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