* split CacheFriendlyProduct into multiple smaller files

* add an efficient selfadjoint * vector implementation (= blas symv)
  perf are inbetween MKL and GOTO
  => the interface is still missing (have to be rethougth)
This commit is contained in:
Gael Guennebaud 2009-02-21 20:20:38 +00:00
parent 3d86dcf473
commit de014efdaf
6 changed files with 663 additions and 385 deletions

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@ -145,7 +145,9 @@ namespace Eigen {
#include "src/Core/Swap.h"
#include "src/Core/CommaInitializer.h"
#include "src/Core/Part.h"
#include "src/Core/CacheFriendlyProduct.h"
#include "src/Core/products/GeneralMatrixMatrix.h"
#include "src/Core/products/GeneralMatrixVector.h"
#include "src/Core/products/SelfadjointMatrixVector.h"
} // namespace Eigen

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@ -0,0 +1,409 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_GENERAL_MATRIX_MATRIX_H
#define EIGEN_GENERAL_MATRIX_MATRIX_H
template <int L2MemorySize,typename Scalar>
struct ei_L2_block_traits {
enum {width = 8 * ei_meta_sqrt<L2MemorySize/(64*sizeof(Scalar))>::ret };
};
#ifndef EIGEN_EXTERN_INSTANTIATIONS
template<typename Scalar>
static void ei_cache_friendly_product(
int _rows, int _cols, int depth,
bool _lhsRowMajor, const Scalar* _lhs, int _lhsStride,
bool _rhsRowMajor, const Scalar* _rhs, int _rhsStride,
bool resRowMajor, Scalar* res, int resStride)
{
const Scalar* EIGEN_RESTRICT lhs;
const Scalar* EIGEN_RESTRICT rhs;
int lhsStride, rhsStride, rows, cols;
bool lhsRowMajor;
if (resRowMajor)
{
lhs = _rhs;
rhs = _lhs;
lhsStride = _rhsStride;
rhsStride = _lhsStride;
cols = _rows;
rows = _cols;
lhsRowMajor = !_rhsRowMajor;
ei_assert(_lhsRowMajor);
}
else
{
lhs = _lhs;
rhs = _rhs;
lhsStride = _lhsStride;
rhsStride = _rhsStride;
rows = _rows;
cols = _cols;
lhsRowMajor = _lhsRowMajor;
ei_assert(!_rhsRowMajor);
}
typedef typename ei_packet_traits<Scalar>::type PacketType;
enum {
PacketSize = sizeof(PacketType)/sizeof(Scalar),
#if (defined __i386__)
// i386 architecture provides only 8 xmm registers,
// so let's reduce the max number of rows processed at once.
MaxBlockRows = 4,
MaxBlockRows_ClampingMask = 0xFFFFFC,
#else
MaxBlockRows = 8,
MaxBlockRows_ClampingMask = 0xFFFFF8,
#endif
// maximal size of the blocks fitted in L2 cache
MaxL2BlockSize = ei_L2_block_traits<EIGEN_TUNE_FOR_CPU_CACHE_SIZE,Scalar>::width
};
const bool resIsAligned = (PacketSize==1) || (((resStride%PacketSize) == 0) && (size_t(res)%16==0));
const int remainingSize = depth % PacketSize;
const int size = depth - remainingSize; // third dimension of the product clamped to packet boundaries
const int l2BlockRows = MaxL2BlockSize > rows ? rows : MaxL2BlockSize;
const int l2BlockCols = MaxL2BlockSize > cols ? cols : MaxL2BlockSize;
const int l2BlockSize = MaxL2BlockSize > size ? size : MaxL2BlockSize;
const int l2BlockSizeAligned = (1 + std::max(l2BlockSize,l2BlockCols)/PacketSize)*PacketSize;
const bool needRhsCopy = (PacketSize>1) && ((rhsStride%PacketSize!=0) || (size_t(rhs)%16!=0));
Scalar* EIGEN_RESTRICT block = 0;
const int allocBlockSize = l2BlockRows*size;
block = ei_aligned_stack_new(Scalar, allocBlockSize);
Scalar* EIGEN_RESTRICT rhsCopy
= ei_aligned_stack_new(Scalar, l2BlockSizeAligned*l2BlockSizeAligned);
#ifndef EIGEN_USE_NEW_PRODUCT
// loops on each L2 cache friendly blocks of the result
for(int l2i=0; l2i<rows; l2i+=l2BlockRows)
{
const int l2blockRowEnd = std::min(l2i+l2BlockRows, rows);
const int l2blockRowEndBW = l2blockRowEnd & MaxBlockRows_ClampingMask; // end of the rows aligned to bw
const int l2blockRemainingRows = l2blockRowEnd - l2blockRowEndBW; // number of remaining rows
//const int l2blockRowEndBWPlusOne = l2blockRowEndBW + (l2blockRemainingRows?0:MaxBlockRows);
// build a cache friendly blocky matrix
int count = 0;
// copy l2blocksize rows of m_lhs to blocks of ps x bw
for(int l2k=0; l2k<size; l2k+=l2BlockSize)
{
const int l2blockSizeEnd = std::min(l2k+l2BlockSize, size);
for (int i = l2i; i<l2blockRowEndBW/*PlusOne*/; i+=MaxBlockRows)
{
// TODO merge the "if l2blockRemainingRows" using something like:
// const int blockRows = std::min(i+MaxBlockRows, rows) - i;
for (int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
// TODO write these loops using meta unrolling
// negligible for large matrices but useful for small ones
if (lhsRowMajor)
{
for (int w=0; w<MaxBlockRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(i+w)*lhsStride + (k+s)];
}
else
{
for (int w=0; w<MaxBlockRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(i+w) + (k+s)*lhsStride];
}
}
}
if (l2blockRemainingRows>0)
{
for (int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
if (lhsRowMajor)
{
for (int w=0; w<l2blockRemainingRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(l2blockRowEndBW+w)*lhsStride + (k+s)];
}
else
{
for (int w=0; w<l2blockRemainingRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(l2blockRowEndBW+w) + (k+s)*lhsStride];
}
}
}
}
for(int l2j=0; l2j<cols; l2j+=l2BlockCols)
{
int l2blockColEnd = std::min(l2j+l2BlockCols, cols);
for(int l2k=0; l2k<size; l2k+=l2BlockSize)
{
// acumulate bw rows of lhs time a single column of rhs to a bw x 1 block of res
int l2blockSizeEnd = std::min(l2k+l2BlockSize, size);
// if not aligned, copy the rhs block
if (needRhsCopy)
for(int l1j=l2j; l1j<l2blockColEnd; l1j+=1)
{
ei_internal_assert(l2BlockSizeAligned*(l1j-l2j)+(l2blockSizeEnd-l2k) < l2BlockSizeAligned*l2BlockSizeAligned);
memcpy(rhsCopy+l2BlockSizeAligned*(l1j-l2j),&(rhs[l1j*rhsStride+l2k]),(l2blockSizeEnd-l2k)*sizeof(Scalar));
}
// for each bw x 1 result's block
for(int l1i=l2i; l1i<l2blockRowEndBW; l1i+=MaxBlockRows)
{
int offsetblock = l2k * (l2blockRowEnd-l2i) + (l1i-l2i)*(l2blockSizeEnd-l2k) - l2k*MaxBlockRows;
const Scalar* EIGEN_RESTRICT localB = &block[offsetblock];
for(int l1j=l2j; l1j<l2blockColEnd; l1j+=1)
{
const Scalar* EIGEN_RESTRICT rhsColumn;
if (needRhsCopy)
rhsColumn = &(rhsCopy[l2BlockSizeAligned*(l1j-l2j)-l2k]);
else
rhsColumn = &(rhs[l1j*rhsStride]);
PacketType dst[MaxBlockRows];
dst[3] = dst[2] = dst[1] = dst[0] = ei_pset1(Scalar(0.));
if (MaxBlockRows==8)
dst[7] = dst[6] = dst[5] = dst[4] = dst[0];
PacketType tmp;
for(int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
tmp = ei_ploadu(&rhsColumn[k]);
PacketType A0, A1, A2, A3, A4, A5;
A0 = ei_pload(localB + k*MaxBlockRows);
A1 = ei_pload(localB + k*MaxBlockRows+1*PacketSize);
A2 = ei_pload(localB + k*MaxBlockRows+2*PacketSize);
A3 = ei_pload(localB + k*MaxBlockRows+3*PacketSize);
if (MaxBlockRows==8) A4 = ei_pload(localB + k*MaxBlockRows+4*PacketSize);
if (MaxBlockRows==8) A5 = ei_pload(localB + k*MaxBlockRows+5*PacketSize);
dst[0] = ei_pmadd(tmp, A0, dst[0]);
if (MaxBlockRows==8) A0 = ei_pload(localB + k*MaxBlockRows+6*PacketSize);
dst[1] = ei_pmadd(tmp, A1, dst[1]);
if (MaxBlockRows==8) A1 = ei_pload(localB + k*MaxBlockRows+7*PacketSize);
dst[2] = ei_pmadd(tmp, A2, dst[2]);
dst[3] = ei_pmadd(tmp, A3, dst[3]);
if (MaxBlockRows==8)
{
dst[4] = ei_pmadd(tmp, A4, dst[4]);
dst[5] = ei_pmadd(tmp, A5, dst[5]);
dst[6] = ei_pmadd(tmp, A0, dst[6]);
dst[7] = ei_pmadd(tmp, A1, dst[7]);
}
}
Scalar* EIGEN_RESTRICT localRes = &(res[l1i + l1j*resStride]);
if (PacketSize>1 && resIsAligned)
{
// the result is aligned: let's do packet reduction
ei_pstore(&(localRes[0]), ei_padd(ei_pload(&(localRes[0])), ei_preduxp(&dst[0])));
if (PacketSize==2)
ei_pstore(&(localRes[2]), ei_padd(ei_pload(&(localRes[2])), ei_preduxp(&(dst[2]))));
if (MaxBlockRows==8)
{
ei_pstore(&(localRes[4]), ei_padd(ei_pload(&(localRes[4])), ei_preduxp(&(dst[4]))));
if (PacketSize==2)
ei_pstore(&(localRes[6]), ei_padd(ei_pload(&(localRes[6])), ei_preduxp(&(dst[6]))));
}
}
else
{
// not aligned => per coeff packet reduction
localRes[0] += ei_predux(dst[0]);
localRes[1] += ei_predux(dst[1]);
localRes[2] += ei_predux(dst[2]);
localRes[3] += ei_predux(dst[3]);
if (MaxBlockRows==8)
{
localRes[4] += ei_predux(dst[4]);
localRes[5] += ei_predux(dst[5]);
localRes[6] += ei_predux(dst[6]);
localRes[7] += ei_predux(dst[7]);
}
}
}
}
if (l2blockRemainingRows>0)
{
int offsetblock = l2k * (l2blockRowEnd-l2i) + (l2blockRowEndBW-l2i)*(l2blockSizeEnd-l2k) - l2k*l2blockRemainingRows;
const Scalar* localB = &block[offsetblock];
for(int l1j=l2j; l1j<l2blockColEnd; l1j+=1)
{
const Scalar* EIGEN_RESTRICT rhsColumn;
if (needRhsCopy)
rhsColumn = &(rhsCopy[l2BlockSizeAligned*(l1j-l2j)-l2k]);
else
rhsColumn = &(rhs[l1j*rhsStride]);
PacketType dst[MaxBlockRows];
dst[3] = dst[2] = dst[1] = dst[0] = ei_pset1(Scalar(0.));
if (MaxBlockRows==8)
dst[7] = dst[6] = dst[5] = dst[4] = dst[0];
// let's declare a few other temporary registers
PacketType tmp;
for(int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
tmp = ei_pload(&rhsColumn[k]);
dst[0] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows ])), dst[0]);
if (l2blockRemainingRows>=2) dst[1] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+ PacketSize])), dst[1]);
if (l2blockRemainingRows>=3) dst[2] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+2*PacketSize])), dst[2]);
if (l2blockRemainingRows>=4) dst[3] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+3*PacketSize])), dst[3]);
if (MaxBlockRows==8)
{
if (l2blockRemainingRows>=5) dst[4] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+4*PacketSize])), dst[4]);
if (l2blockRemainingRows>=6) dst[5] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+5*PacketSize])), dst[5]);
if (l2blockRemainingRows>=7) dst[6] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+6*PacketSize])), dst[6]);
if (l2blockRemainingRows>=8) dst[7] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+7*PacketSize])), dst[7]);
}
}
Scalar* EIGEN_RESTRICT localRes = &(res[l2blockRowEndBW + l1j*resStride]);
// process the remaining rows once at a time
localRes[0] += ei_predux(dst[0]);
if (l2blockRemainingRows>=2) localRes[1] += ei_predux(dst[1]);
if (l2blockRemainingRows>=3) localRes[2] += ei_predux(dst[2]);
if (l2blockRemainingRows>=4) localRes[3] += ei_predux(dst[3]);
if (MaxBlockRows==8)
{
if (l2blockRemainingRows>=5) localRes[4] += ei_predux(dst[4]);
if (l2blockRemainingRows>=6) localRes[5] += ei_predux(dst[5]);
if (l2blockRemainingRows>=7) localRes[6] += ei_predux(dst[6]);
if (l2blockRemainingRows>=8) localRes[7] += ei_predux(dst[7]);
}
}
}
}
}
}
if (PacketSize>1 && remainingSize)
{
if (lhsRowMajor)
{
for (int j=0; j<cols; ++j)
for (int i=0; i<rows; ++i)
{
Scalar tmp = lhs[i*lhsStride+size] * rhs[j*rhsStride+size];
// FIXME this loop get vectorized by the compiler !
for (int k=1; k<remainingSize; ++k)
tmp += lhs[i*lhsStride+size+k] * rhs[j*rhsStride+size+k];
res[i+j*resStride] += tmp;
}
}
else
{
for (int j=0; j<cols; ++j)
for (int i=0; i<rows; ++i)
{
Scalar tmp = lhs[i+size*lhsStride] * rhs[j*rhsStride+size];
for (int k=1; k<remainingSize; ++k)
tmp += lhs[i+(size+k)*lhsStride] * rhs[j*rhsStride+size+k];
res[i+j*resStride] += tmp;
}
}
}
#else
// loops on each L2 cache friendly blocks of the result
for(int l2i=0; l2i<rows; l2i+=l2BlockRows)
{
for(int l2j=0; l2j<cols; l2j+=l2BlockCols)
{
// We have selected a block of lhs
// Packs this block into 'block'
for(int j=0; j<l2BlockCols; ++j)
{
int count = 0;
for(int i=0; i<l2BlockRows; ++i)
{
block[ (j*l2BlockCols) + i] = lhs[(j+l2j)*rows+l2i+count++];
}
}
// loops on each L2 cache firendly block of the result/rhs
for(int l2k=0; l2k<cols; l2k+=l2BlockCols)
{
for(int j=0; j<l2BlockCols; ++j)
{
for(int i=0; i<l2BlockRows; i+=PacketSize)
{
PacketType A0, A1, A2, A3, A4, A5;
// Load the packets from rhs and reorder them
// Here we need some vector reordering
// Right now its hardcoded to packets of 4 elements
A0 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)]);
A1 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)+1]);
A2 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)+2]);
A3 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)+3]);
for(int k=0; k<l2BlockRows; k+=PacketSize)
{
PacketType L0, L1, L2, L3;
// We perform "cross products" of vectors to avoid
// reductions (horizontal ops) afterwards
A4 = ei_pload(&res[(j+l2k)*rows+l2i+k]);
L0 = ei_pload(&block[ k + (i + 0)*l2BlockRows ]);
L1 = ei_pload(&block[ k + (i + 1)*l2BlockRows ]);
A4 = ei_pmadd(L0, A0, A4);
L2 = ei_pload(&block[ k + (i + 2)*l2BlockRows ]);
A4 = ei_pmadd(L1, A1, A4);
L3 = ei_pload(&block[ k + (i + 3)*l2BlockRows ]);
A4 = ei_pmadd(L2, A2, A4);
A4 = ei_pmadd(L3, A3, A4);
ei_pstore(&res[(j+l2k)*rows+l2i+k], A4);
}
}
}
}
}
}
#endif
ei_aligned_stack_delete(Scalar, block, allocBlockSize);
ei_aligned_stack_delete(Scalar, rhsCopy, l2BlockSizeAligned*l2BlockSizeAligned);
}
#endif // EIGEN_EXTERN_INSTANTIATIONS
#endif // EIGEN_GENERAL_MATRIX_MATRIX_H

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@ -22,389 +22,8 @@
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_CACHE_FRIENDLY_PRODUCT_H
#define EIGEN_CACHE_FRIENDLY_PRODUCT_H
template <int L2MemorySize,typename Scalar>
struct ei_L2_block_traits {
enum {width = 8 * ei_meta_sqrt<L2MemorySize/(64*sizeof(Scalar))>::ret };
};
#ifndef EIGEN_EXTERN_INSTANTIATIONS
template<typename Scalar>
static void ei_cache_friendly_product(
int _rows, int _cols, int depth,
bool _lhsRowMajor, const Scalar* _lhs, int _lhsStride,
bool _rhsRowMajor, const Scalar* _rhs, int _rhsStride,
bool resRowMajor, Scalar* res, int resStride)
{
const Scalar* EIGEN_RESTRICT lhs;
const Scalar* EIGEN_RESTRICT rhs;
int lhsStride, rhsStride, rows, cols;
bool lhsRowMajor;
if (resRowMajor)
{
lhs = _rhs;
rhs = _lhs;
lhsStride = _rhsStride;
rhsStride = _lhsStride;
cols = _rows;
rows = _cols;
lhsRowMajor = !_rhsRowMajor;
ei_assert(_lhsRowMajor);
}
else
{
lhs = _lhs;
rhs = _rhs;
lhsStride = _lhsStride;
rhsStride = _rhsStride;
rows = _rows;
cols = _cols;
lhsRowMajor = _lhsRowMajor;
ei_assert(!_rhsRowMajor);
}
typedef typename ei_packet_traits<Scalar>::type PacketType;
enum {
PacketSize = sizeof(PacketType)/sizeof(Scalar),
#if (defined __i386__)
// i386 architecture provides only 8 xmm registers,
// so let's reduce the max number of rows processed at once.
MaxBlockRows = 4,
MaxBlockRows_ClampingMask = 0xFFFFFC,
#else
MaxBlockRows = 8,
MaxBlockRows_ClampingMask = 0xFFFFF8,
#endif
// maximal size of the blocks fitted in L2 cache
MaxL2BlockSize = ei_L2_block_traits<EIGEN_TUNE_FOR_CPU_CACHE_SIZE,Scalar>::width
};
const bool resIsAligned = (PacketSize==1) || (((resStride%PacketSize) == 0) && (size_t(res)%16==0));
const int remainingSize = depth % PacketSize;
const int size = depth - remainingSize; // third dimension of the product clamped to packet boundaries
const int l2BlockRows = MaxL2BlockSize > rows ? rows : MaxL2BlockSize;
const int l2BlockCols = MaxL2BlockSize > cols ? cols : MaxL2BlockSize;
const int l2BlockSize = MaxL2BlockSize > size ? size : MaxL2BlockSize;
const int l2BlockSizeAligned = (1 + std::max(l2BlockSize,l2BlockCols)/PacketSize)*PacketSize;
const bool needRhsCopy = (PacketSize>1) && ((rhsStride%PacketSize!=0) || (size_t(rhs)%16!=0));
Scalar* EIGEN_RESTRICT block = 0;
const int allocBlockSize = l2BlockRows*size;
block = ei_aligned_stack_new(Scalar, allocBlockSize);
Scalar* EIGEN_RESTRICT rhsCopy
= ei_aligned_stack_new(Scalar, l2BlockSizeAligned*l2BlockSizeAligned);
#ifndef EIGEN_USE_NEW_PRODUCT
// loops on each L2 cache friendly blocks of the result
for(int l2i=0; l2i<rows; l2i+=l2BlockRows)
{
const int l2blockRowEnd = std::min(l2i+l2BlockRows, rows);
const int l2blockRowEndBW = l2blockRowEnd & MaxBlockRows_ClampingMask; // end of the rows aligned to bw
const int l2blockRemainingRows = l2blockRowEnd - l2blockRowEndBW; // number of remaining rows
//const int l2blockRowEndBWPlusOne = l2blockRowEndBW + (l2blockRemainingRows?0:MaxBlockRows);
// build a cache friendly blocky matrix
int count = 0;
// copy l2blocksize rows of m_lhs to blocks of ps x bw
for(int l2k=0; l2k<size; l2k+=l2BlockSize)
{
const int l2blockSizeEnd = std::min(l2k+l2BlockSize, size);
for (int i = l2i; i<l2blockRowEndBW/*PlusOne*/; i+=MaxBlockRows)
{
// TODO merge the "if l2blockRemainingRows" using something like:
// const int blockRows = std::min(i+MaxBlockRows, rows) - i;
for (int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
// TODO write these loops using meta unrolling
// negligible for large matrices but useful for small ones
if (lhsRowMajor)
{
for (int w=0; w<MaxBlockRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(i+w)*lhsStride + (k+s)];
}
else
{
for (int w=0; w<MaxBlockRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(i+w) + (k+s)*lhsStride];
}
}
}
if (l2blockRemainingRows>0)
{
for (int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
if (lhsRowMajor)
{
for (int w=0; w<l2blockRemainingRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(l2blockRowEndBW+w)*lhsStride + (k+s)];
}
else
{
for (int w=0; w<l2blockRemainingRows; ++w)
for (int s=0; s<PacketSize; ++s)
block[count++] = lhs[(l2blockRowEndBW+w) + (k+s)*lhsStride];
}
}
}
}
for(int l2j=0; l2j<cols; l2j+=l2BlockCols)
{
int l2blockColEnd = std::min(l2j+l2BlockCols, cols);
for(int l2k=0; l2k<size; l2k+=l2BlockSize)
{
// acumulate bw rows of lhs time a single column of rhs to a bw x 1 block of res
int l2blockSizeEnd = std::min(l2k+l2BlockSize, size);
// if not aligned, copy the rhs block
if (needRhsCopy)
for(int l1j=l2j; l1j<l2blockColEnd; l1j+=1)
{
ei_internal_assert(l2BlockSizeAligned*(l1j-l2j)+(l2blockSizeEnd-l2k) < l2BlockSizeAligned*l2BlockSizeAligned);
memcpy(rhsCopy+l2BlockSizeAligned*(l1j-l2j),&(rhs[l1j*rhsStride+l2k]),(l2blockSizeEnd-l2k)*sizeof(Scalar));
}
// for each bw x 1 result's block
for(int l1i=l2i; l1i<l2blockRowEndBW; l1i+=MaxBlockRows)
{
int offsetblock = l2k * (l2blockRowEnd-l2i) + (l1i-l2i)*(l2blockSizeEnd-l2k) - l2k*MaxBlockRows;
const Scalar* EIGEN_RESTRICT localB = &block[offsetblock];
for(int l1j=l2j; l1j<l2blockColEnd; l1j+=1)
{
const Scalar* EIGEN_RESTRICT rhsColumn;
if (needRhsCopy)
rhsColumn = &(rhsCopy[l2BlockSizeAligned*(l1j-l2j)-l2k]);
else
rhsColumn = &(rhs[l1j*rhsStride]);
PacketType dst[MaxBlockRows];
dst[3] = dst[2] = dst[1] = dst[0] = ei_pset1(Scalar(0.));
if (MaxBlockRows==8)
dst[7] = dst[6] = dst[5] = dst[4] = dst[0];
PacketType tmp;
for(int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
tmp = ei_ploadu(&rhsColumn[k]);
PacketType A0, A1, A2, A3, A4, A5;
A0 = ei_pload(localB + k*MaxBlockRows);
A1 = ei_pload(localB + k*MaxBlockRows+1*PacketSize);
A2 = ei_pload(localB + k*MaxBlockRows+2*PacketSize);
A3 = ei_pload(localB + k*MaxBlockRows+3*PacketSize);
if (MaxBlockRows==8) A4 = ei_pload(localB + k*MaxBlockRows+4*PacketSize);
if (MaxBlockRows==8) A5 = ei_pload(localB + k*MaxBlockRows+5*PacketSize);
dst[0] = ei_pmadd(tmp, A0, dst[0]);
if (MaxBlockRows==8) A0 = ei_pload(localB + k*MaxBlockRows+6*PacketSize);
dst[1] = ei_pmadd(tmp, A1, dst[1]);
if (MaxBlockRows==8) A1 = ei_pload(localB + k*MaxBlockRows+7*PacketSize);
dst[2] = ei_pmadd(tmp, A2, dst[2]);
dst[3] = ei_pmadd(tmp, A3, dst[3]);
if (MaxBlockRows==8)
{
dst[4] = ei_pmadd(tmp, A4, dst[4]);
dst[5] = ei_pmadd(tmp, A5, dst[5]);
dst[6] = ei_pmadd(tmp, A0, dst[6]);
dst[7] = ei_pmadd(tmp, A1, dst[7]);
}
}
Scalar* EIGEN_RESTRICT localRes = &(res[l1i + l1j*resStride]);
if (PacketSize>1 && resIsAligned)
{
// the result is aligned: let's do packet reduction
ei_pstore(&(localRes[0]), ei_padd(ei_pload(&(localRes[0])), ei_preduxp(&dst[0])));
if (PacketSize==2)
ei_pstore(&(localRes[2]), ei_padd(ei_pload(&(localRes[2])), ei_preduxp(&(dst[2]))));
if (MaxBlockRows==8)
{
ei_pstore(&(localRes[4]), ei_padd(ei_pload(&(localRes[4])), ei_preduxp(&(dst[4]))));
if (PacketSize==2)
ei_pstore(&(localRes[6]), ei_padd(ei_pload(&(localRes[6])), ei_preduxp(&(dst[6]))));
}
}
else
{
// not aligned => per coeff packet reduction
localRes[0] += ei_predux(dst[0]);
localRes[1] += ei_predux(dst[1]);
localRes[2] += ei_predux(dst[2]);
localRes[3] += ei_predux(dst[3]);
if (MaxBlockRows==8)
{
localRes[4] += ei_predux(dst[4]);
localRes[5] += ei_predux(dst[5]);
localRes[6] += ei_predux(dst[6]);
localRes[7] += ei_predux(dst[7]);
}
}
}
}
if (l2blockRemainingRows>0)
{
int offsetblock = l2k * (l2blockRowEnd-l2i) + (l2blockRowEndBW-l2i)*(l2blockSizeEnd-l2k) - l2k*l2blockRemainingRows;
const Scalar* localB = &block[offsetblock];
for(int l1j=l2j; l1j<l2blockColEnd; l1j+=1)
{
const Scalar* EIGEN_RESTRICT rhsColumn;
if (needRhsCopy)
rhsColumn = &(rhsCopy[l2BlockSizeAligned*(l1j-l2j)-l2k]);
else
rhsColumn = &(rhs[l1j*rhsStride]);
PacketType dst[MaxBlockRows];
dst[3] = dst[2] = dst[1] = dst[0] = ei_pset1(Scalar(0.));
if (MaxBlockRows==8)
dst[7] = dst[6] = dst[5] = dst[4] = dst[0];
// let's declare a few other temporary registers
PacketType tmp;
for(int k=l2k; k<l2blockSizeEnd; k+=PacketSize)
{
tmp = ei_pload(&rhsColumn[k]);
dst[0] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows ])), dst[0]);
if (l2blockRemainingRows>=2) dst[1] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+ PacketSize])), dst[1]);
if (l2blockRemainingRows>=3) dst[2] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+2*PacketSize])), dst[2]);
if (l2blockRemainingRows>=4) dst[3] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+3*PacketSize])), dst[3]);
if (MaxBlockRows==8)
{
if (l2blockRemainingRows>=5) dst[4] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+4*PacketSize])), dst[4]);
if (l2blockRemainingRows>=6) dst[5] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+5*PacketSize])), dst[5]);
if (l2blockRemainingRows>=7) dst[6] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+6*PacketSize])), dst[6]);
if (l2blockRemainingRows>=8) dst[7] = ei_pmadd(tmp, ei_pload(&(localB[k*l2blockRemainingRows+7*PacketSize])), dst[7]);
}
}
Scalar* EIGEN_RESTRICT localRes = &(res[l2blockRowEndBW + l1j*resStride]);
// process the remaining rows once at a time
localRes[0] += ei_predux(dst[0]);
if (l2blockRemainingRows>=2) localRes[1] += ei_predux(dst[1]);
if (l2blockRemainingRows>=3) localRes[2] += ei_predux(dst[2]);
if (l2blockRemainingRows>=4) localRes[3] += ei_predux(dst[3]);
if (MaxBlockRows==8)
{
if (l2blockRemainingRows>=5) localRes[4] += ei_predux(dst[4]);
if (l2blockRemainingRows>=6) localRes[5] += ei_predux(dst[5]);
if (l2blockRemainingRows>=7) localRes[6] += ei_predux(dst[6]);
if (l2blockRemainingRows>=8) localRes[7] += ei_predux(dst[7]);
}
}
}
}
}
}
if (PacketSize>1 && remainingSize)
{
if (lhsRowMajor)
{
for (int j=0; j<cols; ++j)
for (int i=0; i<rows; ++i)
{
Scalar tmp = lhs[i*lhsStride+size] * rhs[j*rhsStride+size];
// FIXME this loop get vectorized by the compiler !
for (int k=1; k<remainingSize; ++k)
tmp += lhs[i*lhsStride+size+k] * rhs[j*rhsStride+size+k];
res[i+j*resStride] += tmp;
}
}
else
{
for (int j=0; j<cols; ++j)
for (int i=0; i<rows; ++i)
{
Scalar tmp = lhs[i+size*lhsStride] * rhs[j*rhsStride+size];
for (int k=1; k<remainingSize; ++k)
tmp += lhs[i+(size+k)*lhsStride] * rhs[j*rhsStride+size+k];
res[i+j*resStride] += tmp;
}
}
}
#else
// loops on each L2 cache friendly blocks of the result
for(int l2i=0; l2i<rows; l2i+=l2BlockRows)
{
for(int l2j=0; l2j<cols; l2j+=l2BlockCols)
{
// We have selected a block of lhs
// Packs this block into 'block'
for(int j=0; j<l2BlockCols; ++j)
{
int count = 0;
for(int i=0; i<l2BlockRows; ++i)
{
block[ (j*l2BlockCols) + i] = lhs[(j+l2j)*rows+l2i+count++];
}
}
// loops on each L2 cache firendly block of the result/rhs
for(int l2k=0; l2k<cols; l2k+=l2BlockCols)
{
for(int j=0; j<l2BlockCols; ++j)
{
for(int i=0; i<l2BlockRows; i+=PacketSize)
{
PacketType A0, A1, A2, A3, A4, A5;
// Load the packets from rhs and reorder them
// Here we need some vector reordering
// Right now its hardcoded to packets of 4 elements
A0 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)]);
A1 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)+1]);
A2 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)+2]);
A3 = ei_pset1(rhs[(j+l2k)*rows+(i+l2j)+3]);
for(int k=0; k<l2BlockRows; k+=PacketSize)
{
PacketType L0, L1, L2, L3;
// We perform "cross products" of vectors to avoid
// reductions (horizontal ops) afterwards
A4 = ei_pload(&res[(j+l2k)*rows+l2i+k]);
L0 = ei_pload(&block[ k + (i + 0)*l2BlockRows ]);
L1 = ei_pload(&block[ k + (i + 1)*l2BlockRows ]);
A4 = ei_pmadd(L0, A0, A4);
L2 = ei_pload(&block[ k + (i + 2)*l2BlockRows ]);
A4 = ei_pmadd(L1, A1, A4);
L3 = ei_pload(&block[ k + (i + 3)*l2BlockRows ]);
A4 = ei_pmadd(L2, A2, A4);
A4 = ei_pmadd(L3, A3, A4);
ei_pstore(&res[(j+l2k)*rows+l2i+k], A4);
}
}
}
}
}
}
#endif
ei_aligned_stack_delete(Scalar, block, allocBlockSize);
ei_aligned_stack_delete(Scalar, rhsCopy, l2BlockSizeAligned*l2BlockSizeAligned);
}
#endif // EIGEN_EXTERN_INSTANTIATIONS
#ifndef EIGEN_GENERAL_MATRIX_VECTOR_H
#define EIGEN_GENERAL_MATRIX_VECTOR_H
/* Optimized col-major matrix * vector product:
* This algorithm processes 4 columns at onces that allows to both reduce
@ -813,4 +432,4 @@ static EIGEN_DONT_INLINE void ei_cache_friendly_product_rowmajor_times_vector(
#undef _EIGEN_ACCUMULATE_PACKETS
}
#endif // EIGEN_CACHE_FRIENDLY_PRODUCT_H
#endif // EIGEN_GENERAL_MATRIX_VECTOR_H

View File

@ -0,0 +1,177 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#ifndef EIGEN_SELFADJOINT_MATRIX_VECTOR_H
#define EIGEN_SELFADJOINT_MATRIX_VECTOR_H
template<bool Conjugate> struct ei_conj_if {
template<typename Scalar> Scalar operator() (const Scalar& x) const { return ei_conj(x); }
};
template<> struct ei_conj_if<false> {
template<typename Scalar> Scalar& operator() (Scalar& x) const { return x; }
};
/* Optimized col-major selfadjoint matrix * vector product:
* This algorithm processes 2 columns at onces that allows to both reduce
* the number of load/stores of the result by a factor 2 and to reduce
* the instruction dependency.
*/
template<typename Scalar, int StorageOrder, int UpLo>
static EIGEN_DONT_INLINE void ei_product_selfadjoint_vector(
int size,
const Scalar* lhs, int lhsStride,
const Scalar* rhs, //int rhsIncr,
Scalar* res)
{
typedef typename ei_packet_traits<Scalar>::type Packet;
const int PacketSize = sizeof(Packet)/sizeof(Scalar);
enum {
IsRowMajor = StorageOrder==RowMajorBit ? 1 : 0,
IsLower = UpLo == LowerTriangularBit ? 1 : 0,
FirstTriangular = IsRowMajor == IsLower
};
ei_conj_if<NumTraits<Scalar>::IsComplex && IsRowMajor> conj0;
ei_conj_if<NumTraits<Scalar>::IsComplex && !IsRowMajor> conj1;
for (int i=0;i<size;i++)
res[i] = 0;
int bound = std::max(0,size-8) & 0xfffffffE;
if (FirstTriangular)
bound = size - bound;
for (int j=FirstTriangular ? bound : 0;
j<(FirstTriangular ? size : bound);j+=2)
{
register const Scalar* __restrict__ A0 = lhs + j*lhsStride;
register const Scalar* __restrict__ A1 = lhs + (j+1)*lhsStride;
Scalar t0 = rhs[j];
Packet ptmp0 = ei_pset1(t0);
Scalar t1 = rhs[j+1];
Packet ptmp1 = ei_pset1(t1);
Scalar t2 = 0;
Packet ptmp2 = ei_pset1(t2);
Scalar t3 = 0;
Packet ptmp3 = ei_pset1(t3);
size_t starti = FirstTriangular ? 0 : j+2;
size_t endi = FirstTriangular ? j : size;
size_t alignedEnd = starti;
size_t alignedStart = (starti) + ei_alignmentOffset(&res[starti], endi-starti);
alignedEnd = alignedStart + ((endi-alignedStart)/(PacketSize))*(PacketSize);
res[j] += t0 * conj0(A0[j]);
if(FirstTriangular)
{
res[j+1] += t1 * conj0(A1[j+1]);
res[j] += t1 * conj0(A1[j]);
t3 += conj1(A1[j]) * rhs[j];
}
else
{
res[j+1] += t0 * conj0(A0[j+1]) + t1 * conj0(A1[j+1]);
t2 += conj1(A0[j+1]) * rhs[j+1];
}
for (size_t i=starti; i<alignedStart; ++i)
{
res[i] += t0 * A0[i] + t1 * A1[i];
t2 += ei_conj(A0[i]) * rhs[i];
t3 += ei_conj(A1[i]) * rhs[i];
}
for (size_t i=alignedStart; i<alignedEnd; i+=PacketSize)
{
Packet A0i = ei_ploadu(&A0[i]);
Packet A1i = ei_ploadu(&A1[i]);
Packet Bi = ei_ploadu(&rhs[i]); // FIXME should be aligned in most cases
Packet Xi = ei_pload(&res[i]);
Xi = ei_padd(ei_padd(Xi, ei_pmul(ptmp0, conj0(A0i))), ei_pmul(ptmp1, conj0(A1i)));
ptmp2 = ei_padd(ptmp2, ei_pmul(conj1(A0i), Bi));
ptmp3 = ei_padd(ptmp3, ei_pmul(conj1(A1i), Bi));
ei_pstore(&res[i],Xi);
}
for (size_t i=alignedEnd; i<endi; i++)
{
res[i] += t0 * conj0(A0[i]) + t1 * conj0(A1[i]);
t2 += conj1(A0[i]) * rhs[i];
t3 += conj1(A1[i]) * rhs[i];
}
res[j] += t2 + ei_predux(ptmp2);
res[j+1] += t3 + ei_predux(ptmp3);
}
for (int j=FirstTriangular ? 0 : bound;j<(FirstTriangular ? bound : size);j++)
{
register const Scalar* __restrict__ A0 = lhs + j*lhsStride;
Scalar t1 = rhs[j];
Scalar t2 = 0;
res[j] += t1 * conj0(A0[j]);
for (int i=FirstTriangular ? 0 : j+1; i<(FirstTriangular ? j : size); i++) {
res[i] += t1 * conj0(A0[i]);
t2 += conj1(A0[i]) * rhs[i];
}
res[j] += t2;
}
/*
// colmajor - upper
for (int j=0;j<size;j++)
{
register const Scalar* __restrict__ A0 = lhs + j*lhsStride;
Scalar t1 = rhs[j];
Scalar t2 = 0;
for (int i=0; i<j; i+=PacketSize) {
res[i] += t1 * A0[i];
t2 += A0[i] * rhs[i];
}
res[j] += t1 * A0[j];
res[j] += t2;
}
// rowmajor - lower
for (int j=0;j<size;j++)
{
register const Scalar* __restrict__ A0 = lhs + j*lhsStride;
Scalar t1 = rhs[j];
Scalar t2 = 0;
for (int i=0; i<j; i+=PacketSize) {
res[i] += t1 * A0[i];
t2 += A0[i] * rhs[i];
}
res[j] += t1 * A0[j];
res[j] += t2;
}
*/
}
#endif // EIGEN_SELFADJOINT_MATRIX_VECTOR_H

View File

@ -114,6 +114,7 @@ ei_add_test(cwiseop)
ei_add_test(redux)
ei_add_test(product_small)
ei_add_test(product_large ${EI_OFLAG})
ei_add_test(product_selfadjoint)
ei_add_test(adjoint)
ei_add_test(submatrices)
ei_add_test(miscmatrices)

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@ -0,0 +1,70 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra. Eigen itself is part of the KDE project.
//
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@gmail.com>
//
// Eigen is free software; you can redistribute it and/or
// modify it under the terms of the GNU Lesser General Public
// License as published by the Free Software Foundation; either
// version 3 of the License, or (at your option) any later version.
//
// Alternatively, you can redistribute it and/or
// modify it under the terms of the GNU General Public License as
// published by the Free Software Foundation; either version 2 of
// the License, or (at your option) any later version.
//
// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public
// License and a copy of the GNU General Public License along with
// Eigen. If not, see <http://www.gnu.org/licenses/>.
#include "main.h"
template<typename MatrixType> void product_selfadjoint(const MatrixType& m)
{
typedef typename MatrixType::Scalar Scalar;
typedef typename NumTraits<Scalar>::Real RealScalar;
typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
int rows = m.rows();
int cols = m.cols();
MatrixType m1 = MatrixType::Random(rows, cols),
m2 = MatrixType::Random(rows, cols);
VectorType v1 = VectorType::Random(rows),
v2 = VectorType::Random(rows);
m1 = m1.adjoint()*m1;
// col-lower
m2.setZero();
m2.template part<LowerTriangular>() = m1;
ei_product_selfadjoint_vector<Scalar,MatrixType::Flags&RowMajorBit,LowerTriangularBit>
(cols,m2.data(),cols, v1.data(), v2.data());
VERIFY_IS_APPROX(v2, m1 * v1);
// col-upper
m2.setZero();
m2.template part<UpperTriangular>() = m1;
ei_product_selfadjoint_vector<Scalar,MatrixType::Flags&RowMajorBit,UpperTriangularBit>(cols,m2.data(),cols, v1.data(), v2.data());
VERIFY_IS_APPROX(v2, m1 * v1);
}
void test_product_selfadjoint()
{
for(int i = 0; i < g_repeat ; i++) {
CALL_SUBTEST( product_selfadjoint(Matrix<float, 1, 1>()) );
CALL_SUBTEST( product_selfadjoint(Matrix<float, 2, 2>()) );
CALL_SUBTEST( product_selfadjoint(Matrix3d()) );
CALL_SUBTEST( product_selfadjoint(MatrixXcf(4, 4)) );
CALL_SUBTEST( product_selfadjoint(MatrixXcd(21,21)) );
CALL_SUBTEST( product_selfadjoint(MatrixXd(17,17)) );
CALL_SUBTEST( product_selfadjoint(Matrix<float,Dynamic,Dynamic,RowMajor>(18,18)) );
CALL_SUBTEST( product_selfadjoint(Matrix<std::complex<double>,Dynamic,Dynamic,RowMajor>(19, 19)) );
}
}