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PoissonV (VSL_RNG_METHOD_POISSONV_POISNORM)

Poisson distribution with parameter
Λ
. If
Λ
< 0.0625, the random numbers are generated by inverse transformation method. Otherwise, they are produced through transformation of normally distributed random numbers.
The VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2 method is used to generate random numbers of normal distribution.
See Intel® MKL Vector Statistics Random Number Generator Performance Data for test results summary and performance graphs.

Product and Performance Information

1

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