About Vector Statistics
Vector Statistics (VS) performs pseudorandom and quasi-random vector generation as well as summary statistics calculations, convolution and correlation mathematical operations. VS is an integral part of Intel® oneAPI Math Kernel Library (oneMKL).
VS provides a number of generator subroutines implementing commonly used continuous and discrete distributions to help improve their performance. All these distributions are based on the highly optimized Basic Random Number Generators (BRNGs) and Vector Mathematics (VM), a set of vector transcendental functions.