vRngPoisson

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

Download PDF

ID 766686

Date 7/13/2023

Version

Public

A newer version of this document is available. Customers should click here to go to the newest version.

Visible to Intel only — GUID: GUID-481CC941-38A0-4D59-B2FE-8D365676188B

Generates Poisson distributed random values.

status = virngpoisson( method, stream, n, r, lambda )

Name	Type	Description
method	INTEGER, INTENT(IN)	Generation method. The specific values are as follows: VSL_RNG_METHOD_POISSON_PTPE VSL_RNG_METHOD_POISSON_POISNORM See brief description of the PTPE and POISNORM methods in Table "Values of `<method>` in method parameter".
stream	TYPE (VSL_STREAM_STATE), INTENT(IN)	Descriptor of the stream state structure.
n	INTEGER, INTENT(IN)	Number of random values to be generated
lambda	REAL(KIND=8), INTENT(IN)	Distribution parameter λ.

Name	Type	Description
r	INTEGER(KIND=4), INTENT(OUT)	Vector of `n` Poisson distributed random values

The vRng"Poisson function generates Poisson distributed random numbers with distribution parameter λ, where λ∈R; λ > 0.

The probability distribution is given by:

k∈ {0, 1, 2, ...}.

The cumulative distribution function is as follows:

Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201

Product and Performance Information

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

Notice revision #20201201

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR: stream is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM: stream is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE: Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
VSL_RNG_ERROR_NO_NUMBERS: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED: Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED: ARS-5 random number generator is not supported on the CPU running the application.

Parent topic: Discrete Distributions