Developer Reference for Intel® oneAPI Math Kernel Library for C

ID 766684
Date 3/22/2024
Public

A newer version of this document is available. Customers should click here to go to the newest version.

Document Table of Contents

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.

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:


Equation

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

See Also