Poisson random number generator

Question

What is the shortest function (implemented in C) that will return a random draw from a Poisson distribution (given the mean or λ parameter)?

int random_poisson(double lambda);

Answer 1

Taken from the wikipedia article which credits Knuth (and notes that there are implementations with better time performance) this code is a complete program implementing a minimal test scaffold. The code that does the actual work is 169 characters still formatted:

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <limits.h>
#include <string.h>

/* For serious work you need a high quality random number generator 
 *
 * And these macros may need to be adjusted for your system and choice
 * of random number engine.
 */
#define GOODRAND random()
#define GOODRANDMAX INT_MAX
#define RANDTYPE long

/* poisson.c
 *
 * Implementation straight from 
 * http://en.wikipedia.org/wiki/Poisson_distribution#Generating_Poisson-distributed_random_variables
 * which credits Knuth.
 *
 * Time complexity is O(lambda), which is not optimal.
*/
RANDTYPE poisson(double lambda){
  RANDTYPE k=0;
  double L=exp(-lambda), p=1;
  do {
    ++k;
    p *= GOODRAND/(double)GOODRANDMAX;
  } while (p > L);
  return --k;
}

/* minimal testing scaffold 
*
* Note that with no initialzation the sequece will repeat on every test.
*/
int main(int argc, char**argv){
  while (argc > 1) {
    RANDTYPE in = atoi(argv[--argc]);
    printf("lambda=%d:  %d\n",in,poisson(in));
  }
}