Intel® Integrated Performance Primitives Developer Reference

Developer Reference

  • 2021
  • 01/15/2021
  • Public Content
Contents

CdfNormInv

Computes the inverse cumulative normal distribution function values of vector elements.

Syntax

IppStatus ippsCdfNormInv_32f_A11 (const Ipp32f*
pSrc
, Ipp32f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_32f_A21 (const Ipp32f*
pSrc
, Ipp32f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_32f_A24 (const Ipp32f*
pSrc
, Ipp32f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_64f_A26 (const Ipp64f*
pSrc
, Ipp64f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_64f_A50 (const Ipp64f*
pSrc
, Ipp64f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_64f_A53 (const Ipp64f*
pSrc
, Ipp64f*
pDst
, Ipp32s
len
);
Include Files
ippvm.h
Domain Dependencies
Headers:
ippcore.h
Libraries:
ippcore.lib
Parameters
pSrc
Pointer to the source vector.
pDst
Pointer to the destination vector.
len
Number of elements in the vectors.
Description
This function computes the inverse cumulative normal distribution function values of
pSrc
 vector elements and stores the result in the corresponding element of
pDst
.
For single precision data:
function flavor
ippsCdfNormInv_32f_A11
 guarantees 11 correctly rounded bits of significand, or at least 3 exact decimal digits;
function flavor
ippsCdfNormInv_32f_A21
 guarantees 21 correctly rounded bits of significand, or 4 ulps, or about 6 exact decimal digits;
function flavor
ippsCdfNormInv_32f_A24
 guarantees 24 correctly rounded bits of significand, including the implied bit, with the maximum guaranteed error within 1 ulp.
For double precision data:
function flavor
ippsCdfNormInv_64f_A26
 guarantees 26 correctly rounded bits of significand, or 6.7E+7 ulps, or approximately 8 exact decimal digits;
function flavor
ippsCdfNormInv_64f_A50
 guarantees 50 correctly rounded bits of significand, or 4 ulps, or approximately 15 exact decimal digits;
function flavor
ippsCdfNormInv_64f_A53
 guarantees 53 correctly rounded bits of significand, including the implied bit, with the maximum guaranteed error within 1 ulp.
The computation is performed as follows:
pDst
[n] = CdfNormInv(
pSrc
[n])
,
0 ≤ n <
len
, where
CdfNormInv(
x
) = CdfNorm
-1
(
x
)
, and
CdfNorm(
x
)
 denotes the cumulative normal distribution function:
The example
below shows how to use the function
ippsCdfNormInv
.
Return Values
ippStsNoErr
Indicates no error.
ippStsNullPtrErr
Indicates an error when
pSrc
 or
pDst
 pointer is
NULL
.
ippStsSizeErr
Indicates an error when
len
 is less than or equal to 0.
ippStsDomain
Indicates a warning that the argument is out of the function domain, that is, at least one of
pSrc
 elements is outside the function domain [0; 1].
ippStsSingularity
Indicates a warning that the argument is a singularity point, that is, at least one of the elements of
pSrc
 is equal to 0 or 1.

Using ippsCdfNormInv Function

IppStatus ippsCdfNormInv_32f_A24_sample(void)
{
const Ipp32f x[4] = {+0.085, +0.543, +1.809, +0.953};
Ipp32f      	y[4];
	IppStatus st = ippsCdfNormInv_32f_A24( x, y, 4 );
	printf(" ippsCdfNormInv_32f_A24:\n");
	printf(" x = %+.3f %+.3f %+.3f %+.3f \n", x[0], x[1], x[2], x[3]);
	printf(" y = %+.3f %+.3f %+.3f %+.3f \n", y[0], y[1], y[2], y[3]);
	return st;
}
Output results:
 ippsCdfNormInv_32f_A24:
 x = +0.085 +0.543 +1.809 +0.953
 y = -1.372 +0.108 +0.874 +1.675

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.