exponential

Class is used for generation of exponentially distributed real types random numbers.

Description

The class object is used in the oneapi::mkl::rng::generate() function to provide random numbers exponentially distributed with displacement \(a\) and scalefactor \(\beta\), where \(a, \beta \in R; \beta > 0\).

The probability distribution is given by:

\[\begin{split}f_{a, \beta}(x) = \left\{ \begin{array}{rcl} \frac{1}{\beta}exp(-\frac{x - a}{\beta}), x \ge a \\ 0, x < a \end{array}\right.\end{split}\]

The cumulative distribution function is as follows:

\[\begin{split}F_{a, \beta}(x) = \left\{ \begin{array}{rcl} 1 - exp(-\frac{x - a}{\beta}), x \ge a \\ 0, x < a \end{array}\right.\end{split}\]

class exponential

Syntax

namespace oneapi::mkl::rng {
template<typename RealType = float, typename Method = exponential_method::by_default>
class exponential {
public:
    using method_type = Method;
    using result_type = RealType;
    exponential();
    explicit exponential(RealType a, RealType beta);
    RealType a() const;
    RealType beta() const;
};
}

Template parameters

typename RealType

Type of the produced values. Supported types:

• float

• double

typename Method = oneapi::mkl::rng::exponential_method::by_default

Transformation method, which will be used for generation. Supported types:

• oneapi::mkl::rng::exponential_method::by_default

• oneapi::mkl::rng::exponential_method::icdf

• oneapi::mkl::rng::exponential_method::icdf_accurate

See description of the methods in Distributions methods template parameter.

Class Members

Routine	Description
exponential()	Default constructor
explicit exponential(RealType a, RealType beta)	Constructor with parameters
RealType a() const	Method to obtain displacement value
RealType beta() const	Method to obtain scalefactor

Member types

exponential::method_type = Method

Description

The type which defines transformation method for generation.

exponential::result_type = RealType

Description

The type which defines type of generated random numbers.

Constructors

exponential::exponential()

Description

Default constructor for distribution, parameters set as a = 0.0, beta = 1.0.

explicit exponential::exponential(RealType a, RealType beta)

Description

Constructor with parameters. a is a displacement, beta is a scalefactor.

Throws

oneapi::mkl::invalid_argument

Exception is thrown when \(beta \leq\) static_cast<RealType>(0.0)

Characteristics

RealType exponential::a() const

Return Value

Returns the distribution parameter a - displacement.

RealType exponential::beta() const

Return Value

Returns the distribution parameter beta - scalefactor value.

Parent topic: Distributions