I am new to using IMKL. I will be primarily using in for running numerical simulations. In trying to understand how to use MKL I was programming in an example from Sergey Maidanov's paper Monte Carlo Options Pricing Using Various Industry Library Solutions, which I got from the Intel web site. In this paper for MKL he uses a variable called BLOCK_SIZE when he sets up his call to vdRngLognormal. He doesn't doesn't give a value for BLOCK_SIZE nor does he give any explanation on how to determine what it should be. Is the value for BLOCK_SIZE that will give the best performance dependent on the machine the code is run on, or the BRNG that is called for the random numbers?
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