#include <vsmc/rng/internal/common.hpp>
#include <mkl.h>

Classes
struct	vsmc::internal::MKLOffset< MKL_INT >

struct	vsmc::internal::MKLOffset< VSL_BRNG_MT2203 >

struct	vsmc::internal::MKLOffset< VSL_BRNG_WH >

struct	vsmc::internal::MKLOffsetDynamic< MaxOffset >

struct	vsmc::internal::MKLOffsetZero

struct	vsmc::internal::MKLSkipAhead< BRNG, ResultType >

struct	vsmc::internal::MKLSkipAhead< VSL_BRNG_MCG31, ResultType >

struct	vsmc::internal::MKLSkipAhead< VSL_BRNG_MCG59, ResultType >

struct	vsmc::internal::MKLSkipAhead< VSL_BRNG_MRG32K3A, ResultType >

struct	vsmc::internal::MKLSkipAhead< VSL_BRNG_NIEDERR, ResultType >

struct	vsmc::internal::MKLSkipAhead< VSL_BRNG_SOBOL, ResultType >

struct	vsmc::internal::MKLSkipAheadForce< BRNG, ResultType >

struct	vsmc::internal::MKLSkipAheadVSL

class	vsmc::MKLBernoulliDistribution< Method >
	MKL Bernoulli distribution. More...

class	vsmc::MKLBernoulliDistribution< Method >
	MKL Bernoulli distribution. More...

class	vsmc::MKLBetaDistribution< FPType, Method >
	MKL Beta distribution. More...

class	vsmc::MKLBetaDistribution< FPType, Method >
	MKL Beta distribution. More...

class	vsmc::MKLBinomialDistribution< Method >
	MKL Binomial distribution. More...

class	vsmc::MKLBinomialDistribution< Method >
	MKL Binomial distribution. More...

class	vsmc::MKLCauchyDistribution< FPType, Method >
	MKL Cauchy distribution. More...

class	vsmc::MKLCauchyDistribution< FPType, Method >
	MKL Cauchy distribution. More...

class	vsmc::MKLDistribution< ResultType, Derived >
	Base class of MKL 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::MKLEngine< BRNG, ResultType >
	MKL RNG C++11 engine. More...

class	vsmc::MKLExponentialDistribution< FPType, Method >
	MKL Exponential distribution. More...

class	vsmc::MKLExponentialDistribution< FPType, Method >
	MKL Exponential distribution. More...

class	vsmc::MKLGammaDistribution< FPType, Method >
	MKL Gamma distribution. More...

class	vsmc::MKLGammaDistribution< FPType, Method >
	MKL Gamma distribution. More...

class	vsmc::MKLGaussianDistribution< FPType, Method >
	MKL Gaussian distribution. More...

class	vsmc::MKLGaussianDistribution< FPType, Method >
	MKL Gaussian distribution. More...

class	vsmc::MKLGeometricDistribution< Method >
	MKL Geometric distribution. More...

class	vsmc::MKLGeometricDistribution< Method >
	MKL Geometric distribution. More...

class	vsmc::MKLGumbelDistribution< FPType, Method >
	MKL Gumbel distribution. More...

class	vsmc::MKLGumbelDistribution< FPType, Method >
	MKL Gumbel distribution. More...

class	vsmc::MKLHypergeometricDistribution< Method >
	MKL Hypergeometric distribution. More...

class	vsmc::MKLHypergeometricDistribution< Method >
	MKL Hypergeometric distribution. More...

class	vsmc::MKLLaplaceDistribution< FPType, Method >
	MKL Laplace distribution. More...

class	vsmc::MKLLaplaceDistribution< FPType, Method >
	MKL Laplace distribution. More...

class	vsmc::MKLLognormalDistribution< FPType, Method >
	MKL Lognormal distribution. More...

class	vsmc::MKLLognormalDistribution< FPType, Method >
	MKL Lognormal distribution. More...

class	vsmc::MKLNegBinomialDistribution< Method >
	MKL NegBinomial distribution. More...

class	vsmc::MKLNegBinomialDistribution< Method >
	MKL NegBinomial distribution. More...

class	vsmc::MKLPoissonDistribution< Method >
	MKL Poisson distribution. More...

class	vsmc::MKLPoissonDistribution< Method >
	MKL Poisson distribution. More...

class	vsmc::MKLRayleighDistribution< FPType, Method >
	MKL Rayleigh distribution. More...

class	vsmc::MKLRayleighDistribution< FPType, Method >
	MKL Rayleigh distribution. More...

class	vsmc::MKLStream< BRNG >
	MKL RNG C++11 engine stream. 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::MKLUniformDistribution< ResultType, Method >
	MKL Uniform distribution. More...

class	vsmc::MKLWeibullDistribution< FPType, Method >
	MKL Weibull distribution. More...

class	vsmc::MKLWeibullDistribution< FPType, Method >
	MKL Weibull distribution. More...

struct	vsmc::traits::MKLSeedTrait< MKL_INT >
	Default seed for MKL RNG. More...

struct	vsmc::traits::MKLSeedTrait< VSL_BRNG_NIEDERR >
	Default seed for MKL Niederr quasi-RNG. More...

struct	vsmc::traits::MKLSeedTrait< VSL_BRNG_SOBOL >
	Default seed for MKL Sobol quasi-RNG. More...

struct	vsmc::traits::MKLUniformBitsTrait< MKL_INT, typename >
	MKLEngine uniform bits trait. More...

struct	vsmc::traits::MKLUniformBitsTrait< BRNG, unsigned >
	Default uniform bits generator for MKLEngine with `unsigned` output. More...

struct	vsmc::traits::MKLUniformBitsTrait< BRNG, unsigned MKL_INT64 >
	Default uniform bits generator for MKLEngine with `unsigned MKL_INT64` output. More...

Namespaces
	vsmc

	vsmc::internal

	vsmc::traits

Macros
#define	VSMC_DEFINE_RNG_MKL_VSL_BRNG(BRNG) case BRNG : return #BRNG

#define	VSMC_DEFINE_RNG_MKL_VSL_ERR(STATUS) case STATUS : return #STATUS

#define	VSMC_RNG_MKL_VSL_BUFFER_SIZE 1024

#define	VSMC_RUNTIME_ASSERT_RNG_MKL_VSL_OFFSET(offset)

#define	VSMC_STATIC_ASSERT_RNG_MKL_VSL_DISTRIBUTION_FP_TYPE(FPType, Dist)

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...

Functions
std::string	vsmc::internal::mkl_vsl_brng_str (MKL_INT BRNG)

void	vsmc::internal::mkl_vsl_error_check (MKL_INT BRNG, int status, const char func, const char mklf)

std::string	vsmc::internal::mkl_vsl_error_str (int status)

Macro Definition Documentation

#define VSMC_DEFINE_RNG_MKL_VSL_BRNG ( BRNG ) case BRNG : return #BRNG

Definition at line 53 of file mkl.hpp.

#define VSMC_DEFINE_RNG_MKL_VSL_ERR ( STATUS ) case STATUS : return #STATUS

Definition at line 55 of file mkl.hpp.

#define VSMC_RNG_MKL_VSL_BUFFER_SIZE 1024

Definition at line 50 of file mkl.hpp.

#define VSMC_RUNTIME_ASSERT_RNG_MKL_VSL_OFFSET ( offset )

Value:

VSMC_RUNTIME_ASSERT((offset < max VSMC_MNE ()),                          \
            ("**MKLOffsetDynamic** "                                         \
             "EXCESS MAXIMUM NUMBER OF INDEPDENT RNG STREAMS"))

Definition at line 44 of file mkl.hpp.

#define VSMC_STATIC_ASSERT_RNG_MKL_VSL_DISTRIBUTION_FP_TYPE	(	FPType,
		Dist
	)

Value:

VSMC_STATIC_ASSERT(                                                      \
            (cxx11::is_same<FPType, float>::value ||                         \
             cxx11::is_same<FPType, double>::value),                         \
            USE_MKL##Dist##Distribution_##WITH_A_RESULT_TYPE_OTHER_THAN_float_OR_double)

Definition at line 38 of file mkl.hpp.

Classes

Namespaces

Macros

Typedefs

Functions

Macro Definition Documentation