The Algorithms component of the Intel® Data Analytics Acceleration Library (Intel® DAAL) consists of classes that implement algorithms for data analysis (data mining), and data modeling (training and prediction). These algorithms include matrix decompositions, clustering algorithms, classification and regression algorithms, as well as association rules.


Given a set X of n feature vectors x1= (x11,…,x1p), ..., xn= (xn1,…,xnp) of dimension p, the problem is to compute the sample means and variance-covariance matrix or correlation matrix:

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