Poisson (VSL_RNG_METHOD_POISSON_POISNORM)
Poisson distribution with parameter
Λ
. If
Λ
< 1, the random numbers are generated by combination of inverse transformation and table lookup methods. Otherwise, they are produced through transformation of the normally distributed random numbers.
The
VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2 method is used to generate random numbers of normal distribution.
See
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary and performance graphs.