Statistical functions in Intel® MKL are known as the Vector Statistical Library (VSL). It is 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
See VSL performance data in the online VSL Performance Data document available at http://software.intel.com/en-us/articles/intel-math-kernel-library-documentation/
The basic notion in VSL 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 VSL task parameters using the respective service functionality of the library.
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