Changeset 92:5d4decd1b870 in lemon-1.0

Timestamp:

03/14/08 17:57:49 (17 years ago)

Author:

Alpar Juttner <alpar@…>

Branch:

default

Phase:

public

Message:

Poisson distribution added

Files:

• lemon/random.h (modified) (1 diff)
• test/random_test.cc (modified) (1 diff)

lemon/random.h

@@ -804 +804 @@
     }  
       
+    /// Poisson distribution
+
+    /// This function generates a Poisson distribution random number with
+    /// parameter \c lambda.
+    /// 
+    /// The probability mass function of this distribusion is
+    /// \f[ \frac{e^{-\lambda}\lambda^k}{k!} \f]
+    /// \note The algorithm is taken from the book of Donald E. Knuth titled
+    /// ''Seminumerical Algorithms'' (1969). Its running time is linear in the
+    /// return value.
+    
+    int poisson(double lambda)
+    {
+      const double l = std::exp(-lambda);
+      int k=0;
+      double p = 1.0;
+      do {
+        k++;
+        p*=real<double>();
+      } while (p>=l);
+      return k-1;
+    }  
+      
     ///@}
     

test/random_test.cc

@@ -34 +34 @@
   //Does gamma work with integer k?
   a=lemon::rnd.gamma(4.0,0);
+  a=lemon::rnd.poisson(.5);
 }