poisson_v#

Generates Poisson distributed random values with varying mean.

Description#

The poisson_v class object is used in the generate function to provide n Poisson distributed random numbers \(x_i (i = 1, ..., n)\) with distribution parameter \(\lambda_i\), where \(\lambda_i \in R, \lambda_i > 0\).

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:

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

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#

namespace oneapi::mkl::rng {
  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); // deprecated since oneMKL 2023.0
    explicit poisson_v(sycl::span<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: 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

sycl::span<double>

Array of n distribution parameters λ.

Note

  • explicit poisson_v(std::vector<double> lambda); is deprecated and will be removed in one of the next releases. Use explicit poisson_v(sycl::span<double> lambda); instead.

  • When passing a sycl::span that is constructed over a user’s memory to the constructor, users must manage the memory under sycl::span by themselves. They must not destroy the memory while data are processed.