CREATE_RANDOM_NORMAL_MATRIX

This procedure creates a matrix of pseudorandom variables following the normal distribution using the parameters shift and sigma. The generation technique is based on the CDF inversion according to the following equation: x = sigma * SQRT(2) * Erf^{-1} (u) + shift.

Usage

The CREATE_RANDOM_NORMAL_MATRIX stored procedure has the following syntax:

CREATE_RANDOM_NORMAL_MATRIX(matrixOut,numberOfRows,numberOfCols,shift,sigma)

Paramters

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

Returns

BOOLEAN TRUE if successful.

Details

This procedure uses the MKL library.

Examples

CALL nzm..CREATE_RANDOM_NORMAL_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_NORMAL_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)