That is the article in question. The original algorithm was in a pseudo-assembly language. I have updated it to use binary search and a few other optimizations. I have tested the class extensively. It is about 15 times faster than boost::poisson_distribution for _mean=500. At small (<10) means both are too fast to measure. As expected, the mean and standard distribution of samples from this poisson distribution are equal to _mean. I'm not sure exactly how to post code here. I'm afraid the spaces will be deleted or something. I'll send it in my next message. On Wed, Dec 31, 2008 at 1:36 PM, Paul A. Bristow <pbristow@hetp.u-net.com> wrote:
-----Original Message----- From: boost-bounces@lists.boost.org [mailto:boost-bounces@lists.boost.org] On Behalf Of Ross Levine Sent: 30 December 2008 19:42 To: boost@lists.boost.org 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 +44 1539 561830, mobile +44 7714330204 pbristow@hetp.u-net.com
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