Developer Reference

Contents

v?CdfNormInv

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

Syntax

vsCdfNormInv
(
n
,
a
,
y
)
;
vsCdfNormInvI(n, a, inca, y, incy);
vmsCdfNormInv
(
n
,
a
,
y
,
mode
)
;
vmsCdfNormInvI(n, a, inca, y, incy, mode);
vdCdfNormInv
(
n
,
a
,
y
)
;
vdCdfNormInvI(n, a, inca, y, incy);
vmdCdfNormInv
(
n
,
a
,
y
,
mode
)
;
vmdCdfNormInvI(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
vsCdfNormInv
,
vmsCdfNormInv
const double*
for
vdCdfNormInv
,
vmdCdfNormInv
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
vsCdfNormInv
,
vmsCdfNormInv
double*
for
vdCdfNormInv
,
vmdCdfNormInv
Pointer to an array that contains the output vector
y
.
Description
The
CdfNormInv
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:
Equation
where
CdfNorm(x)
denotes the cumulative normal distribution function.
Useful relations:
Sparse Matrices That Can be Solved With PARDISO
where
erfinv(x)
denotes the inverse error function and
erfcinv(x)
denotes the inverse complementary error functions.
See also Figure
"ErfInv Family Functions Relationship"
in
ErfInv
function description for
CdfNormInv
function relationship with the other functions of
ErfInv
family.
Special Values for Real Function
v?CdfNormInv(x)
Argument
Result
VM Error Status
Exception
+0.5
+0
 
 
+1
+
VML_STATUS_SING
ZERODIVIDE
-0
-
VML_STATUS_SING
ZERODIVIDE
+0
-
VML_STATUS_SING
ZERODIVIDE
X < -0
QNAN
VML_STATUS_ERRDOM
INVALID
X > +1
QNAN
VML_STATUS_ERRDOM
INVALID
+
QNAN
VML_STATUS_ERRDOM
INVALID
-
QNAN
VML_STATUS_ERRDOM
INVALID
QNAN
QNAN
 
 
SNAN
QNAN
 
INVALID

Product and Performance Information

1

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