mkl.hpp File Reference

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

Go to the source code of this file.

Classes
class	vsmc::internal::MKLDiscard< BRNG, Bits >
class	vsmc::internal::MKLDiscard< VSL_BRNG_MCG59, Bits >
class	vsmc::internal::MKLDiscard< VSL_BRNG_MT19937, Bits >
class	vsmc::internal::MKLDiscard< VSL_BRNG_SFMT19937, Bits >
class	vsmc::internal::MKLDiscardGeneral< BRNG, Bits >
class	vsmc::internal::MKLDiscardSkipAhead
class	vsmc::internal::MKLOffset< MKL_INT >
class	vsmc::internal::MKLOffset< Dynamic >
class	vsmc::internal::MKLOffset< VSL_BRNG_MT2203 >
class	vsmc::internal::MKLOffset< VSL_BRNG_WH >
class	vsmc::internal::MKLOffsetDynamic< MaxOffset >
class	vsmc::internal::MKLOffsetZero
class	vsmc::internal::MKLResultTypeTrait< int >
class	vsmc::internal::MKLResultTypeTrait< 32 >
class	vsmc::internal::MKLResultTypeTrait< 64 >
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...

Namespaces
	vsmc
	vsmc::internal

Macros
#define	VSMC_RUNTIME_ASSERT_RNG_MKL_OFFSET(offset)

Typedefs
using	vsmc::MKL_MCG59 = MKLEngine< VSL_BRNG_MCG59, 32 >
	A 59-bits multiplicative congruential generator. More...
using	vsmc::MKL_MCG59_64 = MKLEngine< VSL_BRNG_MCG59, 64 >
	A 59-bits multiplicative congruential generator (64-bits) 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-bits) 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-bits) 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-bits) 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-bits) 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<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 *)
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::rng_rand (MKLEngine< BRNG, Bits > &, std::size_t, typename MKLEngine< BRNG, Bits >::result_type *)
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_OFFSET

(

offset

)

Value:

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

Definition at line 37 of file mkl.hpp.