Visible to Intel only — GUID: GUID-FE942235-72ED-43B6-96A8-A40D1DE9F26E
Visible to Intel only — GUID: GUID-FE942235-72ED-43B6-96A8-A40D1DE9F26E
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/2024-1/822EFD3D-B9C4-4AC1-8D0E-7717B2EC2D85-low.png)
where cdfnorm(x) denotes the cumulative normal distribution function.
Useful relations:
![](/content/dam/docs/us/en/developer-reference-dpcpp/2024-1/810D4DD7-7BCD-459A-B150-B33C4E06693E-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).
![cdfnorminv Family Functions Relationship](/content/dam/docs/us/en/developer-reference-dpcpp/2024-1/D79A00F3-E1E3-4F3B-985F-7BE244A963E6-low.png)
Useful relations for these functions:
![](/content/dam/docs/us/en/developer-reference-dpcpp/2024-1/84FEA303-EE5C-4B0F-81B3-D64EDD974C2C-low.png)
![](/content/dam/docs/us/en/developer-reference-dpcpp/2024-1/810D4DD7-7BCD-459A-B150-B33C4E06693E-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:
share/doc/mkl/examples/sycl/vml/source/vcdfnorminv.cpp