Abstract
New approximations for the inverse of the incomplete gamma function are derived, which are used to develop efficient evaluations of the inverse Poisson cumulative distribution function. An asymptotic approximation based on the standard Normal approximation is particularly good for CPUs with MIMD cores, while for GPUs and other hardware with vector units, a second asymptotic approximation based on Temme's approximation of the incomplete gamma function is more efficient due to conditional branching within each vector. The accuracy and efficiency of the software implementations is assessed on both CPUs and GPUs.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
