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Formulas for Fast Computation of Divergence Statistics Applied to Quantitative Performance Analysis

Pebay, Philippe P.; Bennett, Janine C.

In an earlier work, we reported on the extension to the statistical analysis capability of the Visualization Tool Kit (VTK), which we developed for the calculation of divergence statistics, with the particular aim of providing quantitative means for High Performance Computing (HPC) performance analysis, of which we provided an example as well as user's manual. However, we did not provide the mathematical foundations for this work. In the current report, we fill this void with the complete derivation of the formulas which we used in the divergence statistics engine. This provides the foundations for future work which will aim at generalizing these formulas for more detailed HPC performance analysis.