v?CdfNormInv

Developer Reference for Intel® oneAPI Math Kernel Library for C

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ID 766684

Date 3/31/2023

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v?CdfNormInv

Computes the inverse cumulative normal distribution function values of vector elements.

Syntax

vsCdfNormInv( n, a, y );

vsCdfNormInvI(n, a, inca, y, incy);

vmsCdfNormInv( n, a, y, mode );

vmsCdfNormInvI(n, a, inca, y, incy, mode);

vdCdfNormInv( n, a, y );

vdCdfNormInvI(n, a, inca, y, incy);

vmdCdfNormInv( n, a, y, mode );

vmdCdfNormInvI(n, a, inca, y, incy, mode);

Include Files

mkl.h

Input Parameters

Name	Type	Description
`n`	const MKL_INT	Specifies the number of elements to be calculated.
`a`	const float* for vsCdfNormInv, vmsCdfNormInv const double* for vdCdfNormInv, vmdCdfNormInv	Pointer to an array that contains the input vector a.
inca, incy	const MKL_INT	Specifies increments for the elements of `a` and `y`.
mode	const MKL_INT64	Overrides global VM mode setting for this function call. See vmlSetMode for possible values and their description.

Output Parameters

Name	Type	Description
`y`	float* for vsCdfNormInv, vmsCdfNormInv double* for vdCdfNormInv, vmdCdfNormInv	Pointer to an array that contains the output vector y.

Name

Type

Description

y

float* for vsCdfNormInv, vmsCdfNormInv

double* for vdCdfNormInv, vmdCdfNormInv

Pointer to an array that contains the output vector y.

Description

The CdfNormInv 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:

Sparse Matrices That Can be Solved With PARDISO

where erfinv(x) denotes the inverse error function and erfcinv(x) denotes the inverse complementary error functions.

See also Figure "ErfInv Family Functions Relationship" in ErfInv function description for CdfNormInv function relationship with the other functions of ErfInv family.

Special Values for Real Function v?CdfNormInv(x)
Argument	Result	VM Error Status	Exception
+0.5	+0
+1	+∞	VML_STATUS_SING	ZERODIVIDE
-0	-∞	VML_STATUS_SING	ZERODIVIDE
+0	-∞	VML_STATUS_SING	ZERODIVIDE
X < -0	QNAN	VML_STATUS_ERRDOM	INVALID
X > +1	QNAN	VML_STATUS_ERRDOM	INVALID
+∞	QNAN	VML_STATUS_ERRDOM	INVALID
-∞	QNAN	VML_STATUS_ERRDOM	INVALID
QNAN	QNAN
SNAN	QNAN		INVALID

Parent topic: Special Functions

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v?CdfNormInv

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