Gumbel Distribution Function

Generate a random number vector that conforms to Gumbel distribution.

Interface Definition

int vsRngGumbel (const int method, VSLStreamStatePtr stream, const SizeType n, float *r, const float a, const float beta);

int vdRngGumbel (const int method, VSLStreamStatePtr stream, const SizeType n, double *r, const double a, const double beta);

Probability Density Function

Parameters

Parameter	Type	Description	Input/Output
method	int	Random number generation mode. VSL_RNG_METHOD_GUMBEL_ICDF: inverse cumulative distribution function method	Input
stream	VSLStreamStatePtr type	Random number stream.	Input
n	SizeType	Length of the output vector.	Input
r	For vsRngGumbel, it is of single-precision floating-point type. For vdRngGumbel, it is of double-precision floating-point type.	Pointer to the result.	Output
a	For vsRngGumbel, it is of single-precision floating-point type. For vdRngGumbel, it is of double-precision floating-point type.	Addend of the operation result.	Input
beta	For vsRngGumbel, it is of single-precision floating-point type. For vdRngGumbel, it is of double-precision floating-point type.	Multiplier of the operation result.	Input

Dependencies

#include "krng.h"

Examples

#include <stdio.h>
#include <stdlib.h>
#include "krng.h"
int main()
{
   /* initialize stream with given BRNG type and seed */
    VSLStreamStatePtr stream;
    unsigned seed = 42;
    int errcode = vslNewStream(&stream, VSL_BRNG_MCG59, seed);
    if (errcode != VSL_STATUS_OK) {
        fprintf(stderr, "Failure in newstream\n");
        return 0;
    }

    SizeType n = 10;
    float *r = (float *)malloc(sizeof(float) * n);
    if (r == NULL) {
        fprintf(stderr, "Failure in malloc\n");
        return 0;
    }

    if (vsRngGumbel(VSL_RNG_METHOD_GUMBEL_ICDF, stream, n, r, 0.0, 1.0)) {
        fprintf(stderr, "Failure in vsRngGumbel\n");
        goto out;
    }

    /* deinitialize the stream */
    errcode = vslDeleteStream(&stream);
    if (errcode != VSL_STATUS_OK) {
        fprintf(stderr, "Failure in deleting stream\n");
        goto out;
    }

out:
    free(r);
    return 0;
}

Parent topic: High-performance Functions