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:

$P(X = k) = \frac{\lambda^k e^{-\lambda}}{k!}$

$k \in \{0, 1, 2, \ldots \}$ .

The cumulative distribution function is as follows:

$F_{\lambda}(x) = \begin{cases} \sum_{k=0}^{\lfloor x \rfloor} \frac{\lambda^k e^{-\lambda}}{k!}, & x \geq 0 \\ 0, & x < 0 \end{cases}, x \in R$

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`

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

Note

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 ( $\lambda <$ 60)
Devroye’s method [Devroye] for medium lambdas (60 $\leq \lambda <$ 1000)
Gaussian approximation for huge lambdas ( $\lambda \geq$ 1000)

Input Parameters¶

Name	Type	Description
lambda	`double`	Distribution parameter λ.

oneapi::mkl::rng::device::bits Summary Statistics