Hypergeometric (VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE)
Hypergeometric distribution with parameters
l
,
s
, and
m
. If
M - k
> 40 and
L
k
, where
L
< kH
M
= ⌊min(s
+ 1,l - s
+ 1)⋅min(m
+ 1,l - m
+ 1)/(l
+ 2)⌋,
k
= max(L
0
,min(s.l - s
) - (max(m,l - m
)),
k
= min(min(H
m,l - m
), min(s,l - s
)), the random numbers are generated by the H2PE method (see [Kach85] for details). Otherwise, they are produced using the inverse transformation method in combination with the table lookup method. The H2PE method is a variation of the acceptance/rejection method that uses constant (on the fraction close to the distribution mode) and exponential (at the distribution tails) functions as majorizing functions. To avoid time-consuming acceptance/rejection checks, a squeezing technique is applied.
See
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary and performance graphs.