Statistical Functions

Statistical functions in Intel® MKL are known as Vector Statistical Library (VSL) that is designed for the purpose of

generating vectors of pseudorandom and quasi-random numbers
performing mathematical operations of convolution and correlation
computing basic statistical estimates for single and double precision multi-dimensional datasets

The corresponding functionality is described in the respective Random Number Generators, Convolution and Correlation, and VSL Summary Statistics topics.

See VSL performance data in the online VSL Performance Data document available at http://software.intel.com/en-us/articles/intel-math-kernel-library-documentation/

The basic notion in VSL is a task. The task object is a data structure or descriptor that holds the parameters related to a specific statistical operation: random number generation, convolution and correlation, or summary statistics estimation. Such parameters can be an identifier of a random number generator, its internal state and parameters, data arrays, their shape and dimensions, an identifier of the operation and so forth. You can modify the VSL task parameters using the respective service functionality of the library.

Optimization Notice
The Intel® Math Kernel Library (Intel® MKL) contains functions that are more highly optimized for Intel microprocessors than for other microprocessors. While the functions in Intel® MKL offer optimizations for both Intel and Intel-compatible microprocessors, depending on your code and other factors, you will likely get extra performance on Intel microprocessors. While the paragraph above describes the basic optimization approach for Intel® MKL as a whole, the library may or may not be optimized to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include Intel® Streaming SIMD Extensions 2 (Intel® SSE2), Intel® Streaming SIMD Extensions 3 (Intel® SSE3), and Supplemental Streaming SIMD Extensions 3 (Intel® SSSE3) instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Intel recommends that you evaluate other library products to determine which best meets your requirements.

Optimization Notice

The Intel® Math Kernel Library (Intel® MKL) contains functions that are more highly optimized for Intel microprocessors than for other microprocessors. While the functions in Intel® MKL offer optimizations for both Intel and Intel-compatible microprocessors, depending on your code and other factors, you will likely get extra performance on Intel microprocessors.

While the paragraph above describes the basic optimization approach for Intel® MKL as a whole, the library may or may not be optimized to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include Intel® Streaming SIMD Extensions 2 (Intel® SSE2), Intel® Streaming SIMD Extensions 3 (Intel® SSE3), and Supplemental Streaming SIMD Extensions 3 (Intel® SSSE3) instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors.

Intel recommends that you evaluate other library products to determine which best meets your requirements.