Visible to Intel only — GUID: GUID-43502BF9-3FAE-4C05-B2A5-F27C4E44973C
Visible to Intel only — GUID: GUID-43502BF9-3FAE-4C05-B2A5-F27C4E44973C
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:
![](/content/dam/docs/us/en/developer-reference-dpcpp/2023-1/6E84AD32-4151-45B4-9F2E-5EDA0E4D2BCC-low.png)
where cdfnorm(x) denotes the cumulative normal distribution function.
Useful relations:
![](/content/dam/docs/us/en/developer-reference-dpcpp/2023-1/2023CE57-A7C3-44CE-8B78-3BF5037BF895-low.png)
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).
![](/content/dam/docs/us/en/developer-reference-dpcpp/2023-1/789B3260-0B28-40E2-89C5-283F57467D57-low.png)
Useful relations for these functions:
![](/content/dam/docs/us/en/developer-reference-dpcpp/2023-1/54646C3C-8187-40C1-99F4-16B4CA870559-low.png)
![](/content/dam/docs/us/en/developer-reference-dpcpp/2023-1/2023CE57-A7C3-44CE-8B78-3BF5037BF895-low.png)
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