Developer Reference

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cdfnorminv

Computes the element-wise inverse cumulative normal distribution function of vector elements.

Description

The
cdfnorminv(a)
function computes the inverse cumulative normal distribution function values for elements of the input vector
a
and writes them to the output vector
y
.
The inverse cumulative normal distribution function is defined as given by:
LaTex Math image.
where
cdfnorm(x)
denotes the cumulative normal distribution function.
Useful relations:
LaTex Math image.
where
erfinv(x)
denotes the inverse error function and
erfcinv(x)
denotes the inverse complementary error functions.
The following figure illustrates the relationships among
erfinv
family functions (
erfinv
,
erfcinv
,
cdfnorminv
).
cdfnorminv Family Functions Relationship
cdfnorminv Family Functions Relationship
Useful relations for these functions:
LaTex Math image.
LaTex Math image.
Argument
Result
Error Code
+0.5
+0
+1
+LaTex Math image.
status::sing
-0
-LaTex Math image.
status::sing
+0
-LaTex Math image.
status::sing
a < -0
QNAN
status::errdom
a > +1
QNAN
status::errdom
+LaTex Math image.
QNAN
status::errdom
-LaTex Math image.
QNAN
status::errdom
QNAN
QNAN
SNAN
QNAN

API

Syntax
Buffer API
namespace oneapi::mkl::vm { sycl::event cdfnorminv(sycl::queue & exec_queue, std::int64_t n, sycl::buffer<T> & a, sycl::buffer<T> & y, oneapi::mkl::vm::mode mode = oneapi::mkl::vm::mode::not_defined, oneapi::mkl::vm::error_handler<T> errhandler = {}); }
namespace oneapi::mkl::vm { sycl::event cdfnorminv(sycl::queue & exec_queue, sycl::buffer<T> & a, oneapi::mkl::slice sa, sycl::buffer<T> & y, oneapi::mkl::slice sy, oneapi::mkl::vm::mode mode = oneapi::mkl::vm::mode::not_defined, oneapi::mkl::vm::error_handler<T> errhandler = {}); }
USM API
namespace oneapi::mkl::vm { sycl::event cdfnorminv(sycl::queue & exec_queue, std::int64_t n, T const * a, T * y, std::vector<cl::sycl::event> const & depends = {}, oneapi::mkl::vm::mode mode = oneapi::mkl::vm::mode::not_defined, oneapi::mkl::vm::error_handler<T> errhandler = {}); }
namespace oneapi::mkl::vm { sycl::event cdfnorminv(sycl::queue & exec_queue, T const * a, oneapi::mkl::slice sa, T * y, oneapi::mkl::slice sy, std::vector<cl::sycl::event> const & depends = {}, oneapi::mkl::vm::mode mode = oneapi::mkl::vm::mode::not_defined, oneapi::mkl::vm::error_handler<T> errhandler = {}); }
cdfnorminv
supports the following precisions and devices:
T
Devices supported
float
Host, CPU, and GPU
double
Host, CPU, and GPU
Input Parameters
Buffer API
exec_queue
The queue where the routine should be executed.
n
Specifies the number of elements to be calculated.
a
The buffer containing the input vector.
sa
Slice selector for
a
. See Data Types for a description of the oneMKL slice type.
sy
Slice selector for
y
. See Data Types for a description of the oneMKL slice type.
mode
Overrides the global VM mode setting for this function call. See set_mode function for possible values and their description. This is an optional parameter. The default value is
mode::not_defined
.
errhandler
Sets local error handling mode for this function call. See the create_error_handler function for arguments and their descriptions. This is an optional parameter. The local error handler is disabled by default.
USM API
exec_queue
The queue where the routine should be executed.
n
Specifies the number of elements to be calculated.
a
Pointer to the input vector.
sa
Slice selector for
a
. See Data Types for a description of the oneMKL slice type.
sy
Slice selector for
y
. See Data Types for a description of the oneMKL slice type.
depends
Vector of dependent events (to wait for input data to be ready). This is an optional parameter. The default is an empty vector.
mode
Overrides the global VM mode setting for this function call. See the set_mode function for possible values and their description. This is an optional parameter. The default value is
mode::not_defined
.
errhandler
Sets local error handling mode for this function call. See the create_error_handler function for arguments and their descriptions. This is an optional parameter. The local error handler is disabled by default.
Output Parameters
Buffer API
y
The buffer containing the output vector.
return value (event)
Computation end event.
USM API
y
Pointer to the output vector.
return value (event)
Computation end event.

Examples

An example of how to use
cdfnorminv
can be found in the oneMKL installation directory, under:
examples/dpcpp/vml/source/vcdfnorminv.cpp

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.