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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]]
> 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


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
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
ACM New York, NY, USA
Downloads (6 Weeks): 34, Downloads (12 Months): 280, Citation Count: 5

(This requires a subscription to ACM)

Or is it a later improved version?

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


Paul A. Bristow
Prizet Farmhouse
Kendal, UK   LA8 8AB
+44 1539 561830, mobile +44 7714330204

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