Visible to Intel only — GUID: GUID-564BE4F0-009A-414A-AE5F-7D6D9B4757D7
Visible to Intel only — GUID: GUID-564BE4F0-009A-414A-AE5F-7D6D9B4757D7
vRngPoissonV
Generates Poisson distributed random values with varying mean.
Syntax
status = virngpoissonv( method, stream, n, r, lambda )
Include Files
- mkl.fi, mkl_vsl.f90
Input Parameters
Name |
Type |
Description |
---|---|---|
method |
INTEGER, INTENT(IN) |
Generation method. The specific value is as follows: VSL_RNG_METHOD_POISSONV_POISNORM See brief description of the POISNORM method in Table "Values of <method> in method parameter" |
stream |
TYPE (VSL_STREAM_STATE), INTENT(IN) |
Descriptor of the stream state structure. |
n |
INTEGER, INTENT(IN) |
Number of random values to be generated |
lambda |
REAL(KIND=8), INTENT(IN) |
Array of n distribution parametersλi. |
Output Parameters
Name |
Type |
Description |
---|---|---|
r |
INTEGER(KIND=4), INTENT(OUT) |
Vector of n Poisson distributed random values |
Description
The vRngPoissonV function generates n Poisson distributed random numbers xi(i = 1, ..., n) with distribution parameter λi, where λi∈R; λi > 0.
The probability distribution is given by:
The cumulative distribution function is as follows:
Product and Performance Information |
---|
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201 |
Return Values
- VSL_ERROR_OK, VSL_STATUS_OK
-
Indicates no error, execution is successful.
- VSL_ERROR_NULL_PTR
-
stream is a NULL pointer.
- VSL_RNG_ERROR_BAD_STREAM
-
stream is not a valid random stream.
- VSL_RNG_ERROR_BAD_UPDATE
-
Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
- VSL_RNG_ERROR_NO_NUMBERS
-
Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
- VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED
-
Period of the generator has been exceeded.
- VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED
-
Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
- VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
-
ARS-5 random number generator is not supported on the CPU running the application.