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

Subject: Re: [boost] [random] A much faster Poisson variate generation
From: Paul A. Bristow (pbristow_at_[hidden])
Date: 2008-12-31 13:36:36

> -----Original Message-----
> From: boost-bounces_at_[hidden] [mailto:boost-bounces_at_[hidden]]
On
> Behalf Of Ross Levine
> Sent: 30 December 2008 19:42
> To: boost_at_[hidden]
> Subject: [boost] [random] A much faster Poisson variate generation
> 
> 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.

Is this http://doi.acm.org/10.1145/355993.355997

aka

Computer Generation of Poisson Deviates from Modified Normal Distributions
Full text 	PdfPdf (791 KB)
Source 	ACM Transactions on Mathematical Software (TOMS) archive
Volume 8 ,  Issue 2  (June 1982) table of contents
Pages: 163 - 179  
Year of Publication: 1982
ISSN:0098-3500
Authors 	
J. H. Ahrens 	 Department of Mathematics, University of Kiel, D 2300 Kiel,
Olshausenstrasse 40-60, West Germany
U. Dieter 	 Institute of Statistics, Technical University, A 8010 Graz,
Hamerlinggasse 6, Austria
Publisher 	
ACM  New York, NY, USA
Bibliometrics 	
Downloads (6 Weeks): 34,   Downloads (12 Months): 280,   Citation Count: 5

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Or is it a later improved version?

Sounds useful, but I expect can you provide some tests to show equivalence
and enhancedness?

Paul

---
Paul A. Bristow
Prizet Farmhouse
Kendal, UK   LA8 8AB
[phone], mobile [phone]
pbristow_at_[hidden]