I have been using the intel mkl library for about a year, but still consider myself new to it. I have found that different versions of the library output different random numbers. Specifically I am using thevdRngGaussian function with inputVSL_RNG_METHOD_GAUSSIAN_ICDF on mac osx. The differences in the random numbers appear to be in about the ninth decimal places for mean zero std 1 normal distribution. Is there a mistake in the libraries?
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