topic Re: help me . in Intel® oneAPI Math Kernel Library

help me .

linux_l4 — Wed, 21 Sep 2005 22:58:32 GMT

hi,everybody.

My English writing is poor since I am not an American ( reading is good:).

I want to do a simulation including 500 loops.that means I must generate random normal distribution vectors for 500 times.I know myself can generate them by calling vslnewstream subroutine for 500 times and giving 500 random seeds. But maybe this isn't what I want.

I used VNI's imsl library before and only one random seed is needed in spite of how many distribution vectors I generate.if someone ask me : what is your program's random seed? ,I will tell him the number.

It is wrong to tell him more than one random seed.can I get 500 distribution vectors from one vsl stream? and I want to know : what is " stream state" ?

thanks.

Re: help me .

Andrey_N_Intel — Fri, 23 Sep 2005 15:43:14 GMT

Thank you for your questions.
In order to generate 500 Gaussian vectors it is enough to create random stream one time only. Random stream is initialized by identificator of a basic random number generator and seed (number or array of numbers). After initialization of the random stream you can generate as much random number vectors of required distribution as you want. Before termination of your program you need to free resources allocated for random stream.
For your convenience piece of code below demonstrates generation of 551 vectors of 1000 Gaussian random numbers.

....

int i;
float r[1000];
VSLStreamStatePtr stream;

/* Initialization of the stream */
vslNewStream( &stream, VSL_BRNG_MCG31, 7777777 );

/* Generation of 551 random vectors of 1000 normally distributed random numbers */
for ( i = 0; i < 551; i++ )
{
/* Generation of array of 1000 normally distributed random numbers */
vsRngGaussian( 0, stream, 1000, r, 0.0f, 1.0f );

/ * Do other stuff */
}

....

/* Deinitialization */
vslDeleteStream( &stream );

....

You can find detailed information about conception of random stream, its state and properties in vsl notes,http://www.intel.com/software/products/mkl/docs/vslnotes.pdf.
Description of various distribution generators, basic random number generators and methods of their application is also available there. VSL performance data is contained at http://www.intel.com/software/products/mkl/data/vsl/vsl_performance_data.htm.

Thanks,
Andrey

Re: help me .

linux_l4 — Tue, 10 Jun 2008 05:24:52 GMT

thank you Andrey!