Code covered by the BSD License  

Highlights from
A Numerical Tour of Signal Processing

from A Numerical Tour of Signal Processing by Gabriel Peyre
A set of Matlab experiments that illustrates advanced computational signal and image processing.

poissrnd(lambda,m,n)
function r = poissrnd(lambda,m,n)

%POISSRND Random matrices from Poisson distribution.
%   R = POISSRND(LAMBDA) returns a matrix of random numbers chosen   
%   from the Poisson distribution with parameter LAMBDA.
%
%   The size of R is the size of LAMBDA. Alternatively, 
%   R = POISSRND(LAMBDA,M,N) returns an M by N matrix. 
%
%   POISSRND uses a waiting time method for small values of LAMBDA,
%   and the method of Ahrens and Dieter for larger values of LAMBDA.

%   References:
%      [1]  L. Devroye, "Non-Uniform Random Variate Generation", 
%      Springer-Verlag, 1986 page 504.

%   Copyright 1993-2000 The MathWorks, Inc. 
%   $Revision: 2.9 $  $Date: 2000/07/28 19:33:02 $

if nargin <  1, 
    error('Requires at least one input argument.'); 
end

if nargin == 1
    [errorcode rows columns] = rndcheck(1,1,lambda);
end

if nargin == 2
    [errorcode rows columns] = rndcheck(2,1,lambda,m);
end

if nargin == 3
    [errorcode rows columns] = rndcheck(3,1,lambda,m,n);
end

if errorcode > 0
    error('Size information is inconsistent.');
end

if (prod(size(lambda)) == 1)
	lambda = lambda(ones(rows*columns,1));
else
   lambda = lambda(:);
end

%Initialize r to zero.
r = zeros(rows, columns);

j = (1:(rows*columns))';   % indices remaining to generate

% For large lambda, use the method of Ahrens and Dieter as
% described in Knuth, Volume 2, 1998 edition.
k = find(lambda >= 15);
if ~isempty(k)
   alpha = 7/8;
   lk = lambda(k);
   m = floor(alpha * lk);
   
   % Generate m waiting times, all at once
   x = gamrnd(m,1);
   t = x <= lk;
   
   % If we did not overshoot, then the number of additional times
   % has a Poisson distribution with a smaller mean.
   r(k(t)) = m(t) + poissrnd(lk(t)-x(t));
   
   % If we did overshoot, then the times up to m-1 are uniformly
   % distributed on the interval to x, so the count of times less
   % than lambda has a binomial distribution.
   r(k(~t)) = binornd(m(~t)-1, lk(~t)./x(~t));
   j(k) = [];
end

% For small lambda, generate and count waiting times.
p = zeros(length(j),1);
while ~isempty(j)
    p = p - log(rand(length(j),1));
    kc = [1:length(k)]';
    t = (p < lambda(j));
    j = j(t);
    p = p(t);
    r(j) = r(j) + 1;
end
    
% Return NaN if LAMBDA is negative.
r(lambda < 0) = NaN;



function [errorcode, rows, columns] = rndcheck(nargs,nparms,arg1,arg2,arg3,arg4,arg5)
%RNDCHECK error checks the argument list for the random number generators.

%   B.A. Jones  1-22-93
%   Copyright (c) 1993-98 by The MathWorks, Inc.
%   $Revision: 2.5 $  $Date: 1997/11/29 01:46:40 $

sizeinfo = nargs - nparms;
errorcode = 0;

if nparms == 3
    [r1 c1] = size(arg1);
    [r2 c2] = size(arg2);
    [r3 c3] = size(arg3);
end

if nparms == 2
    [r1 c1] = size(arg1);
    [r2 c2] = size(arg2);
end 

if sizeinfo == 0        
    if nparms == 1
        [rows columns] = size(arg1);
    end
    
    if nparms == 2
        scalararg1 = (prod(size(arg1)) == 1);
        scalararg2 = (prod(size(arg2)) == 1);
        if ~scalararg1 & ~scalararg2
            if r1 ~= r2 | c1 ~= c2
                errorcode = 1;
                return;         
            end
        end
        if ~scalararg1
            [rows columns] = size(arg1);
        elseif ~scalararg2
            [rows columns] = size(arg2);
        else
            [rows columns] = size(arg1);
        end
    end
    
    if nparms == 3
        scalararg1 = (prod(size(arg1)) == 1);
        scalararg2 = (prod(size(arg2)) == 1);
        scalararg3 = (prod(size(arg3)) == 1);

        if ~scalararg1 & ~scalararg2
            if r1 ~= r2 | c1 ~= c2
                errorcode = 1;
                return;         
            end
        end

        if ~scalararg1 & ~scalararg3
            if r1 ~= r3 | c1 ~= c3
                errorcode = 1;
                return;                 
            end
        end

        if ~scalararg3 & ~scalararg2
            if r3 ~= r2 | c3 ~= c2
                errorcode = 1;
                return;         
            end
        end
            if ~scalararg1
                [rows columns] = size(arg1);
            elseif ~scalararg2
            [rows columns] = size(arg2);
            else
                [rows columns] = size(arg3);
            end
    end 
end

if sizeinfo == 1
    scalararg1 = (prod(size(arg1)) == 1);
    if nparms == 1
        if prod(size(arg2)) ~= 2
            errorcode = 2;
            return;
        end
        if  ~scalararg1 & arg2 ~= size(arg1)
            errorcode = 3;
            return;
        end
        if (arg2(1) < 0 | arg2(2) < 0 | arg2(1) ~= round(arg2(1)) | arg2(2) ~= round(arg2(2))),
            errorcode = 4;
            return;
        end 
        rows    = arg2(1);
        columns = arg2(2);
    end
    
    if nparms == 2
        if prod(size(arg3)) ~= 2
            errorcode = 2;
            return;
        end
        scalararg2 = (prod(size(arg2)) == 1);
        if ~scalararg1 & ~scalararg2
            if r1 ~= r2 | c1 ~= c2
                errorcode = 1;
                return;         
            end
        end
        if (arg3(1) < 0 | arg3(2) < 0 | arg3(1) ~= round(arg3(1)) | arg3(2) ~= round(arg3(2))),
            errorcode = 4;
            return;
        end 
        if ~scalararg1
            if any(arg3 ~= size(arg1))
                errorcode = 3;
                return;
            end
            [rows columns] = size(arg1);
        elseif ~scalararg2
            if any(arg3 ~= size(arg2))
                errorcode = 3;
                return;
            end
            [rows columns] = size(arg2);
        else
            rows    = arg3(1);
            columns = arg3(2);
        end
    end
    
    if nparms == 3
        if prod(size(arg4)) ~= 2
            errorcode = 2;
            return;
        end
        scalararg1 = (prod(size(arg1)) == 1);
        scalararg2 = (prod(size(arg2)) == 1);
        scalararg3 = (prod(size(arg3)) == 1);

        if (arg4(1) < 0 | arg4(2) < 0 | arg4(1) ~= round(arg4(1)) | arg4(2) ~= round(arg4(2))),
            errorcode = 4;
            return;
        end 

        if ~scalararg1 & ~scalararg2
            if r1 ~= r2 | c1 ~= c2
                errorcode = 1;
                return;         
            end
        end

        if ~scalararg1 & ~scalararg3
            if r1 ~= r3 | c1 ~= c3
                errorcode = 1;
                return;                 
            end
        end

        if ~scalararg3 & ~scalararg2
            if r3 ~= r2 | c3 ~= c2
                errorcode = 1;
                return;         
            end
        end
        if ~scalararg1
            if any(arg4 ~= size(arg1))
                errorcode = 3;
                return;
            end
            [rows columns] = size(arg1);
        elseif ~scalararg2
            if any(arg4 ~= size(arg2))
                errorcode = 3;
                return;
            end
            [rows columns] = size(arg2);
        elseif ~scalararg3
            if any(arg4 ~= size(arg3))
                errorcode = 3;
                return;
            end
            [rows columns] = size(arg3);
        else
            rows    = arg4(1);
            columns = arg4(2);
        end
    end 
end

if sizeinfo == 2
    if nparms == 1
        scalararg1 = (prod(size(arg1)) == 1);
        if ~scalararg1
            [rows columns] = size(arg1);
            if rows ~= arg2 | columns ~= arg3 
                errorcode = 3;
                return;
            end
        end
    if (arg2 < 0 | arg3 < 0 | arg2 ~= round(arg2) | arg3 ~= round(arg3)),
        errorcode = 4;
        return;
    end 
        rows = arg2;
        columns = arg3;
    end
    
    if nparms == 2
        scalararg1 = (prod(size(arg1)) == 1);
        scalararg2 = (prod(size(arg2)) == 1);
        if ~scalararg1 & ~scalararg2
            if r1 ~= r2 | c1 ~= c2
                errorcode = 1;
                return;         
            end
        end
        if ~scalararg1
            [rows columns] = size(arg1);
            if rows ~= arg3 | columns ~= arg4 
                errorcode = 3;
                return;
            end     
        elseif ~scalararg2
            [rows columns] = size(arg2);
            if rows ~= arg3 | columns ~= arg4 
                errorcode = 3;
                return;
            end     
        else
            if (arg3 < 0 | arg4 < 0 | arg3 ~= round(arg3) | arg4 ~= round(arg4)),
                errorcode = 4;
                return;
            end 
            rows = arg3;
            columns = arg4;
        end
    end
    
    if nparms == 3
        scalararg1 = (prod(size(arg1)) == 1);
        scalararg2 = (prod(size(arg2)) == 1);
        scalararg3 = (prod(size(arg3)) == 1);

        if ~scalararg1 & ~scalararg2
            if r1 ~= r2 | c1 ~= c2
                errorcode = 1;
                return;         
            end
        end

        if ~scalararg1 & ~scalararg3
            if r1 ~= r3 | c1 ~= c3
                errorcode = 1;
                return;                 
            end
        end

        if ~scalararg3 & ~scalararg2
            if r3 ~= r2 | c3 ~= c2
                errorcode = 1;
                return;         
            end
        end
        
        if ~scalararg1
            [rows columns] = size(arg1);
            if rows ~= arg4 | columns ~= arg5 
                errorcode = 3;
                return;
            end     
        elseif ~scalararg2
            [rows columns] = size(arg2);
            if rows ~= arg4 | columns ~= arg5 
                errorcode = 3;
                return;
            end
        elseif ~scalararg3
            [rows columns] = size(arg3);
            if rows ~= arg4 | columns ~= arg5 
                errorcode = 3;
                return;
            end     
        else
            if (arg4 < 0 | arg5 < 0 | arg4 ~= round(arg4) | arg5 ~= round(arg5)),
                errorcode = 4;
                return;
            end 
            rows    = arg4;
            columns = arg5;
        end
    end 
end




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