For more information about the VS functionality, refer to the following publications:

  • VS RNG


    Intel. Intel® Advanced Vector Extensions Programming Reference. (


    Bratley P. and Fox B.L. Implementing Sobol’s Quasirandom Sequence Generator, ACM Transactions on Mathematical Software, Vol. 14, No. 1, Pages 88-100, March 1988.


    Bratley P., Fox B.L., and Niederreiter H. Implementation and Tests of Low-Discrepancy Sequences, ACM Transactions on Modeling and Computer Simulation, Vol. 2, No. 3, Pages 195-213, July 1992.


    Coddington, P. D. Analysis of Random Number Generators Using Monte Carlo Simulation. Int. J. Mod. Phys. C-5, 547, 1994.


    Intel. Intel® 64 and IA-32 Architectures Software Developer’s Manual. 3 vols. (


    L’Ecuyer, Pierre. Tables of Linear Congruential Generators of Different Sizes and Good Lattice Structure. Mathematics of Computation, 68, 225, 249-260, 1999.


    L’Ecuyer, Pierre. Good Parameter Sets for Combined Multiple Recursive Random Number Generators. Operations Research, 47, 1, 159-164, 1999.


    Kirkpatrick, S., and Stoll, E. A Very Fast Shift-Register Sequence Random Number Generator. Journal of Computational Physics, V. 40. 517-526, 1981.


    Matsumoto, M., and Nishimura, T. Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator, ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, Pages 3-30, January 1998.


    Matsumoto, M., and Nishimura, T. Dynamic Creation of Pseudorandom Number Generators, 56-69, in: Monte Carlo and Quasi-Monte Carlo Methods 1998, Ed. Niederreiter, H. and Spanier, J., Springer 2000,


    NAG Numerical Libraries.


    Saito, M., and Matsumoto, M. SIMD-oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator. Monte Carlo and Quasi-Monte Carlo Methods 2006, Springer, Pages 607 – 622, 2008.


    Salmon, John K., Morales, Mark A., Dror, Ron O., and Shaw, David E., Parallel Random Numbers: As Easy as 1, 2, 3. SC ‘11 Proceedings of 2011 International Conference for High Performance Computing, Networking, Storage and Analysis, 2011.


    Sobol, I.M., and Levitan, Yu.L. The production of points uniformly distributed in a multidimensional cube. Preprint 40, Institute of Applied Mathematics, USSR Academy of Sciences, 1976 (In Russian).

    [VS Notes]

    Intel® oneMKL Vector Statistics Notes, a document present on the Intel® oneMKL product at

  • VM


    IEEE Standard for Binary Floating-Point Arithmetic. ANSI/IEEE Std 754-2008.