Skip to content

Latest commit

 

History

History
265 lines (145 loc) · 5.41 KB

File metadata and controls

265 lines (145 loc) · 5.41 KB

cdfnorm

Computes the cumulative normal distribution function values of vector elements.

Syntax

Buffer API:

namespace oneapi::mkl::vm {

sycl::event cdfnorm(
        sycl::queue& exec_queue,
        std::int64_t n,
        sycl::buffer<T,1>& a,
        sycl::buffer<T,1>& y,
        oneapi::mkl::vm::mode mode = oneapi::mkl::vm::mode::not_defined,
        oneapi::mkl::vm::error_handler<T> errhandler = {});

} // namespace oneapi::mkl::vm

USM API:

namespace oneapi::mkl::vm {

sycl::event cdfnorm(
        sycl::queue& exec_queue,
        std::int64_t n,
        const T *a,
        T* y,
        std::vector<sycl::event> const & depends = {},
        oneapi::mkl::vm::mode mode = oneapi::mkl::vm::mode::not_defined,
        oneapi::mkl::vm::error_handler<T> errhandler = {});

} // namespace oneapi::mkl::vm

cdfnorm supports the following precisions.

T
float
double

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:

\operatorname{cdfnorm}(x) = \frac{1}{\sqrt{2\pi}} \int_{-\infty}^{x} e^{-\frac{t^2}{2}}
\operatorname{d \!} x

Useful relations for these functions:

\operatorname{erf}(x) + \operatorname{erfc}(x) = 1
\operatorname{cdfnorm}(x) &= \frac{1}{2} \left( 1 + \operatorname{erf}\left(\frac{x}{\sqrt{2}}\right) \right) \\
            &= 1 - \frac{1}{2} \operatorname{erfc}\left(\frac{x}{\sqrt{2}}\right)

where \operatorname{erf} and \operatorname{erfc} are the error and complementary error functions, respectively.

The following figure illustrates the relationships among the family of error functions (erf, erfc, cdfnorm).

cdfnorm Family Functions Relationship |

image0
Argument Result Status code
a < underflow +0 oneapi::mkl::vm::status::underflow
+∞ +1  
-∞ +0  
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 size n.
mode
Overrides the global VM mode setting for this function call. See :ref:`onemkl_vm_setmode` function for possible values and their description. This is an optional parameter. The default value is oneapi::mkl::vm::mode::not_defined.
errhandler
Sets local error handling mode for this function call. See the :ref:`onemkl_vm_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 size n.
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 :ref:`onemkl_vm_setmode` function for possible values and their description. This is an optional parameter. The default value is oneapi::mkl::vm::mode::not_defined.
errhandler
Sets local error handling mode for this function call. See the :ref:`onemkl_vm_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 size n.

USM API:

y
Pointer y to the output vector of size n.
return value (event)
Event, signifying availability of computed output and status code(s).

Exceptions

For list of generated exceptions please refer to  :ref:`onemkl_vm_exceptions`