v?CdfNorm

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 3/31/2023

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v?CdfNorm

Computes the cumulative normal distribution function values of vector elements.

Syntax

call vscdfnorm( n, a, y )

call vscdfnormi(n, a, inca, y, incy)

call vmscdfnorm( n, a, y, mode )

call vmscdfnormi(n, a, inca, y, incy, mode)

call vdcdfnorm( n, a, y )

call vdcdfnormi(n, a, inca, y, incy)

call vmdcdfnorm( n, a, y, mode )

call vmdcdfnormi(n, a, inca, y, incy, mode)

Include Files

mkl_vml.f90

Input Parameters

Name	Type	Description
`n`	INTEGER, INTENT(IN)	Specifies the number of elements to be calculated.
`a`	DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm REAL, INTENT(IN) for vscdfnorm, vmscdfnorm DOUBLE PRECISION, INTENT(IN) for vdcdfnorm, vmdcdfnorm	Array that specifies the input vector a.
inca, incy	INTEGER, INTENT(IN)	Specifies increments for the elements of `a` and `y`.
mode	INTEGER(KIND=8), INTENT(IN)	Overrides global VM mode setting for this function call. See vmlSetMode for possible values and their description.

Output Parameters

Name	Type	Description
`y`	DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm REAL, INTENT(OUT) for vscdfnorm, vmscdfnorm DOUBLE PRECISION, INTENT(OUT) for vdcdfnorm, vmdcdfnorm	Array that specifies the output vector y.

Name

Type

Description

y

DOUBLE PRECISION for vdcdfnorm, vmdcdfnorm

REAL, INTENT(OUT) for vscdfnorm, vmscdfnorm

DOUBLE PRECISION, INTENT(OUT) for vdcdfnorm, vmdcdfnorm

Array that specifies 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:

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

Parent topic: Special Functions

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

v?CdfNorm

See Also