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.
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