This document includes a brief conceptual overview of random number generation problems and the product capabilities, with the focus on interpretation of results and the related figures of merit of VSL Random Number Generators (RNGs). It also provides task-oriented, procedural, and reference information. In contrast to the Intel® Math Kernel Library Reference Manual, VSL Notes expand on the concept of random number generation and its application. The document provides extensive comparative analysis of the library generators and describes the basic tests applied. Apart from the VSL distribution generators and service subroutines, the VSL Notes describe testing of distribution generators.
If you are interested in general issues related to random number generators, their quality and applications in computer simulation, see Randomness and Scientific Experiment, Random Numbers and Figures of Merit for Random Number Generators sections that briefly cover the relevant matters and provide references for further studies.
To learn about the factors that help optimize the VSL generators for Intel® processors, see the VSL Structure section, which covers the concept underlying VSL, the library structure and its potential for functionality enhancement. This section gives special attention to VSL ease of use and other advantages in parallel programming.
For information on tests for the VSL generators of various probability distributions, see the Testing of Basic Random Number Generators and Testing of Distribution Random Number Generators sections. You can see the latest test results in the Vector Statistical Library (VSL) Performance Data document published at http://software.intel.com/en-us/articles/intel-math-kernel-library-documentation/.
This document does not cover the fundamentals of the mathematical statistics, probability theory, or the theory of numbers and statistical simulation. You can find this information in books and articles listed in the Bibliography section.
Intel's compilers 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 SSE2, SSE3, and 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. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.
Notice revision #20110804