Statistical Sums/Cross-products Support Streaming Computation for Large Datasets

The Summary Statistics (SSL) is a subcomponent of the Vector Statistical Library (VSL) included in the Intel® Math Kernel Library (Intel® MKL). The library provides rich set of functions to compute various statistical estimates for multi-dimensional datasets.

  • Developers
  • Intermediate
  • Intel® Math Kernel Library
  • VSL
  • variance-covariance
  • correlation matrices
  • computation of moments for streaming data
  • Development Tools
  • Optimization
  • MKL VSL example for grouppooledcovariance (vsldgrouppooledcovariance.f) failed with PGI threading layer.

    Problem Description:

    Grouppooledcovariance example crashs with segmentation fault with PGI threading layer on all platforms due to error in PGI support of OpenMP order clause.

    We can see this example “vsldgrouppooledcovariance.f” into the following directory MKL_ROOT>\examples\vslf\source\". This example shows how to calculates of group/poopled covariances.

     The issue number is DPD2002622493

     Root Cause:

  • Developers
  • Students
  • Linux*
  • Unix*
  • Fortran
  • Intermediate
  • Intel® Math Kernel Library
  • OpenMP*
  • PGI
  • VSL
  • Covariance
  • vslssseditpooledcovariance
  • vsldsseditpooledcovariance
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