mkl.hpp File Reference

#include <vsmc/rng/internal/common.hpp>
#include <vsmc/rng/uniform_real_distribution.hpp>

Go to the source code of this file.

Classes
class	vsmc::internal::MKLMaxOffset< BRNG >
class	vsmc::internal::MKLMaxOffset< VSL_BRNG_MT2203 >
class	vsmc::internal::MKLMaxOffset< VSL_BRNG_WH >
class	vsmc::internal::MKLOffset< BRNG, MaxOffset >
class	vsmc::internal::MKLOffset< BRNG, 0 >
class	vsmc::internal::MKLResultTypeTrait< int >
class	vsmc::internal::MKLResultTypeTrait< 32 >
class	vsmc::internal::MKLResultTypeTrait< 64 >
class	vsmc::internal::MKLStreamState< RNGType >
class	vsmc::internal::MKLUniformBits< int >
class	vsmc::internal::MKLUniformBits< 32 >
class	vsmc::internal::MKLUniformBits< 64 >
class	vsmc::MKLEngine< BRNG, Bits >
	MKL RNG C++11 engine. More...
class	vsmc::MKLStream
	MKL VSLStreamStatePtr wrapper. More...

Namespaces
	vsmc
	vsmc::internal

Macros
#define	VSMC_RUNTIME_ASSERT_RNG_MKL_DISCARD
#define	VSMC_RUNTIME_WARNING_RNG_MKL_OFFSET

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...
template<int Bits>
using	vsmc::internal::MKLResultType = typename MKLResultTypeTrait< Bits >::type

Functions
template<MKL_INT BRNG, int Bits>
void	vsmc::beta_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::beta_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::cauchy_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::cauchy_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::exponential_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::exponential_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::extreme_value_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::extreme_value_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::gamma_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::gamma_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::laplace_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::laplace_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::lognormal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::lognormal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<typename RNGType >
int	vsmc::mkl_brng ()
	Register a C++11 RNG as MKL BRNG. More...
int	vsmc::internal::mkl_error_check (int status, const char *cpp, const char *c)
template<typename RNGType >
int	vsmc::internal::mkl_init (RNGType &rng, int n, const unsigned *param, std::false_type)
template<typename RNGType >
int	vsmc::internal::mkl_init (RNGType &rng, int n, const unsigned *param, std::true_type)
template<typename RNGType >
int	vsmc::internal::mkl_init (int method,::VSLStreamStatePtr stream, int n, const unsigned *param)
template<typename RNGType >
constexpr int	vsmc::internal::mkl_nseeds (std::false_type)
template<typename RNGType >
constexpr int	vsmc::internal::mkl_nseeds (std::true_type)
template<typename RNGType >
constexpr int	vsmc::internal::mkl_nseeds ()
template<typename RNGType >
int	vsmc::internal::mkl_uniform_int (::VSLStreamStatePtr stream, int n, unsigned *r)
template<typename RNGType , typename RealType >
int	vsmc::internal::mkl_uniform_real (::VSLStreamStatePtr stream, int n, RealType *r, RealType a, RealType b)
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *r, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *r, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_mv_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, std::size_t, const float *, const float *)
template<MKL_INT BRNG, int Bits>
void	vsmc::normal_mv_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, std::size_t, const double *, const double *)
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...
template<MKL_INT BRNG, int Bits>
void	vsmc::rand (MKLEngine< BRNG, Bits > &, std::size_t, typename MKLEngine< BRNG, Bits >::result_type *)
template<MKL_INT BRNG, int Bits>
void	vsmc::rayleigh_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::rayleigh_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::u01_co_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r)
template<MKL_INT BRNG, int Bits>
void	vsmc::u01_co_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r)
template<MKL_INT BRNG, int Bits>
void	vsmc::u01_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *)
template<MKL_INT BRNG, int Bits>
void	vsmc::u01_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *)
template<MKL_INT BRNG, int Bits>
void	vsmc::uniform_real_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::uniform_real_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)
template<MKL_INT BRNG, int Bits>
void	vsmc::weibull_distribution (MKLEngine< BRNG, Bits > &, std::size_t, float *, float, float)
template<MKL_INT BRNG, int Bits>
void	vsmc::weibull_distribution (MKLEngine< BRNG, Bits > &, std::size_t, double *, double, double)

Macro Definition Documentation

#define VSMC_RUNTIME_ASSERT_RNG_MKL_DISCARD

Value:

VSMC_RUNTIME_ASSERT(                                                      \
        (nskip >= 0), "**MKLEngine::discard** INPUT IS NEGATIVE")

Definition at line 42 of file mkl.hpp.

#define VSMC_RUNTIME_WARNING_RNG_MKL_OFFSET

Value:

VSMC_RUNTIME_WARNING((offset < MaxOffset),                                \
        "**MKLEngine** EXCESS MAXIMUM NUMBER OF INDEPDENT RNG STREAMS")

Definition at line 38 of file mkl.hpp.