CREATE_RANDOM_LAPLACE_MATRIX

This procedure creates a new matrix filled with Laplace distributed pseudo-random variables using the parameters shift and Beta. The formula is as follows: x = -Beta*ln(u1) + shift, u2 <= 1/2 Beta*ln(u1) + shift, u2 > 1/2 Where u1, u2 is a pair of successive random numbers of a uniform distribution over the interval (0, 1).

Usage

The CREATE_RANDOM_LAPLACE_MATRIX stored procedure has the following syntax:

CREATE_RANDOM_LAPLACE_MATRIX(matrixOut,numberOfRows,numberOfCols,shift,beta)

Paramters

matrixOut: The name of the matrix to be generated.; Type: NVARCHAR(ANY)
numberOfRows: The number of matrix rows.; Type: INT4
numberOfCols: The number of matrix columns.; Type: INT4
shift: The value used for shift.; Type: DOUBLE
beta: The value used for Beta.; Type: DOUBLE

Returns

BOOLEAN TRUE if successful.

Details

This procedure uses the MKL library.

Examples

CALL nzm..CREATE_RANDOM_LAPLACE_MATRIX('A', 5, 10, 1.0, 0.1);
CALL nzm..GET_NUM_COLS('A');
CALL nzm..GET_NUM_ROWS('A');
CALL nzm..ANY_NONZERO('A');
CALL nzm..DELETE_MATRIX ('A' );

 CREATE_RANDOM_LAPLACE_MATRIX
------------------------------
 t
(1 row)

 GET_NUM_COLS
--------------
 10
(1 row)

 GET_NUM_ROWS
--------------
 5
(1 row)

 ANY_NONZERO
-------------
 1
(1 row)

 DELETE_MATRIX
---------------
 t
(1 row)