Developer Reference

  • 2021.1
  • 12/04/2020
  • Public Content

Statistical Functions

Statistical functions in
Intel® oneAPI Math Kernel Library
are known as the Vector Statistics (VS). They are designed for the purpose of
  • generating vectors of pseudorandom, quasi-random, and non-deterministic 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 Summary Statistics
See VS performance data in the online VS Performance Data document available at
The basic notion in VS 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 VS task parameters using the VS service functions.
Optimization Notice
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
This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.

Product and Performance Information


Performance varies by use, configuration and other factors. Learn more at