Algorithm 343: eigenvalues and eigenvectors of a real general matrix

procedure poisson carlo (npx, npxl, random); value npx, random; real npx, npxl, random; comment The Poisson distribution gives the probability that px events will occur in a certain interval or volume, where the expected or mean value of events is npx. Applications are described by B. W. Lindgren and G. W. McElrath [1]. For a Monte Carlo calculation we wish to generate numbers px that satisfy the Poisson distribution, that is to find the inverse of the Poisson function. To do this we generate a pseudo-random number in the interval 0, 1 and find the number px such that random _< (probability that the number is pz or less) and random > (the probability that the number is px -1 or less).