Hypergeometric distribution with parameters

l

,

s

, and

m

. If

M - k

L

> 40 and

k

L

< k

H

, where

M

= ⌊min(

s

+ 1,

l - s

+ 1)⋅min(

m

+ 1,

l - m

+ 1)/(

l

+ 2)⌋,

k

L

= max(

0

,min(

s.l - s

) - (max(

m,l - m

)),

k

H

= min(min(

m,l - m

), min(

s,l - s

)), the random numbers are generated by the H2PE method (see [Kach85] for details). Otherwise, they are produced using the inverse transformation method in combination with the table lookup method. The H2PE method is a variation of the acceptance/rejection method that uses constant (on the fraction close to the distribution mode) and exponential (at the distribution tails) functions as majorizing functions. To avoid time-consuming acceptance/rejection checks, a squeezing technique is applied.

See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary and performance graphs.