Intel® oneAPI Math Kernel Library Cookbook

Download PDF
ID 758503
Date 9/27/2021
Public

A newer version of this document is available. Customers should click here to go to the newest version.

Document Table of Contents
Document Table of Contents x
Intel® oneAPI Math Kernel Library Cookbook
Intel® oneAPI Math Kernel Library Cookbook x
Notices and Disclaimers Getting Technical Support What's New Notational Conventions Related Information Finding an approximate solution to a stationary nonlinear heat equation Factoring general block tridiagonal matrices Solving a system of linear equations with an LU-factored block tridiagonal coefficient matrix Factoring block tridiagonal symmetric positive definite matrices Solving a system of linear equations with a block tridiagonal symmetric positive definite coefficient matrix Computing principal angles between two subspaces Computing principal angles between invariant subspaces of block triangular matrices Evaluating a Fourier integral Using Fast Fourier Transforms for computer tomography image reconstruction Noise filtering in financial market data streams Using the Monte Carlo method for simulating European options pricing Using the Black-Scholes formula for European options pricing Multiple simple random sampling without replacement Using a histospline technique to scale images Speeding up Python* scientific computations Bibliography
Intel® oneAPI Math Kernel Library Cookbook

Notational Conventions

This manual uses the following terms to refer to operating systems:

Windows* OS

This term refers to information that is valid on all supported Windows* operating systems.

Linux* OS

This term refers to information that is valid on all supported Linux* operating systems.

macOS*

This term refers to information that is valid on Intel®-based systems running the macOS* operating system.

This manual uses the following notational conventions:

  • Routine name shorthand (for example, ?ungqr instead of cungqr/zungqr).

  • Font conventions used for distinction between the text and the code.

Routine Name Shorthand

For shorthand, names that contain a question mark "?" represent groups of routines with similar functionality. Each group typically consists of routines used with four basic data types: single-precision real, double-precision real, single-precision complex, and double-precision complex. The question mark is used to indicate any or all possible varieties of a function; for example:

?swap

Refers to all four data types of the vector-vector ?swap routine: sswap, dswap, cswap, and zswap.

Font Conventions

The following font conventions are used:

UPPERCASE COURIER

Data type used in the description of input and output parameters for Fortran interface. For example, CHARACTER*1.

lowercase courier

Code examples:

a(k+i,j) = matrix(i,j)

a[k+i][j] = matrix[i][j];

and data types for C interface, for example, const float*

data types; for example, const float*

lowercase courier mixed with UpperCase courier

Function names for C interface; for example, vmlSetMode

lowercase courier italic

Variables in arguments and parameters description. For example, incx.

*

Used as a multiplication symbol in code examples and equations and where required by the programming language syntax.

Parent topic: Intel® oneAPI Math Kernel Library Cookbook
Level Two Title