[boost] [random] A much faster Poisson variate generation

Subject: [boost] [random] A much faster Poisson variate generation
From: Ross Levine (ross.levine_at_[hidden])
Date: 2008-12-30 14:42:23

Hello,
I have modified the poisson_distribution class to use an updated
version of Ahrens and Dieter's PD algorithm for generating Poisson
variates, as described in "Computer Generation of Poisson Deviates
from Modified Normal Distributions." Is this allowed in Boost, and is
there interest? The current algorithm is O(mean), while PD is bounded
time. In addition, the current implementation fails for mean >> 750.
PD does, however, use a lookup table and thus has a non-trivial
constructor and needs 36 * sizeof(RealType) + 1 * sizeof(IntType)
bytes per poisson_distribution object.
Please let me know if this is desired.

Ross