CdfNormInv

Function CdfNormInv

The CdfNormInv function computes the inverse cumulative normal distribution function values of real vector elements.

Performance:

		Dual-Core Intel(R) Xeon(R) processor 5100 Series	45nm Intel(R) Core(TM)2 Duo processor	Intel(R) Itanium(R) 2 processor
single	HA	11.75	14.90	42.05
	LA	8.59	8.15	42.05
	EP	7.25	6.81	42.05
double	HA	19.99	19.09	1.57E+03
	LA	13.97	17.27	1.56E+03
	EP	9.77	13.54	1.54E+03

Notes:
1) Units - CPE (Clocks per Element)
2) Performance was measured on "working" interval (double precision: [ 0.00001, 0.99999 ]; single precision: [ 0.00001, 0.99999 ])
3) Data - vectors of 1000 elements with random generated numbers.

Accuracy:

		Dual-Core Intel(R) Xeon(R) processor 5100 Series	45nm Intel(R) Core(TM)2 Duo processor	Intel(R) Itanium(R) 2 processor
single	HA	0.50	0.50	0.61
	LA	2.22	2.22	0.61
	EP	777.00	777.00	0.61
double	HA	0.50	0.50	0.50
	LA	2.20	2.20	0.50
	EP	4.35E+07	4.35E+07	0.50

Note: Units - ULP (Units in The Last Place).

Performance Graphs:

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