vSMC  v3.0.0
Scalable Monte Carlo
Classes | Typedefs | Functions
Intel Math Kernel Library

Random number generating using MKL. More...

Classes

class  vsmc::MKLEngine< BRNG, Bits >
 MKL RNG C++11 engine. More...
 
class  vsmc::MKLStream
 MKL VSLStreamStatePtr wrapper. More...
 

Typedefs

using vsmc::MKL_MCG59 = MKLEngine< VSL_BRNG_MCG59, 32 >
 A 59-bit multiplicative congruential generator. More...
 
using vsmc::MKL_MCG59_64 = MKLEngine< VSL_BRNG_MCG59, 64 >
 A 59-bit multiplicative congruential generator (64-bit) More...
 
using vsmc::MKL_MT19937 = MKLEngine< VSL_BRNG_MT19937, 32 >
 A Mersenne-Twister pseudoranom number genertor. More...
 
using vsmc::MKL_MT19937_64 = MKLEngine< VSL_BRNG_MT19937, 64 >
 A Mersenne-Twister pseudoranom number genertor (64-bit) More...
 
using vsmc::MKL_MT2203 = MKLEngine< VSL_BRNG_MT2203, 32 >
 A set of 6024 Mersenne-Twister pseudoranom number genertor. More...
 
using vsmc::MKL_MT2203_64 = MKLEngine< VSL_BRNG_MT2203, 64 >
 A set of 6024 Mersenne-Twister pseudoranom number genertor (64-bit) More...
 
using vsmc::MKL_NONDETERM = MKLEngine< VSL_BRNG_NONDETERM, 32 >
 A non-determinstic random number generator. More...
 
using vsmc::MKL_NONDETERM_64 = MKLEngine< VSL_BRNG_NONDETERM, 64 >
 A non-determinstic random number generator (64-bit) More...
 
using vsmc::MKL_SFMT19937 = MKLEngine< VSL_BRNG_SFMT19937, 32 >
 A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor. More...
 
using vsmc::MKL_SFMT19937_64 = MKLEngine< VSL_BRNG_SFMT19937, 64 >
 A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor (64-bit) More...
 

Functions

template<typename RNGType >
int vsmc::mkl_brng ()
 Register a C++11 RNG as MKL BRNG. More...
 
bool vsmc::operator!= (const MKLStream &stream1, const MKLStream &stream2)
 Inequality comparison of MKLStream. More...
 
template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > & vsmc::operator<< (std::basic_ostream< CharT, Traits > &os, const MKLStream &stream)
 Output of MKLStream. More...
 
bool vsmc::operator== (const MKLStream &stream1, const MKLStream &stream2)
 Equality comparison of MKLStream. More...
 
template<typename CharT , typename Traits >
std::basic_istream< CharT, Traits > & vsmc::operator>> (std::basic_istream< CharT, Traits > &is, MKLStream &stream)
 Input of MKLStream. More...
 

Detailed Description

Random number generating using MKL.

Typedef Documentation

using vsmc::MKL_MCG59 = typedef MKLEngine<VSL_BRNG_MCG59, 32>

A 59-bit multiplicative congruential generator.

Definition at line 1072 of file mkl.hpp.

using vsmc::MKL_MCG59_64 = typedef MKLEngine<VSL_BRNG_MCG59, 64>

A 59-bit multiplicative congruential generator (64-bit)

Definition at line 1076 of file mkl.hpp.

using vsmc::MKL_MT19937 = typedef MKLEngine<VSL_BRNG_MT19937, 32>

A Mersenne-Twister pseudoranom number genertor.

Definition at line 1080 of file mkl.hpp.

using vsmc::MKL_MT19937_64 = typedef MKLEngine<VSL_BRNG_MT19937, 64>

A Mersenne-Twister pseudoranom number genertor (64-bit)

Definition at line 1084 of file mkl.hpp.

using vsmc::MKL_MT2203 = typedef MKLEngine<VSL_BRNG_MT2203, 32>

A set of 6024 Mersenne-Twister pseudoranom number genertor.

Definition at line 1088 of file mkl.hpp.

using vsmc::MKL_MT2203_64 = typedef MKLEngine<VSL_BRNG_MT2203, 64>

A set of 6024 Mersenne-Twister pseudoranom number genertor (64-bit)

Definition at line 1092 of file mkl.hpp.

using vsmc::MKL_NONDETERM = typedef MKLEngine<VSL_BRNG_NONDETERM, 32>

A non-determinstic random number generator.

Definition at line 1106 of file mkl.hpp.

using vsmc::MKL_NONDETERM_64 = typedef MKLEngine<VSL_BRNG_NONDETERM, 64>

A non-determinstic random number generator (64-bit)

Definition at line 1110 of file mkl.hpp.

using vsmc::MKL_SFMT19937 = typedef MKLEngine<VSL_BRNG_SFMT19937, 32>

A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor.

Definition at line 1097 of file mkl.hpp.

using vsmc::MKL_SFMT19937_64 = typedef MKLEngine<VSL_BRNG_SFMT19937, 64>

A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor (64-bit)

Definition at line 1102 of file mkl.hpp.

Function Documentation

template<typename RNGType >
int vsmc::mkl_brng ( )
inline

Register a C++11 RNG as MKL BRNG.

Only engines defined in this library and the standard library are specialized. This function requires the C runtime of the library.

Definition at line 1502 of file mkl.hpp.

bool vsmc::operator!= ( const MKLStream stream1,
const MKLStream stream2 
)
inline

Inequality comparison of MKLStream.

Definition at line 648 of file mkl.hpp.

template<typename CharT , typename Traits >
std::basic_ostream<CharT, Traits>& vsmc::operator<< ( std::basic_ostream< CharT, Traits > &  os,
const MKLStream stream 
)
inline

Output of MKLStream.

Definition at line 656 of file mkl.hpp.

bool vsmc::operator== ( const MKLStream stream1,
const MKLStream stream2 
)
inline

Equality comparison of MKLStream.

Definition at line 626 of file mkl.hpp.

template<typename CharT , typename Traits >
std::basic_istream<CharT, Traits>& vsmc::operator>> ( std::basic_istream< CharT, Traits > &  is,
MKLStream stream 
)
inline

Input of MKLStream.

Definition at line 679 of file mkl.hpp.