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