Notes for Intel® oneAPI Math Kernel Library Vector Statistics
Vector Statistics (VS) is a component of Intel® oneAPI Math Kernel Library (oneMKL). VS performs a range of statistical computations, including random number generation, summary statistics and convolution calculations.
This document includes an overview, a usage model and testing results of random number generators included in VS.
BRNG Tests Description
BRNG Tests Description contains detailed descriptions and passing criteria of the empirical tests implemented in Vector Statistics.
Basic Random Number Generator Properties and Testing Results
This document has a range of other information not covered on this page. Other sections contain a typical usage model of random number generators, an overview of methods for generating random numbers from statistical distributions, and a description of the differences between the fast and accurate modes in Intel® oneAPI Math Kernel Library random number generators.