oneapi::mkl::rng::poisson

Generates Poisson distributed random values.

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);
double lambda() const;
};

Devices supported: Host, CPU, and GPU

Include Files

  • oneapi/mkl/rng.hpp

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:


image0

k∈ {0, 1, 2, …}. The cumulative distribution function is as follows:


image1

Intel’s compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice. Notice revision #20110804

This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.

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 Values

Input Parameters

Name

Type

Description

lambda

double

Distribution parameter λ.