right bounds of the interval, respectively, and a, b R ; a < b.

The probability density function is given by:


Equation

The cumulative distribution function is as follows:


Equation

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.


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