Developer Reference

Contents

Multinomial (VSL_RNG_METHOD_MULTINOMIAL_MULTPOISSON)

Multinomial distribution with parameters
m
,
k
, and a probability vector
p
. Random numbers of the multinomial distribution are generated by Poisson Approximation method (see [Charles93] for details).
  1. In the first stage,
    k
    independent Poisson values
    (X1...Xk)
    are generated by the POISSNORM method.
  2. Let
    m*
    denote sum of the generated
    k
    Poisson variates:
    • If
      m*
      =
      m
      , the first-stage sample has the required distribution.
    • If
      m*
      >
      m
      , the sample is discarded and the first stage is repeated.
    • If
      m*
      <
      m
      ,
      m*-m
      observations are generated by the Direct method (see [Charles93] for details):
      1. m*-m
        uniformly distributed independent random variates
        Ui
        are generated on the interval (0, 1).
      2. The component
        Xi
        is incremented by 1 if
See Intel® MKL Vector Statistics Random Number Generator Performance Data for test results summary and performance graphs.

Product and Performance Information

1

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