Poisson (VSL_RNG_METHOD_POISSON_POISNORM)

Poisson distribution with parameter Λ. If Λ < 1, the random numbers are generated by combination of inverse transformation and table lookup methods. Otherwise, they are produced through transformation of the normally distributed random numbers.

The VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2 method is used to generate random numbers of normal distribution.

See http://software.intel.com/sites/products/documentation/doclib/mkl/vs/vs_performance_data.htm for test results summary and performance graphs.