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mcroci

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02-17-2021
12:06 PM

128 Views

Difference between VSL_RNG_METHOD_UNIFORM_STD_ACCURATE and VSL_RNG_METHOD_UNIFORM_STD

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4 Replies

GouthamK_Intel

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02-19-2021
03:18 AM

86 Views

Hi,

Thanks for reaching out to us!

Please refer to the below link for information related to generating random numbers with different types of distribution and Modes of random number generation.

However, we are escalating this thread to the Subject Matter Expert who will guide you further.

Have a Good day!

*Thanks & Regards*

*Goutham*

Gennady_F_Intel

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02-19-2021
04:37 AM

78 Views

Hi, Could You please check the Accurate and Fast modes of RNG description following the link:

In particular: "For example, random numbers xi obtained as output of the relevant generator that are uniformly distributed on [a, b) are assumed to satisfy the following condition: xi∈[a, b) for all indices i and for all values of a and b. However, because of the specificity of floating-point calculations and rounding modes, some continuous distribution generators may produce random numbers lying beyond the definitional domain for some particular values of distribution parameters. This is not acceptable in applications for which accuracy of calculations is critical...."

mcroci

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02-19-2021
04:51 AM

72 Views

Thanks for your help! The description says:

"Fast mode provides high performance of generation and also guarantees that generated random numbers belong to the definitional domain except for some specific values of distribution parameters."

This gives an idea, but which parameters are safe to use with fast mode and which are not in terms of respecting the bounds? Would a and b (the bounds) being exactly representable in finite precision be sufficient or is the situation more complicated than this?

Gennady_F_Intel

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02-22-2021
04:57 AM

49 Views

the safety "of using the fast method depends not only on the parameters **a** and **b**, but also on

• implementation

• the type of generator used

• rounding modes

For more complete information about compiler optimizations, see our Optimization Notice.