oneMKL RNG Host Usage Model

Description

A typical algorithm for random number generators is as follows:

1. Create and initialize the object for basic random number generator.

   • Use the skip_ahead or leapfrog function if it is required (used in parallel with random number generation for Host and CPU devices).

2. Create and initialize the object for distribution generator.

3. Call the generate routine to get random numbers with appropriate statistical distribution.

The following example demonstrates random numbers generation with PHILOX4X32X10 basic generator (engine).

Buffer-based example

#include "oneapi/mkl/rng.hpp"

int main() {
    sycl::queue q;

    // Create the random number generator object
    oneapi::mkl::rng::philox4x32x10 engine(q, seed);
    // Create the distribution object
    oneapi::mkl::rng::gaussian<double> distr(5.0, 2.0);
    // Fill the SYCL buffer with random numbers
    oneapi::mkl::rng::generate(distr, engine, n, sycl_buffer);

    // ...
}

USM-based example

#include "oneapi/mkl/rng.hpp"

int main() {
    sycl::queue q;

    // Create the random number generator object
    oneapi::mkl::rng::philox4x32x10 engine(q, seed);
    // Create the distribution object
    oneapi::mkl::rng::gaussian<double> distr(5.0, 2.0);
    // Fill the USM memory under the pointer with random numbers
    auto event = oneapi::mkl::rng::generate(distr, engine, n, usm_ptr);
    // ...
    // wait until generation is finalized
    event.wait();
    // ...
}

Parent topic: Random Number Generators Host Routines