.. ****************************************************************************** .. * Copyright 2020 Intel Corporation .. * .. * Licensed under the Apache License, Version 2.0 (the "License"); .. * you may not use this file except in compliance with the License. .. * You may obtain a copy of the License at .. * .. * http://www.apache.org/licenses/LICENSE-2.0 .. * .. * Unless required by applicable law or agreed to in writing, software .. * distributed under the License is distributed on an "AS IS" BASIS, .. * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. .. * See the License for the specific language governing permissions and .. * limitations under the License. .. *******************************************************************************/ Normal Distribution =================== Generates normally distributed random numbers. Details ******* Normal (Gaussian) random number generator fills the input n x p numeric table with Gaussian random numbers with mean α and standard deviation σ, where α, σ∈R and σ > 0. The probability density function is given by: .. math:: f_{\alpha, \sigma}(x) = \frac {1}{\sigma \sqrt{2\pi}}\exp(-\frac {(x - a)^2}{2\sigma^2}), -\infty < x < +\infty The cumulative distribution function is as follows: .. math:: F_{\alpha, \sigma}(x) = \int _{-\infty}^{x} \frac {1}{\sigma \sqrt{2\pi}} \exp(-\frac {(y - a)^2}{2\sigma^2})dy, -\infty < x < +\infty Batch Processing **************** .. rubric:: Algorithm Parameters Normal distribution algorithm has the following parameters in addition to the common parameters specified in :ref:`distributions`: .. tabularcolumns:: |\Y{0.15}|\Y{0.15}|\Y{0.7}| .. list-table:: Algorithm Parameters for Normal Distribution (Batch Processing) :header-rows: 1 :widths: 10 10 60 :align: left :class: longtable * - Parameter - Default Value - Description * - ``algorithmFPType`` - ``float`` - The floating-point type that the algorithm uses for intermediate computations. Can be ``float`` or ``double``. * - ``method`` - ``defaultDense`` - Performance-oriented computation method, the only method supported by the algorithm. The only method supported so far is the Inverse Cumulative Distribution Function (ICDF) method. * - ``a`` - :math:`0` - The mean :math:`\alpha` * - ``sigma`` - :math:`1` - The standard deviation :math:`\sigma` Examples ******** .. tabs:: .. tab:: Python* Batch Processing: - :daal4py_example:`distributions_normal.py`