Intel® Math Kernel Library 2019 Developer Reference - C

Random Number Generators

Intel MKL VS provides a set of routines implementing commonly used pseudorandom, quasi-random, or non-deterministic random number generators with continuous and discrete distribution. To improve performance, all these routines were developed using the calls to the highly optimized Basic Random Number Generators (BRNGs) and vector mathematical functions (VM, see "Vector Mathematical Functions").

VS provides interfaces both for Fortran and C languages. For users of the C and C++ languages the mkl_vsl.h header file is provided. All header files are found in the following directory:

${MKL}/include

All VS routines can be classified into three major categories:

The last two categories are referred to as service routines.

Optimization Notice

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804