Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

vRngPoissonV

Generates Poisson distributed random values with varying mean.

Syntax

status
=
virngpoissonv
(
method
,
stream
,
n
,
r
,
lambda
)
Include Files
  • mkl.fi
    ,
    mkl_vsl.f90
Input Parameters
Name
Type
Description
method
INTEGER
,
INTENT(IN)
Generation method. The specific value is as follows:
VSL_RNG_METHOD_POISSONV_POISNORM
See brief description of the
POISNORM
method in Table
"Values of
<
method
>
in
method
parameter"
stream
TYPE (VSL_STREAM_STATE)
,
INTENT(IN)
Descriptor of the stream state structure.
n
INTEGER
,
INTENT(IN)
Number of random values to be generated
lambda
REAL
(KIND=8)
,
INTENT(IN)
Array of
n
distribution parameters
λ
i
.
Output Parameters
Name
Type
Description
r
INTEGER
(KIND=4)
,
INTENT(OUT)
Vector of
n
Poisson distributed random values
Description
The
vRngPoissonV
function generates
n
Poisson distributed random numbers
x
i
(
i
= 1, ...,
n
) with distribution parameter
λ
i
, where
λ
i
R
;
λ
i
> 0
.
The probability distribution is given by:
Equation
The cumulative distribution function is as follows:
Equation
Optimization Notice
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.
Return Values
VSL_ERROR_OK
,
VSL_STATUS_OK
Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR
stream
is a
NULL
pointer.
VSL_RNG_ERROR_BAD_STREAM
stream
is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE
Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is,
< 0
or
>
nmax
.
VSL_RNG_ERROR_NO_NUMBERS
Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED
Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED
Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
ARS-5 random number generator is not supported on the CPU running the application.