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
Intel compilers, associated libraries and associated development tools may include or utilize options that optimize for instruction sets that are available in both Intel and non-Intel microprocessors (for example SIMD instruction sets), but do not optimize equally for non-Intel microprocessors. In addition, certain compiler options for Intel compilers, including some that are not specific to Intel micro-architecture, are reserved for Intel microprocessors. For a detailed description of Intel compiler options, including the instruction sets and specific microprocessors they implicate, please refer to the "Intel Compiler User and Reference Guides" under "Compiler Options." Many library routines that are part of Intel compiler products are more highly optimized for Intel microprocessors than for other microprocessors. While the compilers and libraries in Intel compiler products offer optimizations for both Intel and Intel-compatible microprocessors, depending on the options you select, your code and other factors, you likely will get extra performance on Intel microprocessors. Intel compilers, associated libraries and associated development tools may or may not optimize 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. While Intel believes our compilers and libraries are excellent choices to assist in obtaining the best performance on Intel and non-Intel microprocessors, Intel recommends that you evaluate other compilers and libraries to determine which best meet your requirements. We hope to win your business by striving to offer the best performance of any compiler or library; please let us know if you find we do not. Notice revision #20110307

Optimization Notice

Intel compilers, associated libraries and associated development tools may include or utilize options that optimize for instruction sets that are available in both Intel and non-Intel microprocessors (for example SIMD instruction sets), but do not optimize equally for non-Intel microprocessors. In addition, certain compiler options for Intel compilers, including some that are not specific to Intel micro-architecture, are reserved for Intel microprocessors. For a detailed description of Intel compiler options, including the instruction sets and specific microprocessors they implicate, please refer to the "Intel Compiler User and Reference Guides" under "Compiler Options." Many library routines that are part of Intel compiler products are more highly optimized for Intel microprocessors than for other microprocessors. While the compilers and libraries in Intel compiler products offer optimizations for both Intel and Intel-compatible microprocessors, depending on the options you select, your code and other factors, you likely will get extra performance on Intel microprocessors.

Intel compilers, associated libraries and associated development tools may or may not optimize 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.

While Intel believes our compilers and libraries are excellent choices to assist in obtaining the best performance on Intel and non-Intel microprocessors, Intel recommends that you evaluate other compilers and libraries to determine which best meet your requirements. We hope to win your business by striving to offer the best performance of any compiler or library; please let us know if you find we do not.

Notice revision #20110307