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oneapi::mkl::rng::device::poisson

Generates Poisson distributed random values.

Description

The
oneapi::mkl::rng::device::poisson
class object is used in the
oneapi::mkl::rng::device::generate
function to provide Poisson distributed random numbers with distribution parameter λ, where
λ∈R; λ > 0
.
The probability distribution is given by:
LaTex Math image.
LaTex Math image..
The cumulative distribution function is as follows:
LaTex Math image.

API

Syntax
template<typename IntType, typename Method> class poisson { public: using method_type = Method; using result_type = IntType; poisson(): poisson(0.5){} explicit poisson(double lambda); explicit poisson(const param_type& pt); double lambda() const; param_type param() const; void param(const param_type& pt); };
Include Files
  • oneapi/mkl/rng/device.hpp
Template Parameters
Name
Description
typename IntType
Type of the produced values. The specific values are as follows:
std::int32_t
std::uint32_t
typename Method
Generation method. The specific values are as follows:
oneapi::mkl::rng::device::poisson_method::devroye
The Poisson
oneapi::mkl::rng::device::poisson_method::devroye
method uses the following underlying methods depending on the lambda parameter:
  • table-lookup method for small lambdas (LaTex Math image. 60)
  • Devroye’s method [Devroye] for medium lambdas (60 LaTex Math image. 1000)
  • Gaussian approximation for huge lambdas (LaTex Math image. 1000)
Input Parameters
Name
Type
Description
lambda
double
Distribution parameter λ.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.