vSMC
vSMC: Scalable Monte Carlo
Classes | Typedefs

Random number generating using MKL RNG. More...

Classes

class  vsmc::MKLBernoulliDistribution< Method >
 MKL Bernoulli distribution. More...
 
class  vsmc::MKLBetaDistribution< FPType, Method >
 MKL Beta distribution. More...
 
class  vsmc::MKLBinomialDistribution< Method >
 MKL Binomial distribution. More...
 
class  vsmc::MKLCauchyDistribution< FPType, Method >
 MKL Cauchy distribution. More...
 
class  vsmc::MKLDistribution< ResultType, Derived >
 Base class of MKL distribution. More...
 
class  vsmc::MKLEngine< BRNG, ResultType >
 MKL RNG C++11 engine. More...
 
class  vsmc::MKLExponentialDistribution< FPType, Method >
 MKL Exponential distribution. More...
 
class  vsmc::MKLGammaDistribution< FPType, Method >
 MKL Gamma distribution. More...
 
class  vsmc::MKLGaussianDistribution< FPType, Method >
 MKL Gaussian distribution. More...
 
class  vsmc::MKLGeometricDistribution< Method >
 MKL Geometric distribution. More...
 
class  vsmc::MKLGumbelDistribution< FPType, Method >
 MKL Gumbel distribution. More...
 
class  vsmc::MKLHypergeometricDistribution< Method >
 MKL Hypergeometric distribution. More...
 
class  vsmc::MKLLaplaceDistribution< FPType, Method >
 MKL Laplace distribution. More...
 
class  vsmc::MKLLognormalDistribution< FPType, Method >
 MKL Lognormal distribution. More...
 
class  vsmc::MKLNegBinomialDistribution< Method >
 MKL NegBinomial distribution. More...
 
class  vsmc::MKLPoissonDistribution< Method >
 MKL Poisson distribution. More...
 
class  vsmc::MKLRayleighDistribution< FPType, Method >
 MKL Rayleigh distribution. More...
 
class  vsmc::MKLStream< BRNG >
 MKL RNG C++11 engine stream. More...
 
class  vsmc::MKLUniformBits32Distribution
 MKL uniform bits distribution (32-bits) More...
 
class  vsmc::MKLUniformBits64Distribution
 MKL uniform bits distribution (64-bits) More...
 
class  vsmc::MKLUniformDistribution< ResultType, Method >
 MKL Uniform distribution. More...
 
class  vsmc::MKLWeibullDistribution< FPType, Method >
 MKL Weibull distribution. More...
 

Typedefs

typedef MKLEngine< VSL_BRNG_MCG59, unsigned > vsmc::MKL_MCG59
 A 59-bits multiplicative congruential generator. More...
 
typedef MKLEngine< VSL_BRNG_MT19937, unsigned > vsmc::MKL_MT19937
 A Mersenne-Twister pseudoranom number genertor. More...
 
typedef MKLEngine< VSL_BRNG_MT19937, unsigned MKL_INT64 > vsmc::MKL_MT19937_64
 A Mersenne-Twister pseudoranom number genertor (64-bits) More...
 
typedef MKLEngine< VSL_BRNG_MT2203, unsigned > vsmc::MKL_MT2203
 A set of 6024 Mersenne-Twister pseudoranom number genertor. More...
 
typedef MKLEngine< VSL_BRNG_MT2203, unsigned MKL_INT64 > vsmc::MKL_MT2203_64
 A set of 6024 Mersenne-Twister pseudoranom number genertor (64-bits) More...
 
typedef MKLEngine< VSL_BRNG_NONDETERM, unsigned > vsmc::MKL_NONDETERM
 A non-determinstic random number generator. More...
 
typedef MKLEngine< VSL_BRNG_NONDETERM, unsigned MKL_INT64 > vsmc::MKL_NONDETERM_64
 A non-determinstic random number generator (64-bits) More...
 
typedef MKLEngine< VSL_BRNG_SFMT19937, unsigned > vsmc::MKL_SFMT19937
 A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor. More...
 
typedef MKLEngine< VSL_BRNG_SFMT19937, unsigned MKL_INT64 > vsmc::MKL_SFMT19937_64
 A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor (64-bits) More...
 

Detailed Description

Random number generating using MKL RNG.

Typedef Documentation

typedef MKLEngine<VSL_BRNG_MCG59, unsigned> vsmc::MKL_MCG59

A 59-bits multiplicative congruential generator.

Definition at line 589 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_MT19937, unsigned> vsmc::MKL_MT19937

A Mersenne-Twister pseudoranom number genertor.

Definition at line 593 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_MT19937, unsigned MKL_INT64> vsmc::MKL_MT19937_64

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

Definition at line 597 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_MT2203, unsigned> vsmc::MKL_MT2203

A set of 6024 Mersenne-Twister pseudoranom number genertor.

Definition at line 601 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_MT2203, unsigned MKL_INT64> vsmc::MKL_MT2203_64

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

Definition at line 605 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_NONDETERM, unsigned> vsmc::MKL_NONDETERM

A non-determinstic random number generator.

Definition at line 618 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_NONDETERM, unsigned MKL_INT64> vsmc::MKL_NONDETERM_64

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

Definition at line 622 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_SFMT19937, unsigned> vsmc::MKL_SFMT19937

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

Definition at line 609 of file mkl.hpp.

typedef MKLEngine<VSL_BRNG_SFMT19937, unsigned MKL_INT64> vsmc::MKL_SFMT19937_64

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

Definition at line 614 of file mkl.hpp.