big difference of kurt between float and double

[rolandsun]

I test computing kurtosis by MKL  with float and double , and get strange result as following , why kurt of float and double have such big difference ?

double skew -3.2811 ,kurt 9.3626 ,mean 32.29 ,r2m 1042.57,r3m 33668.46 ,r4m 1087393.04
float skew -3.3029 ,kurt 5.7297 ,mean 32.29 ,r2m 1042.57,r3m 33668.46 ,r4m 1087393.00

#define DIM 1
#define N  16
void test_mkl_skew_double()
{
        VSLSSTaskPtr task;
        double x[N]= {32.368824, 32.3732567, 32.3706436, 32.3741646, 32.3736801, 32.3755112, 32.3742905, 32.3735313, 32.3738403, 30.9899216, 32.3761978, 32.3737259, 32.3755112, 32.3710899, 32.3742638, 32.3742638};
        double mean=0,skew=0,kurt={0},vari=0;
        MKL_INT p,n,xst;
        int status;
        p=DIM;
        n=N;
        xst=VSL_SS_MATRIX_STORAGE_ROWS;
        status = vsldSSNewTask( &task, &p, &n, &xst, x, 0, 0 );
        double rm[8]={-1};
        status=vsldSSEditMoments(task,&rm[0],&rm[1],&rm[2],&rm[3],&rm[4],&rm[6],&rm[5]);
        status = vsldSSEditTask( task, VSL_SS_ED_SKEWNESS, &skew );
        status = vsldSSEditTask( task, VSL_SS_ED_KURTOSIS, &kurt );
        MKL_UINT64 mask = VSL_SS_MEAN | VSL_SS_KURTOSIS | VSL_SS_SKEWNESS | VSL_SS_2R_MOM | VSL_SS_3R_MOM | VSL_SS_4R_MOM | VSL_SS_2C_MOM | VSL_SS_3C_MOM | VSL_SS_4C_MOM  ;
        status = vsldSSCompute(task, mask, VSL_SS_METHOD_FAST );
        status = vslSSDeleteTask( &task );
        printf ("double skew %.4f ,kurt %.4f ,mean %.2f ,r2m %.2f,r3m %.2f ,r4m %.2f\n",skew,kurt,rm[0],rm[1],rm[2],rm[3]);
}
void test_mkl_skew_float()
{
        VSLSSTaskPtr task;
        float x[N]= {32.368824, 32.3732567, 32.3706436, 32.3741646, 32.3736801, 32.3755112, 32.3742905, 32.3735313, 32.3738403, 30.9899216, 32.3761978, 32.3737259, 32.3755112, 32.3710899, 32.3742638, 32.3742638};
        float mean=0,skew=0,kurt={0},vari=0;
        MKL_INT p,n,xst;
        int status;
        p=DIM;
        n=N;
        xst=VSL_SS_MATRIX_STORAGE_ROWS;
        status = vslsSSNewTask( &task, &p, &n, &xst, x, 0, 0 );
        float rm[8]={-1};
        status=vslsSSEditMoments(task,&rm[0],&rm[1],&rm[2],&rm[3],&rm[4],&rm[6],&rm[5]);
        status = vslsSSEditTask( task, VSL_SS_ED_SKEWNESS, &skew );
        status = vslsSSEditTask( task, VSL_SS_ED_KURTOSIS, &kurt );
        MKL_UINT64 mask = VSL_SS_MEAN | VSL_SS_KURTOSIS | VSL_SS_SKEWNESS | VSL_SS_2R_MOM | VSL_SS_3R_MOM | VSL_SS_4R_MOM | VSL_SS_2C_MOM | VSL_SS_3C_MOM | VSL_SS_4C_MOM  ;
        status = vslsSSCompute(task, mask, VSL_SS_METHOD_FAST );
        status = vslSSDeleteTask( &task );
        printf ("float skew %.4f ,kurt %.4f ,mean %.2f ,r2m %.2f,r3m %.2f ,r4m %.2f\n",skew,kurt,rm[0],rm[1],rm[2],rm[3]);
}

[VidyalathaB_Intel · Accepted solution]

Hi Roland,

The issue raised by you is reproducible with VSL_SS_METHOD_FAST method parameter.

Meanwhile could you please try changing the method parameter to the function vslSSCompute as shown below?

//kurtosis of double datatype
status = vsldSSCompute(task, mask, VSL_SS_METHOD_1PASS);
//kurtosis of float datatype
status = vslsSSCompute(task, mask, VSL_SS_METHOD_1PASS );

We checked it from our end and could see that the results are same for both float and double kurtosis.

Reference Link:https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/statistical-functions/summary-statistics/summary-statistics-task-computation-routines.html#summary-statistics-task-computation-routines_TBL10-29

Please refer to the below screenshot and do let us know if it helps in resolving the issue.

Regards,

Vidya.

[rolandsun]

It works ,thankyou very much.

[Ruqiu_C_Intel]

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