MKL VSLStreamStatePtr wrapper. More...

#include <vsmc/rng/mkl.hpp>

Public Member Functions
	MKLStream (::VSLStreamStatePtr ptr=nullptr)

	MKLStream (MKL_INT brng, MKL_UINT seed)
	`vslNewStream` More...

	MKLStream (MKL_INT brng, MKL_INT n, unsigned *params)
	`vslNewStreamEx` More...

	MKLStream (const MKLStream &other)
	`vslCopyStream` More...

	MKLStream (MKLStream &&other)

	~MKLStream ()
	`vslDeleteStream` More...

int	bernoulli (MKL_INT n, int *r, double p, MKL_INT method=VSL_RNG_METHOD_BERNOULLI_ICDF)
	`viRngBernoulli` More...

int	beta (MKL_INT n, float *r, float p, float q, float a, float beta, MKL_INT method=VSL_RNG_METHOD_BETA_CJA)
	`vsRngBeta` More...

int	beta (MKL_INT n, double *r, double p, double q, double a, double beta, MKL_INT method=VSL_RNG_METHOD_BETA_CJA)
	`vdRngBeta` More...

int	binomial (MKL_INT n, int *r, int ntrial, double p, MKL_INT method=VSL_RNG_METHOD_BINOMIAL_BTPE)
	`viRngBinomial` More...

int	cauchy (MKL_INT n, float *r, float a, float beta, MKL_INT method=VSL_RNG_METHOD_CAUCHY_ICDF)
	`vsRngCauchy` More...

int	cauchy (MKL_INT n, double *r, double a, double beta, MKL_INT method=VSL_RNG_METHOD_CAUCHY_ICDF)
	`vdRngCauchy` More...

bool	empty () const

int	exponential (MKL_INT n, float *r, float a, float beta, MKL_INT method=VSL_RNG_METHOD_EXPONENTIAL_ICDF)
	`vsRngExponential` More...

int	exponential (MKL_INT n, double *r, double a, double beta, MKL_INT method=VSL_RNG_METHOD_EXPONENTIAL_ICDF)
	`vdRngExponential` More...

int	gamma (MKL_INT n, float *r, float alpha, float a, float beta, MKL_INT method=VSL_RNG_METHOD_GAMMA_GNORM)
	`vsRngGamma` More...

int	gamma (MKL_INT n, double *r, double alpha, double a, double beta, MKL_INT method=VSL_RNG_METHOD_GAMMA_GNORM)
	`vdRngGamma` More...

int	gaussian (MKL_INT n, float *r, float a, float sigma, MKL_INT method=VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2)
	`vsRngGaussian` More...

int	gaussian (MKL_INT n, double *r, double a, double sigma, MKL_INT method=VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2)
	`vdRngGaussian` More...

int	gaussian_mv (MKL_INT n, float r, MKL_INT dimen, MKL_INT mstorage, const float a, const float *t, MKL_INT method=VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2)
	`vsRngGaussianMV` More...

int	gaussian_mv (MKL_INT n, double r, MKL_INT dimen, MKL_INT mstorage, const double a, const double *t, MKL_INT method=VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2)
	`vdRngGaussianMV` More...

int	geometric (MKL_INT n, int *r, double p, MKL_INT method=VSL_RNG_METHOD_GEOMETRIC_ICDF)
	`viRngGeometric` More...

int	get_brng () const
	`vslGetStreamStateBrng` More...

int	get_size () const
	`vslGetStreamSize` More...

int	gumbel (MKL_INT n, float *r, float a, float beta, MKL_INT method=VSL_RNG_METHOD_GUMBEL_ICDF)
	`vsRngGumbel` More...

int	gumbel (MKL_INT n, double *r, double a, double beta, MKL_INT method=VSL_RNG_METHOD_GUMBEL_ICDF)
	`vdRngGumbel` More...

int	hypergeometric (MKL_INT n, int *r, int l, int s, int m, MKL_INT method=VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE)
	`viRngHypergeometric` More...

int	laplace (MKL_INT n, float *r, float a, float beta, MKL_INT method=VSL_RNG_METHOD_LAPLACE_ICDF)
	`vsRngLaplace` More...

int	laplace (MKL_INT n, double *r, double a, double beta, MKL_INT method=VSL_RNG_METHOD_LAPLACE_ICDF)
	`vdRngLaplace` More...

int	leapfrog (MKL_INT k, MKL_INT nstreams)
	`vslLeapfrogStream` More...

int	load_f (const std::string &fname)
	`vslSaveStreamF` More...

int	load_m (const char *memptr)
	`vslLoadStreamM` More...

int	lognormal (MKL_INT n, float *r, float a, float sigma, float b, float beta, MKL_INT method=VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2)
	`vsRngLognormal` More...

int	lognormal (MKL_INT n, double *r, double a, double sigma, double b, double beta, MKL_INT method=VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2)
	`vdRngLognormal` More...

int	neg_binomial (MKL_INT n, int *r, double a, double p, MKL_INT method=VSL_RNG_METHOD_NEGBINOMIAL_NBAR)
	`viRngNegbinomial` More...

MKLStream &	operator= (const MKLStream &other)
	`vslCopyStream`/`vslCopySreamState` More...

MKLStream &	operator= (MKLStream &&other)

int	poisson (MKL_INT n, int *r, double lambda, MKL_INT method=VSL_RNG_METHOD_POISSON_PTPE)
	`viRngPoisson` More...

int	poisson_v (MKL_INT n, int r, const double lambda, MKL_INT method=VSL_RNG_METHOD_POISSONV_POISNORM)
	`viRngPoissonV` More...

int	rayleigh (MKL_INT n, float *r, float a, float beta, MKL_INT method=VSL_RNG_METHOD_RAYLEIGH_ICDF)
	`vsRngRayleigh` More...

int	rayleigh (MKL_INT n, double *r, double a, double beta, MKL_INT method=VSL_RNG_METHOD_RAYLEIGH_ICDF)
	`vdRngRayleigh` More...

int	release ()
	`vslDeleteStream` More...

int	reset (::VSLStreamStatePtr ptr)

int	reset (MKL_INT brng, MKL_UINT seed)
	`vslNewStream` More...

int	reset (MKL_INT brng, MKL_INT n, unsigned *params)
	`vslNewStreamEx` More...

int	save_f (const std::string &fname) const
	`vslSaveStreamF` More...

int	save_m (char *memptr) const
	`vslSaveStreamM` More...

int	skip_ahead (long long nskip)
	`vslSkipAheadStream` More...

int	uniform (MKL_INT n, float *r, float a, float b, MKL_INT method=VSL_RNG_METHOD_UNIFORM_STD)
	`vsRngUniform` More...

int	uniform (MKL_INT n, double *r, double a, double b, MKL_INT method=VSL_RNG_METHOD_UNIFORM_STD)
	`vdRngUniform` More...

int	uniform (MKL_INT n, int *r, int a, int b, MKL_INT method=VSL_RNG_METHOD_UNIFORM_STD)
	`viRngUniform` More...

int	uniform_bits (MKL_INT n, unsigned *r, MKL_INT method=VSL_RNG_METHOD_UNIFORMBITS_STD)
	`viRngUniform` More...

int	uniform_bits32 (MKL_INT n, unsigned *r, MKL_INT method=VSL_RNG_METHOD_UNIFORMBITS32_STD)
	`viRngUniform32` More...

int	uniform_bits64 (MKL_INT n, unsigned MKL_INT64 *r, MKL_INT method=VSL_RNG_METHOD_UNIFORMBITS64_STD)
	`viRngUniform64` More...

int	weibull (MKL_INT n, float *r, float alpha, float a, float beta, MKL_INT method=VSL_RNG_METHOD_WEIBULL_ICDF)
	`vsRngWeibull` More...

int	weibull (MKL_INT n, double *r, double alpha, double a, double beta, MKL_INT method=VSL_RNG_METHOD_WEIBULL_ICDF)
	`vdRngWeibull` More...

Static Public Member Functions
static int	get_brng_properties (MKL_INT brng,::VSLBRngProperties *properties)
	`vslGetBrngProperties` More...

static int	get_num_reg_brngs ()
	`vslGetNumRegBrngs` More...

static bool	has_leap_frog (MKL_INT brng)
	Test if `vslLeapfrogStream` is supported. More...

static bool	has_skip_ahead (MKL_INT brng)
	Test if `vslSkipAheadStream` is supported. More...

static bool	has_uniform_bits32 (MKL_INT brng, MKL_INT method=VSL_RNG_METHOD_UNIFORMBITS32_STD)
	Test if `viRngUniformBits32` is supported. More...

static bool	has_uniform_bits64 (MKL_INT brng, MKL_INT method=VSL_RNG_METHOD_UNIFORMBITS64_STD)
	Test if `viRngUniformBits64` is supported. More...

Detailed Description

MKL VSLStreamStatePtr wrapper.

Definition at line 83 of file mkl.hpp.

Constructor & Destructor Documentation

vsmc::MKLStream::MKLStream ( ::VSLStreamStatePtr ptr = nullptr )

inlineexplicit

Definition at line 86 of file mkl.hpp.

vsmc::MKLStream::MKLStream	(	MKL_INT	brng,
		MKL_UINT	seed
	)

inline

vslNewStream

Definition at line 92 of file mkl.hpp.

vsmc::MKLStream::MKLStream	(	MKL_INT	brng,
		MKL_INT	n,
		unsigned *	params
	)

inline

vslNewStreamEx

Definition at line 98 of file mkl.hpp.

vsmc::MKLStream::MKLStream ( const MKLStream & other )

inline

vslCopyStream

Definition at line 104 of file mkl.hpp.

vsmc::MKLStream::MKLStream ( MKLStream && other )

inline

Definition at line 128 of file mkl.hpp.

vsmc::MKLStream::~MKLStream ( )

inline

vslDeleteStream

Definition at line 142 of file mkl.hpp.

Member Function Documentation

int vsmc::MKLStream::bernoulli	(	MKL_INT	n,
		int *	r,
		double	p,
		MKL_INT	method = `VSL_RNG_METHOD_BERNOULLI_ICDF`
	)

inline

viRngBernoulli

Definition at line 558 of file mkl.hpp.

int vsmc::MKLStream::beta	(	MKL_INT	n,
		float *	r,
		float	p,
		float	q,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_BETA_CJA`
	)

inline

vsRngBeta

Definition at line 504 of file mkl.hpp.

int vsmc::MKLStream::beta	(	MKL_INT	n,
		double *	r,
		double	p,
		double	q,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_BETA_CJA`
	)

inline

vdRngBeta

Definition at line 513 of file mkl.hpp.

int vsmc::MKLStream::binomial	(	MKL_INT	n,
		int *	r,
		int	ntrial,
		double	p,
		MKL_INT	method = `VSL_RNG_METHOD_BINOMIAL_BTPE`
	)

inline

viRngBinomial

Definition at line 576 of file mkl.hpp.

int vsmc::MKLStream::cauchy	(	MKL_INT	n,
		float *	r,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_CAUCHY_ICDF`
	)

inline

vsRngCauchy

Definition at line 414 of file mkl.hpp.

int vsmc::MKLStream::cauchy	(	MKL_INT	n,
		double *	r,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_CAUCHY_ICDF`
	)

inline

vdRngCauchy

Definition at line 423 of file mkl.hpp.

bool vsmc::MKLStream::empty ( ) const

inline

Definition at line 191 of file mkl.hpp.

int vsmc::MKLStream::exponential	(	MKL_INT	n,
		float *	r,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_EXPONENTIAL_ICDF`
	)

inline

vsRngExponential

Definition at line 360 of file mkl.hpp.

int vsmc::MKLStream::exponential	(	MKL_INT	n,
		double *	r,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_EXPONENTIAL_ICDF`
	)

inline

vdRngExponential

Definition at line 369 of file mkl.hpp.

int vsmc::MKLStream::gamma	(	MKL_INT	n,
		float *	r,
		float	alpha,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_GAMMA_GNORM`
	)

inline

vsRngGamma

Definition at line 486 of file mkl.hpp.

int vsmc::MKLStream::gamma	(	MKL_INT	n,
		double *	r,
		double	alpha,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_GAMMA_GNORM`
	)

inline

vdRngGamma

Definition at line 495 of file mkl.hpp.

int vsmc::MKLStream::gaussian	(	MKL_INT	n,
		float *	r,
		float	a,
		float	sigma,
		MKL_INT	method = `VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2`
	)

inline

vsRngGaussian

Definition at line 322 of file mkl.hpp.

int vsmc::MKLStream::gaussian	(	MKL_INT	n,
		double *	r,
		double	a,
		double	sigma,
		MKL_INT	method = `VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2`
	)

inline

vdRngGaussian

Definition at line 331 of file mkl.hpp.

int vsmc::MKLStream::gaussian_mv	(	MKL_INT	n,
		float *	r,
		MKL_INT	dimen,
		MKL_INT	mstorage,
		const float *	a,
		const float *	t,
		MKL_INT	method = `VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2`
	)

inline

vsRngGaussianMV

Definition at line 340 of file mkl.hpp.

int vsmc::MKLStream::gaussian_mv	(	MKL_INT	n,
		double *	r,
		MKL_INT	dimen,
		MKL_INT	mstorage,
		const double *	a,
		const double *	t,
		MKL_INT	method = `VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2`
	)

inline

vdRngGaussianMV

Definition at line 350 of file mkl.hpp.

int vsmc::MKLStream::geometric	(	MKL_INT	n,
		int *	r,
		double	p,
		MKL_INT	method = `VSL_RNG_METHOD_GEOMETRIC_ICDF`
	)

inline

viRngGeometric

Definition at line 567 of file mkl.hpp.

int vsmc::MKLStream::get_brng ( ) const

inline

vslGetStreamStateBrng

Definition at line 251 of file mkl.hpp.

static int vsmc::MKLStream::get_brng_properties	(	MKL_INT	brng,
		::VSLBRngProperties *	properties
	)

inlinestatic

vslGetBrngProperties

Definition at line 257 of file mkl.hpp.

static int vsmc::MKLStream::get_num_reg_brngs ( )

inlinestatic

vslGetNumRegBrngs

Definition at line 254 of file mkl.hpp.

int vsmc::MKLStream::get_size ( ) const

inline

vslGetStreamSize

Definition at line 233 of file mkl.hpp.

int vsmc::MKLStream::gumbel	(	MKL_INT	n,
		float *	r,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_GUMBEL_ICDF`
	)

inline

vsRngGumbel

Definition at line 468 of file mkl.hpp.

int vsmc::MKLStream::gumbel	(	MKL_INT	n,
		double *	r,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_GUMBEL_ICDF`
	)

inline

vdRngGumbel

Definition at line 477 of file mkl.hpp.

static bool vsmc::MKLStream::has_leap_frog ( MKL_INT brng )

inlinestatic

Test if vslLeapfrogStream is supported.

Definition at line 266 of file mkl.hpp.

static bool vsmc::MKLStream::has_skip_ahead ( MKL_INT brng )

inlinestatic

Test if vslSkipAheadStream is supported.

Definition at line 274 of file mkl.hpp.

static bool vsmc::MKLStream::has_uniform_bits32	(	MKL_INT	brng,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORMBITS32_STD`
	)

inlinestatic

Test if viRngUniformBits32 is supported.

Definition at line 282 of file mkl.hpp.

static bool vsmc::MKLStream::has_uniform_bits64	(	MKL_INT	brng,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORMBITS64_STD`
	)

inlinestatic

Test if viRngUniformBits64 is supported.

Definition at line 293 of file mkl.hpp.

int vsmc::MKLStream::hypergeometric	(	MKL_INT	n,
		int *	r,
		int	l,
		int	s,
		int	m,
		MKL_INT	method = `VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE`
	)

inline

viRngHypergeometric

Definition at line 585 of file mkl.hpp.

int vsmc::MKLStream::laplace	(	MKL_INT	n,
		float *	r,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_LAPLACE_ICDF`
	)

inline

vsRngLaplace

Definition at line 378 of file mkl.hpp.

int vsmc::MKLStream::laplace	(	MKL_INT	n,
		double *	r,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_LAPLACE_ICDF`
	)

inline

vdRngLaplace

Definition at line 387 of file mkl.hpp.

int vsmc::MKLStream::leapfrog	(	MKL_INT	k,
		MKL_INT	nstreams
	)

inline

vslLeapfrogStream

Definition at line 236 of file mkl.hpp.

int vsmc::MKLStream::load_f ( const std::string & fname )

inline

vslSaveStreamF

Definition at line 201 of file mkl.hpp.

int vsmc::MKLStream::load_m ( const char * memptr )

inline

vslLoadStreamM

Definition at line 221 of file mkl.hpp.

int vsmc::MKLStream::lognormal	(	MKL_INT	n,
		float *	r,
		float	a,
		float	sigma,
		float	b,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2`
	)

inline

vsRngLognormal

Definition at line 450 of file mkl.hpp.

int vsmc::MKLStream::lognormal	(	MKL_INT	n,
		double *	r,
		double	a,
		double	sigma,
		double	b,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_LOGNORMAL_BOXMULLER2`
	)

inline

vdRngLognormal

Definition at line 459 of file mkl.hpp.

int vsmc::MKLStream::neg_binomial	(	MKL_INT	n,
		int *	r,
		double	a,
		double	p,
		MKL_INT	method = `VSL_RNG_METHOD_NEGBINOMIAL_NBAR`
	)

inline

viRngNegbinomial

Definition at line 612 of file mkl.hpp.

MKLStream& vsmc::MKLStream::operator= ( const MKLStream & other )

inline

vslCopyStream/vslCopySreamState

Definition at line 114 of file mkl.hpp.

MKLStream& vsmc::MKLStream::operator= ( MKLStream && other )

inline

Definition at line 130 of file mkl.hpp.

int vsmc::MKLStream::poisson	(	MKL_INT	n,
		int *	r,
		double	lambda,
		MKL_INT	method = `VSL_RNG_METHOD_POISSON_PTPE`
	)

inline

viRngPoisson

Definition at line 594 of file mkl.hpp.

int vsmc::MKLStream::poisson_v	(	MKL_INT	n,
		int *	r,
		const double *	lambda,
		MKL_INT	method = `VSL_RNG_METHOD_POISSONV_POISNORM`
	)

inline

viRngPoissonV

Definition at line 603 of file mkl.hpp.

int vsmc::MKLStream::rayleigh	(	MKL_INT	n,
		float *	r,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_RAYLEIGH_ICDF`
	)

inline

vsRngRayleigh

Definition at line 432 of file mkl.hpp.

int vsmc::MKLStream::rayleigh	(	MKL_INT	n,
		double *	r,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_RAYLEIGH_ICDF`
	)

inline

vdRngRayleigh

Definition at line 441 of file mkl.hpp.

int vsmc::MKLStream::release ( )

inline

vslDeleteStream

Definition at line 179 of file mkl.hpp.

int vsmc::MKLStream::reset ( ::VSLStreamStatePtr ptr )

inline

Definition at line 144 of file mkl.hpp.

int vsmc::MKLStream::reset	(	MKL_INT	brng,
		MKL_UINT	seed
	)

inline

vslNewStream

Definition at line 153 of file mkl.hpp.

int vsmc::MKLStream::reset	(	MKL_INT	brng,
		MKL_INT	n,
		unsigned *	params
	)

inline

vslNewStreamEx

Definition at line 166 of file mkl.hpp.

int vsmc::MKLStream::save_f ( const std::string & fname ) const

inline

vslSaveStreamF

Definition at line 194 of file mkl.hpp.

int vsmc::MKLStream::save_m ( char * memptr ) const

inline

vslSaveStreamM

Definition at line 214 of file mkl.hpp.

int vsmc::MKLStream::skip_ahead ( long long nskip )

inline

vslSkipAheadStream

Definition at line 244 of file mkl.hpp.

int vsmc::MKLStream::uniform	(	MKL_INT	n,
		float *	r,
		float	a,
		float	b,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORM_STD`
	)

inline

vsRngUniform

Definition at line 304 of file mkl.hpp.

int vsmc::MKLStream::uniform	(	MKL_INT	n,
		double *	r,
		double	a,
		double	b,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORM_STD`
	)

inline

vdRngUniform

Definition at line 313 of file mkl.hpp.

int vsmc::MKLStream::uniform	(	MKL_INT	n,
		int *	r,
		int	a,
		int	b,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORM_STD`
	)

inline

viRngUniform

Definition at line 522 of file mkl.hpp.

int vsmc::MKLStream::uniform_bits	(	MKL_INT	n,
		unsigned *	r,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORMBITS_STD`
	)

inline

viRngUniform

Definition at line 531 of file mkl.hpp.

int vsmc::MKLStream::uniform_bits32	(	MKL_INT	n,
		unsigned *	r,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORMBITS32_STD`
	)

inline

viRngUniform32

Definition at line 540 of file mkl.hpp.

int vsmc::MKLStream::uniform_bits64	(	MKL_INT	n,
		unsigned MKL_INT64 *	r,
		MKL_INT	method = `VSL_RNG_METHOD_UNIFORMBITS64_STD`
	)

inline

viRngUniform64

Definition at line 549 of file mkl.hpp.

int vsmc::MKLStream::weibull	(	MKL_INT	n,
		float *	r,
		float	alpha,
		float	a,
		float	beta,
		MKL_INT	method = `VSL_RNG_METHOD_WEIBULL_ICDF`
	)

inline

vsRngWeibull

Definition at line 396 of file mkl.hpp.

int vsmc::MKLStream::weibull	(	MKL_INT	n,
		double *	r,
		double	alpha,
		double	a,
		double	beta,
		MKL_INT	method = `VSL_RNG_METHOD_WEIBULL_ICDF`
	)

inline

vdRngWeibull

Definition at line 405 of file mkl.hpp.

Public Member Functions

Static Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation