Are these functions in the MKL ??

Are these functions in the MKL ??

bentomkins's picture

Are there functions in the MKL to calculate:

- Sum of Squares
- Variance

in Single and Double precision ??


- Ben

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Andrey Nikolaev (Intel)'s picture

Variance is available in Intel Summary Statistics Library. The library also contains algorithms for computation of moments up to 4th order (central and algebraic), skewness, kurtosis, quantiles, and variance-covariance/correlation matrices. Support of missing values, algorithms for robust estimation of mean/covariance, and detection of outliers are also included into the library. The estimates are computed in single and double precision. The package is available for downloading at http://software.intel.com/en-us/articles/intel-summary-statistics-library

MikeLevine's picture
Quoting - Andrey Nikolaev (Intel) Variance is available in Intel Summary Statistics Library. The library also contains algorithms for computation of moments up to 4th order (central and algebraic), skewness, kurtosis, quantiles, and variance-covariance/correlation matrices. Support of missing values, algorithms for robust estimation of mean/covariance, and detection of outliers are also included into the library. The estimates are computed in single and double precision. The package is available for downloading at http://software.intel.com/en-us/articles/intel-summary-statistics-library

For sum of squares, use BLAS level 1 functions ?dot. Dot product of a vector with itself will give you sum of squares.

TimP (Intel)'s picture
Quoting - MikeLevine

For sum of squares, use BLAS level 1 functions ?dot. Dot product of a vector with itself will give you sum of squares.

Writing it with standard language features is likely to be more efficient: dot_product(), inner_product, explicit loops.

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