Merge pull request #54 from sivasathyaseeelan/pois_rand-gpu

gpu support for pois_rand

Author: ChrisRackauckas

src/PoissonRandom.jl

@@ -3,7 +3,18 @@ module PoissonRandom
 using Random
 using LogExpFunctions: log1pmx
 
-export pois_rand
+export pois_rand, PassthroughRNG
+
+# GPU-compatible Poisson sampling via PassthroughRNG
+struct PassthroughRNG <: AbstractRNG end
+
+rand(rng::PassthroughRNG) = Random.rand()
+randexp(rng::PassthroughRNG) = Random.randexp()
+randn(rng::PassthroughRNG) = Random.randn()
+
+rand(rng::AbstractRNG) = Random.rand(rng)
+randexp(rng::AbstractRNG) = Random.randexp(rng)
+randn(rng::AbstractRNG) = Random.randn(rng)
 
 count_rand(λ) = count_rand(Random.GLOBAL_RNG, λ)
 function count_rand(rng::AbstractRNG, λ)
@@ -88,7 +99,7 @@ function procf(λ, K::Int, s::Float64)
 
     if K < 10
         px = -float(λ)
-        py = λ^K / factorial(K)
+        py = λ^K / prod(2:K)
     else
         δ = inv(12) / K
         δ -= 4.8 * δ^3
@@ -121,6 +132,9 @@ pois_rand(λ)
 using RandomNumbers
 rng = Xorshifts.Xoroshiro128Plus()
 pois_rand(rng, λ)
+
+# Simple Poisson random on GPU
+pois_rand(PoissonRandom.PassthroughRNG(), λ)
 ```
 """
 pois_rand(λ) = pois_rand(Random.GLOBAL_RNG, λ)