Hypergeometric distribution with parameters
M - k> 40 and
l - s+ 1)⋅min(
l - m+ 1)/(
s.l - s) - (max(
m,l - m)),
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.