Developer Reference for Intel® oneAPI Math Kernel Library for C

ID 766684
Date 3/22/2024
Public

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v?CdfNorm

Computes the cumulative normal distribution function values of vector elements.

Syntax

vsCdfNorm( n, a, y );

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

vmsCdfNorm( n, a, y, mode );

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

vdCdfNorm( n, a, y );

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

vmdCdfNorm( n, a, y, mode );

vmdCdfNormI(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 vsCdfNorm, vmsCdfNorm

const double* for vdCdfNorm, vmdCdfNorm

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 vsCdfNorm, vmsCdfNorm

double* for vdCdfNorm, vmdCdfNorm

Pointer to an array that contains the output vector y.

Description

The CdfNorm function computes the cumulative normal distribution function values for elements of the input vector a and writes them to the output vector y.

The cumulative normal distribution function is defined as given by:


Equation

Useful relations:


Sparse Matrices That Can be Solved With PARDISO

where Erf and Erfc are the error and complementary error functions.

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

Special Values for Real Function v?CdfNorm(x)
Argument Result VM Error Status Exception
X < underflow +0 VML_STATUS_UNDERFLOW UNDERFLOW
+ +1    
- +0    
QNAN QNAN    
SNAN QNAN   INVALID

See Also