topic Re: Random number generation in Intel® oneAPI Math Kernel Library

Random number generation

Guanchen — Wed, 12 Nov 2025 16:53:41 GMT

Hi, I am a newbie to do high-performance-computing using C libraries. I am trying to revive codes inherented from our previous group memeber, at which time oneAPI was not a thing. The core of my problem seems to be how to use mkl to generate random numbers.

I got error messages saying "LNK2019 unresolved external symbol vdRngGaussian referenced in function main".

Any hint where shall I start to track down the problem? Or is there a simple example code I could use to call vdRngGaussian?

I have installed the latest mkl libaries on a windows machine. I am using the visual studio 2019.

Re: Random number generation

mecej4O — Thu, 13 Nov 2025 00:45:48 GMT

You have to instruct the compiler to link the MKL libraries to your objects. If you use the command line, use the /Qmkl option under Windows. If using VS, specify that the MKL libraries are to be used, by clicking the relevant setting in your project options.

Re: Random number generation

Guanchen — Mon, 17 Nov 2025 11:53:16 GMT

Hi,

Thank you very much for the hint. This was how I configured the linker when I got this error. Anything wrong you could spot it out?

Re: Random number generation

mecej4O — Tue, 18 Nov 2025 14:41:34 GMT

You have specified where to find the MKL libraries, but did not specify which one(s) to use.

Re: Random number generation

Fengrui — Wed, 19 Nov 2025 00:04:20 GMT

You can enable oneMKL in Configuration Properties -> Intel Performance Libraries.

Re: Random number generation

Guanchen — Wed, 19 Nov 2025 07:48:18 GMT

Hi,

Thanks for pointing out the problem. I thought mkl_sequential.lib is one of the library(ies) that I have specified. But probably, not the one that gives me trouble.