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Get rid of redundant computation for large arguments to erf(x).

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Rasmus Munk Larsen 2024-11-18 10:51:58 -08:00
parent 2fc63808e4
commit d5eec781b7
1 changed files with 35 additions and 28 deletions
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63
unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsImpl.h
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@ -328,7 +328,6 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erfc<float>::run(const T& x
return pselect(x_abs_gt_one_mask, erfc_large, erfc_small);
}
// Computes erf(x)/x for |x| <= 1. Used by both erf and erfc implementations.
// Takes x2 = x^2 as input.
//
@ -356,29 +355,15 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T erf_over_x_double_small(const T& x2) {
return pdiv(num_small, denom_small);
}
template <>
// erfc(x) = exp(-x^2) * 1/x * P(1/x^2) / Q(1/x^2), 1 < x < 28.
//
// Coefficients for P and Q generated with Rminimax command:
// ./ratapprox --function="erfc(1/sqrt(x))*exp(1/x)/sqrt(x)" --dom='[0.0013717,1]' --type=[9,9] --numF="[D]"
// --denF="[D]" --log --dispCoeff="dec"
//
// PRECONDITION: 1 < x < 28.
template <typename T>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erfc<double>::run(const T& x_in) {
// Clamp x to [-28:28] beyond which erfc(x) is either two or zero (below the underflow threshold).
// This avoids having to deal with twoprod(x,x) producing NaN for sufficiently large x.
constexpr double kClamp = 28.0;
const T x = pmin(pmax(x_in, pset1<T>(-kClamp)), pset1<T>(kClamp));
// For |x| < 1, we use erfc(x) = 1 - erf(x).
const T x2 = pmul(x, x);
const T one = pset1<T>(1.0);
const T erfc_small = pnmadd(x, erf_over_x_double_small(x2), one);
// Return early if we don't need the more expensive approximation for any
// entry in a.
const T x_abs_gt_one_mask = pcmp_lt(one, x2);
if (!predux_any(x_abs_gt_one_mask)) return erfc_small;
// erfc(x) = exp(-x^2) * 1/x * P(x) / Q(x), 1 < x < 28.
//
// Coefficients for P and Q generated with Rminimax command:
// ./ratapprox --function="erfc(1/sqrt(x))*exp(1/x)/sqrt(x)" --dom='[0.0013717,1]' --type=[9,9] --numF="[D]"
// --denF="[D]" --log --dispCoeff="dec"
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T erfc_double_large(const T& x, const T& x2) {
constexpr double gamma[] = {1.5252844933226974316088642158462107545346952974796295166015625e-04,
1.0909912393738931124520519233556115068495273590087890625000000e-02,
1.0628604636755033252537572252549580298364162445068359375000000e-01,
@ -399,7 +384,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erfc<double>::run(const T&
3.152505418656005586885981983868987299501895904541015625000000e-02,
2.565085751861882583380047861965067568235099315643310546875000e-03,
7.899362131678837697403017248376499992446042597293853759765625e-05};
// Compute exp(-x^2).
const T x2_lo = twoprod_low(x, x, x2);
// Here we use that
// exp(-x^2) = exp(-(x2+x2_lo)^2) ~= exp(-x2)*exp(-x2_lo) ~= exp(-x2)*(1-x2_lo)
@ -407,12 +392,34 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erfc<double>::run(const T&
// from 258 ulps to below 7 ulps.
const T exp2_hi = pexp(pnegate(x2));
const T z = pnmadd(exp2_hi, x2_lo, exp2_hi);
// Compute r = P / Q.
const T q2 = preciprocal(x2);
const T num_large = ppolevl<T, 9>::run(q2, gamma);
const T denom_large = pmul(x, ppolevl<T, 9>::run(q2, delta));
const T r = pdiv(num_large, denom_large);
const T maybe_two = pand(pcmp_lt(x, pset1<T>(0.0)), pset1<T>(2.0));
const T erfc_large = pmadd(z, r, maybe_two);
return pmadd(z, r, maybe_two);
}
template <>
template <typename T>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erfc<double>::run(const T& x_in) {
// Clamp x to [-28:28] beyond which erfc(x) is either two or zero (below the underflow threshold).
// This avoids having to deal with twoprod(x,x) producing NaN for sufficiently large x.
constexpr double kClamp = 28.0;
const T x = pmin(pmax(x_in, pset1<T>(-kClamp)), pset1<T>(kClamp));
// For |x| < 1, we use erfc(x) = 1 - erf(x).
const T x2 = pmul(x, x);
const T one = pset1<T>(1.0);
const T erfc_small = pnmadd(x, erf_over_x_double_small(x2), one);
// Return early if we don't need the more expensive approximation for any
// entry in a.
const T x_abs_gt_one_mask = pcmp_lt(one, x2);
if (!predux_any(x_abs_gt_one_mask)) return erfc_small;
const T erfc_large = erfc_double_large(x, x2);
return pselect(x_abs_gt_one_mask, erfc_large, erfc_small);
}
@ -451,7 +458,6 @@ struct erfc_impl<double> {
};
#endif // EIGEN_HAS_C99_MATH
/****************************************************************************
* Implementation of erf.
****************************************************************************/
@ -498,7 +504,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erf<float>::run(const T& x)
return pmax(pmin(r, pset1<T>(1.0f)), pset1<T>(-1.0f));
}
template<>
template <>
template <typename T>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erf<double>::run(const T& x) {
T x2 = pmul(x, x);
@ -511,7 +517,8 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erf<double>::run(const T& x
if (!predux_any(x_abs_gt_one_mask)) return erf_small;
// For |x| > 1, use erf(x) = 1 - erfc(x).
return psub(one, generic_fast_erfc<double>::run(x));
const T erf_large = psub(one, erfc_double_large(x, x2));
return pselect(x_abs_gt_one_mask, erf_large, erf_small);
}
template <typename T>