oneapi::mkl::rng::poisson_v
¶
Generates Poisson distributed random values with varying mean.
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 and CPU
Include Files
oneapi/mkl/rng.hpp
Description
The
oneapi::mkl::rng::poisson_v
class object is used in theoneapi::mkl::rng::generate
function to providen
Poisson distributed random numbersx
i(i
= 1, …,n
) with distribution parameterλi
, whereλi∈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
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 |
|
Array of |