mkl.hpp File Reference

#include <mckl/random/internal/common.hpp>
#include <mckl/random/uniform_real_distribution.hpp>
#include <mkl_vsl.h>

Go to the source code of this file.

Classes
class	mckl::internal::MKLMaxOffset< BRNG >
class	mckl::internal::MKLMaxOffset< VSL_BRNG_MT2203 >
class	mckl::internal::MKLMaxOffset< VSL_BRNG_WH >
class	mckl::internal::MKLOffset< BRNG, MaxOffset >
class	mckl::internal::MKLOffset< BRNG, 0 >
class	mckl::internal::MKLStreamState< RNGType >
class	mckl::internal::MKLUniformBits< MKL_INT, int >
class	mckl::internal::MKLUniformBits< BRNG, 32 >
class	mckl::internal::MKLUniformBits< BRNG, 64 >
class	mckl::MKLEngine< BRNG, Bits >
	Use MKL BRNG as RNG engine. More...
class	mckl::MKLStream
	MKL VSLStreamStatePtr wrapper. More...

Namespaces
	mckl
	mckl::internal

Typedefs
using	mckl::MKL_ARS5 = MKLEngine< VSL_BRNG_ARS5, 32 >
	A counter-based random number generator. More...
using	mckl::MKL_ARS5_64 = MKLEngine< VSL_BRNG_ARS5, 64 >
	A counter-based random number generator (64-bit) More...
using	mckl::MKL_MCG59 = MKLEngine< VSL_BRNG_MCG59, 32 >
	A 59-bit multiplicative congruential generator. More...
using	mckl::MKL_MCG59_64 = MKLEngine< VSL_BRNG_MCG59, 64 >
	A 59-bit multiplicative congruential generator (64-bit) More...
using	mckl::MKL_MT19937 = MKLEngine< VSL_BRNG_MT19937, 32 >
	A Mersenne-Twister pseudoranom number genertor. More...
using	mckl::MKL_MT19937_64 = MKLEngine< VSL_BRNG_MT19937, 64 >
	A Mersenne-Twister pseudoranom number genertor (64-bit) More...
using	mckl::MKL_MT2203 = MKLEngine< VSL_BRNG_MT2203, 32 >
	A set of 6024 Mersenne-Twister pseudoranom number genertor. More...
using	mckl::MKL_MT2203_64 = MKLEngine< VSL_BRNG_MT2203, 64 >
	A set of 6024 Mersenne-Twister pseudoranom number genertor (64-bit) More...
using	mckl::MKL_NONDETERM = MKLEngine< VSL_BRNG_NONDETERM, 32 >
	A non-determinstic random number generator. More...
using	mckl::MKL_NONDETERM_64 = MKLEngine< VSL_BRNG_NONDETERM, 64 >
	A non-determinstic random number generator (64-bit) More...
using	mckl::MKL_PHILOX4X32X10 = MKLEngine< VSL_BRNG_PHILOX4X32X10, 32 >
	A counter-based random number generator. More...
using	mckl::MKL_PHILOX4X32X10_64 = MKLEngine< VSL_BRNG_PHILOX4X32X10, 64 >
	A counter-based random number generator (64-bit) More...
using	mckl::MKL_SFMT19937 = MKLEngine< VSL_BRNG_SFMT19937, 32 >
	A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor. More...
using	mckl::MKL_SFMT19937_64 = MKLEngine< VSL_BRNG_SFMT19937, 64 >
	A SIMD-oriented fast Mersenne-Twister pseudoranom number genertor (64-bit) More...

Functions
template<MKL_INT BRNG, int Bits>
void	mckl::bernoulli_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, int *r, double p)
template<MKL_INT BRNG, int Bits>
void	mckl::beta_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float alpha, float beta)
template<MKL_INT BRNG, int Bits>
void	mckl::beta_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double alpha, double beta)
template<MKL_INT BRNG, int Bits>
void	mckl::cauchy_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float a, float b)
template<MKL_INT BRNG, int Bits>
void	mckl::cauchy_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double a, double b)
template<MKL_INT BRNG, int Bits>
void	mckl::exponential_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float lambda)
template<MKL_INT BRNG, int Bits>
void	mckl::exponential_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double lambda)
template<MKL_INT BRNG, int Bits>
void	mckl::extreme_value_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float a, float b)
template<MKL_INT BRNG, int Bits>
void	mckl::extreme_value_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double a, double b)
template<MKL_INT BRNG, int Bits>
void	mckl::gamma_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float alpha, float beta)
template<MKL_INT BRNG, int Bits>
void	mckl::gamma_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double alpha, double beta)
template<MKL_INT BRNG, int Bits>
void	mckl::geometric_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, int *r, double p)
template<MKL_INT BRNG, int Bits>
void	mckl::laplace_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float location, float scale)
template<MKL_INT BRNG, int Bits>
void	mckl::laplace_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double location, double scale)
template<MKL_INT BRNG, int Bits>
void	mckl::lognormal_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float m, float s)
template<MKL_INT BRNG, int Bits>
void	mckl::lognormal_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double m, double s)
template<typename RNGType >
int	mckl::mkl_brng ()
	Register an RNG as MKL BRNG. More...
int	mckl::internal::mkl_error_check (int status, const char *cpp, const char *c)
template<typename RNGType >
int	mckl::internal::mkl_init (RNGType &rng, int n, const unsigned *param, std::true_type)
template<typename RNGType >
int	mckl::internal::mkl_init (int method, ::VSLStreamStatePtr stream, int n, const unsigned *param)
template<typename RNGType >
constexpr int	mckl::internal::mkl_nseeds ()
template<typename RNGType >
int	mckl::internal::mkl_uniform_int (::VSLStreamStatePtr stream, int n, unsigned *r)
template<typename RNGType , typename RealType >
int	mckl::internal::mkl_uniform_real (::VSLStreamStatePtr stream, int n, RealType *r, RealType a, RealType b)
template<MKL_INT BRNG, int Bits>
void	mckl::normal_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float mean, float stddev)
template<MKL_INT BRNG, int Bits>
void	mckl::normal_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double mean, double stddev)
template<MKL_INT BRNG, int Bits>
void	mckl::normal_mv_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, std::size_t m, const float *mean, const float *chol)
template<MKL_INT BRNG, int Bits>
void	mckl::normal_mv_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, std::size_t m, const double *mean, const double *chol)
bool	mckl::operator!= (const MKLStream &stream1, const MKLStream &stream2)
	Inequality comparison of MKLStream. More...
template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > &	mckl::operator<< (std::basic_ostream< CharT, Traits > &os, const MKLStream &stream)
	Output of MKLStream. More...
bool	mckl::operator== (const MKLStream &stream1, const MKLStream &stream2)
	Equality comparison of MKLStream. More...
template<typename CharT , typename Traits >
std::basic_istream< CharT, Traits > &	mckl::operator>> (std::basic_istream< CharT, Traits > &is, MKLStream &stream)
	Input of MKLStream. More...
template<MKL_INT BRNG, int Bits>
void	mckl::rand (MKLEngine< BRNG, Bits > &rng, std::size_t n, typename MKLEngine< BRNG, Bits >::result_type *r)
template<MKL_INT BRNG, int Bits>
void	mckl::rayleigh_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float sigma)
template<MKL_INT BRNG, int Bits>
void	mckl::rayleigh_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double sigma)
template<MKL_INT BRNG, int Bits>
void	mckl::uniform_int_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, int *r, int a, int b)
template<MKL_INT BRNG, int Bits>
void	mckl::uniform_real_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float a, float b)
template<MKL_INT BRNG, int Bits>
void	mckl::uniform_real_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double a, double b)
template<MKL_INT BRNG, int Bits>
void	mckl::weibull_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, float *r, float a, float b)
template<MKL_INT BRNG, int Bits>
void	mckl::weibull_distribution (MKLEngine< BRNG, Bits > &rng, std::size_t n, double *r, double a, double b)