Contents

oneapi::mkl::rng::poisson_v

Generates Poisson distributed random values with varying mean.

Description

The oneapi::mkl::rng::poisson_v class object is used in the oneapi::mkl::rng::generate function to provide n Poisson distributed random numbers xi(i = 1, …, n) with distribution parameter λi, where λi∈R; λi > 0.

The probability distribution is given by:

P(X_i = k) = \frac{\lambda_i^k \exp(-\lambda_i)}{k!}, k \in \{0, 1, 2, \ldots \}

The cumulative distribution function is as follows:

F_{\lambda_i} (x) = \begin{cases} \sum_{k = 0}^{\lfloor x \rfloor} \frac{\lambda_i^k e^{-\lambda_i}}{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_v_method::by_default>
class poisson_v {
public:
using method_type = Method;
using result_type = IntType;
explicit poisson_v(std::vector<double> lambda
explicit poisson_v(const param_type& pt);
std::vector<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_v_method:: by_default

Generation method. The specific values are as follows:

oneapi::mkl::rng::poisson_v_method::gaussian_icdf_based

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

Input Parameters

Name

Type

Description

lambda

std::vector<double>

Array of n distribution parameters λ.
oneapi::mkl::rng::poisson oneapi::mkl::rng::negative_binomial