Return a matrix with Poisson distributed random elements. The arguments are handled the same as the arguments for
rand
, except for the argument l.Five different algorithms are used depending on the range of l and whether or not l is a scalar or a matrix.
- For scalar l <= 12, use direct method.
- Press, et al., 'Numerical Recipes in C', Cambridge University Press, 1992.
- For scalar l > 12, use rejection method.[1]
- Press, et al., 'Numerical Recipes in C', Cambridge University Press, 1992.
- For matrix l <= 10, use inversion method.[2]
- Stadlober E., et al., WinRand source code, available via FTP.
- For matrix l > 10, use patchwork rejection method.
- Stadlober E., et al., WinRand source code, available via FTP, or H. Zechner, 'Efficient sampling from continuous and discrete unimodal distributions', Doctoral Dissertaion, 156pp., Technical University Graz, Austria, 1994.
- For l > 1e8, use normal approximation.
- L. Montanet, et al., 'Review of Particle Properties', Physical Review D 50 p1284, 1994