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:
.The cumulative distribution function is as follows:
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 (
60) - Devroye’s method [Devroye] for medium lambdas (60
1000) - Gaussian approximation for huge lambdas (
1000)
Input Parameters
Name | Type | Description |
|---|---|---|
lambda | double | Distribution parameter λ. |