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Are there functions in the MKL to calculate:
- Sum of Squares
- Variance
in Single and Double precision ??
- Ben
- Sum of Squares
- Variance
in Single and Double precision ??
- Ben
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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
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Quoting - Andrey Nikolaev (Intel)
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
For sum of squares, use BLAS level 1 functions ?dot. Dot product of a vector with itself will give you sum of squares.
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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.
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