topic Re: Are these functions in the MKL ?? in Intel® oneAPI Math Kernel Library

Are these functions in the MKL ??

Deleted_U_Intel — Sun, 15 Jun 2008 15:00:28 GMT

Are there functions in the MKL to calculate:

- Sum of Squares
- Variance

in Single and Double precision ??

- Ben

Re: Are these functions in the MKL ??

Andrey_N_Intel — Mon, 16 Jun 2008 08:04:59 GMT

Variance is available in Intel Summary Statistics Library. The library also contains algorithms for computation of moments up to 4th order (central and algebraic), skewness, kurtosis, quantiles, and variance-covariance/correlation matrices. Support of missing values, algorithms for robust estimation of mean/covariance, and detection of outliers are also included into the library. The estimates are computed in single and double precision. The package is available for downloading at http://software.intel.com/en-us/articles/intel-summary-statistics-library

Re: Are these functions in the MKL ??

MikeLevine — Mon, 02 Mar 2009 18:39:56 GMT

Quoting - Andrey Nikolaev (Intel)

For sum of squares, use BLAS level 1 functions ?dot. Dot product of a vector with itself will give you sum of squares.

Re: Are these functions in the MKL ??

TimP — Mon, 02 Mar 2009 22:34:58 GMT

Quoting - MikeLevine

For sum of squares, use BLAS level 1 functions ?dot. Dot product of a vector with itself will give you sum of squares.

Writing it with standard language features is likely to be more efficient: dot_product(), inner_product, explicit loops.