cdfnorminv¶
Computes the inverse cumulative normal distribution function values of vector elements.
Syntax
Buffer API:
namespace oneapi::mkl::vm {
void cdfnorminv(
queue& exec_queue,
int64_t n,
buffer<T,1>& a,
buffer<T,1>& y,
uint64_t mode = mode::not_defined,
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 lib_mode =
oneapi::mkl::vm::mode::not_defined,
oneapi::mkl::vm::error_handler<T> eh = {});
}
USM API:
namespace oneapi::mkl::vm {
event cdfnorminv(
queue& exec_queue,
int64_t n,
T* a,
T* y,
vector_class<event> const & depends = {},
uint64_t mode = mode::not_defined,
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,
sycl::vector_class<cl::sycl::event> const & depends = {}, oneapi::mkl::vm::mode lib_mode =
oneapi::mkl::vm::mode::not_defined,
oneapi::mkl::vm::error_handler<T> eh = {});
}
cdfnorminv
supports the following precisions and devices:
T |
Devices supported |
---|---|
|
Host, CPU, and GPU |
|
Host, CPU, and GPU |
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:
\mathrm{CdfNormInv} (x) = \mathrm{CdfNorm}^{-1} (x),
where cdfnorm(x) denotes the cumulative normal distribution function.
Useful relations:
\mathrm{cdfnorminv} (x) = \sqrt{2} \mathrm{erfinv} (2x - 1) = \sqrt{2} \mathrm{erfcinv} (2 - 2x)
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 |
Useful relations for these functions:
\mathrm{erfcinv} (x) = \mathrm{erfinv} (1 - x)
\mathrm{cdfnorminv} (x) = \sqrt{2} \mathrm{erfinv} (2x - 1) = \sqrt{2} \mathrm{erfcinv} (2 - 2x)
Argument |
Result |
Error Code |
---|---|---|
+0.5 |
+0 |
|
+1 |
+∞ |
|
-0 |
-∞ |
|
+0 |
-∞ |
|
a < -0 |
QNAN |
|
a > +1 |
QNAN |
|
+∞ |
QNAN |
|
-∞ |
QNAN |
|
QNAN |
QNAN |
|
SNAN |
QNAN |
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
a
containing input vector of sizen
.- 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
a
to the input vector of sizen
.- 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).
- 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
y
containing the output vector of sizen
.
USM API:
- y
Pointer
y
to the output vector of sizen
.- return value (event)
Function end event.
Example
An example of how to use cdfnorminvcan be found in the Intel® oneMKL installation directory, under:
examples/dpcpp/vml/source/vcdfnorminv.cpp