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A Divergence Statistics Extension to VTK for Performance Analysis

Pebay, Philippe P.; Bennett, Janine C.

This report follows the series of previous documents ([PT08, BPRT09b, PT09, BPT09, PT10, PB13], where we presented the parallel descriptive, correlative, multi-correlative, principal component analysis, contingency, k -means, order and auto-correlative statistics engines which we developed within the Visualization Tool Kit ( VTK ) as a scalable, parallel and versatile statistics package. We now report on a new engine which we developed for the calculation of divergence statistics, a concept which we hereafter explain and whose main goal is to quantify the discrepancy, in a stasticial manner akin to measuring a distance, between an observed empirical distribution and a theoretical, "ideal" one. The ease of use of the new diverence statistics engine is illustrated by the means of C++ code snippets. Although this new engine does not yet have a parallel implementation, it has already been applied to HPC performance analysis, of which we provide an example.