Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

v?CdfNorm

Computes the cumulative normal distribution function values of vector elements.

Syntax

vsCdfNorm
(
n
,
a
,
y
)
;
vsCdfNormI(n, a, inca, y, incy);
vmsCdfNorm
(
n
,
a
,
y
,
mode
)
;
vmsCdfNormI(n, a, inca, y, incy, mode);
vdCdfNorm
(
n
,
a
,
y
)
;
vdCdfNormI(n, a, inca, y, incy);
vmdCdfNorm
(
n
,
a
,
y
,
mode
)
;
vmdCdfNormI(n, a, inca, y, incy, mode);
Include Files
  • mkl.h
Input Parameters
Name
Type
Description
n
const MKL_INT
Specifies the number of elements to be calculated.
a
const float*
for
vsCdfNorm
,
vmsCdfNorm
const double*
for
vdCdfNorm
,
vmdCdfNorm
Pointer to an array that contains the input vector
a
.
inca
,
incy
const MKL_INT
Specifies increments for the elements of
a
and
y
.
mode
const MKL_INT64
Overrides global VM mode setting for this function call. See
vmlSetMode
for possible values and their description.
Output Parameters
Name
Type
Description
y
float*
for
vsCdfNorm
,
vmsCdfNorm
double*
for
vdCdfNorm
,
vmdCdfNorm
Pointer to an array that contains 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:
Equation
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

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804