Computes inverse error function value of vector elements.

Syntax

vsErfInv( n, a, y );

vmsErfInv( n, a, y, mode );

vdErfInv( n, a, y );

vmdErfInv( n, a, y, 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 vsErfInv, vmsErfInv

const double* for vdErfInv, vmdErfInv

Pointer to an array that contains the input vector a.

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 vsErfInv, vmsErfInv

double* for vdErfInv, vmdErfInv

Pointer to an array that contains the output vector y.

Description

The ErfInv function computes the inverse error function values for elements of the input vector a and writes them to the output vector y

y = erf-1(a),

where erf(x) is the error function defined as given by:

Equation

Useful relations:

Equation

where erfc is the complementary error function.

Equation

where

Equation

is the cumulative normal distribution function.

Equation

where Φ-1(x) and erf-1(x) are the inverses to Φ(x) and erf(x) respectively.

Figure "ErfInv Family Functions Relationship" illustrates the relationships among ErfInv family functions (ErfInv, ErfcInv, CdfNormInv).

ErfInv Family Functions Relationship


Sparse Matrices That Can be Solved With PARDISO

Useful relations for these functions:

Equation


Sparse Matrices That Can be Solved With PARDISO

Special Values for Real Function v?ErfInv(x)
Argument Result VM Error Status Exception
+0 +0    
-0 -0    
+1 + VML_STATUS_SING ZERODIVIDE
-1 - VML_STATUS_SING ZERODIVIDE
|X| > 1 QNAN VML_STATUS_ERRDOM INVALID
+ QNAN VML_STATUS_ERRDOM INVALID
- QNAN VML_STATUS_ERRDOM INVALID
QNAN QNAN    
SNAN QNAN   INVALID

See Also

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