Contents

oneapi::mkl::rng::poisson

Generates Poisson distributed random values.

Description

The oneapi::mkl::rng::poisson class object is used in the oneapi::mkl::rng::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

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201

API

Syntax

template<typename IntType = std::int32_t, typename Method = poisson_method::by_default>
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);
};

Devices supported: Host, CPU, and GPU

Include Files

  • oneapi/mkl/rng.hpp

Template Parameters

typename IntType = std::int32_t

Type of the produced values. The specific values are as follows:

std::int32_t

std::uint32_t

typename Method =  oneapi::mkl::rng::poisson_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::poisson_method::ptpe

oneapi::mkl::rng::poisson_method::gaussian_icdf_based

See brief descriptions of the methods in Distributions Template Parameter Method.

Input Parameters

Name

Type

Description

lambda

double

Distribution parameter λ.
oneapi::mkl::rng::hypergeometric oneapi::mkl::rng::poisson_v