cdfnorminv

Intel® oneAPI Math Kernel Library (oneMKL) - Data Parallel C++ Developer Reference

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ID 772045

Date 12/16/2022

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cdfnorminv

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

Description
API
Examples

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:

where cdfnorm(x) denotes the cumulative normal distribution function.

Useful relations:

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

Useful relations for these functions:

Argument	Result	Error Code
+0.5	+0
+1	+	`status::sing`
-0	-	`status::sing`
+0	-	`status::sing`
a < -0	QNAN	`status::errdom`
a > +1	QNAN	`status::errdom`
+	QNAN	`status::errdom`
-	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<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<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`	CPU and GPU
`double`	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

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Intel® oneAPI Math Kernel Library (oneMKL) - Data Parallel C++ Developer Reference

cdfnorminv

Description

API

Examples