Vector Statistics & Data Fitting

Speed Statistical Functions Performance

Accelerate operations for applications in computational finance, life sciences, engineering simulations, databases, and other areas. With improved Monte Carlo application performance, deliver random number generators, probability distributions, and capabilities for parallel computation. Pair random-number generators such as Mersenne Twister and Niederreiter with a variety of probability distributions, including uniform, Gaussian, and exponential.

Get computationally intensive building blocks that analyze core statistics both in- and out-of-core to efficiently cover cases when the dataset is too large to fit in the memory all at once. These statistical functions include:

  • Computing basic statistics
  • Estimating dependencies
  • Detecting data outliers
  • Replacing missing values

Linear convolution and correlation transformations provide real and complex data, with single and double precision while splines for data-fitting capabilities accelerate one-dimensional interpolation for histograms, geometric modeling, surface approximation, and more. The included splines are: linear, quadratic, cubic, lookup, basis (B-splines), monotonic, stepwise, constant, and user-defined.


See below for further notes and disclaimers.1


Random Number Generator Benchmark

Make informed decisions about which functions to use in your applications using this data. It demonstrates a random number performance boost compared to the built-in C rand() function.

Additional Features

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