Commit Graph

6114 Commits

Author SHA1 Message Date
Janek Kozicki
00de570793 Fix -Werror -Wfloat-conversion warning. 2019-12-23 23:52:44 +01:00
Christoph Hertzberg
870e53c0f2 Bug #1788: Fix rule-of-three violations inside the stable modules.
This fixes deprecated-copy warnings when compiling with GCC>=9
Also protect some additional Base-constructors from getting called by user code code (#1587)
2019-12-19 17:30:11 +01:00
Christoph Hertzberg
72166d0e6e Fix some maybe-unitialized warnings 2019-12-18 18:26:20 +01:00
Rasmus Munk Larsen
7252163335 Add default definition for EIGEN_PREDICT_* 2019-12-16 22:31:59 +00:00
Rasmus Munk Larsen
a566074480 Improve accuracy of fast approximate tanh and the logistic functions in Eigen, such that they preserve relative accuracy to within a few ULPs where their function values tend to zero (around x=0 for tanh, and for large negative x for the logistic function).
This change re-instates the fast rational approximation of the logistic function for float32 in Eigen (removed in 66f07efeae), but uses the more accurate approximation 1/(1+exp(-1)) ~= exp(x) below -9. The exponential is only calculated on the vectorized path if at least one element in the SIMD input vector is less than -9.

This change also contains a few improvements to speed up the original float specialization of logistic:
  - Introduce EIGEN_PREDICT_{FALSE,TRUE} for __builtin_predict and use it to predict that the logistic-only path is most likely (~2-3% speedup for the common case).
  - Carefully set the upper clipping point to the smallest x where the approximation evaluates to exactly 1. This saves the explicit clamping of the output (~7% speedup).

The increased accuracy for tanh comes at a cost of 10-20% depending on instruction set.

The benchmarks below repeated calls

   u = v.logistic()  (u = v.tanh(), respectively)

where u and v are of type Eigen::ArrayXf, have length 8k, and v contains random numbers in [-1,1].

Benchmark numbers for logistic:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        4467           4468         155835  model_time: 4827
AVX
BM_eigen_logistic_float        2347           2347         299135  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1467           1467         476143  model_time: 2926
AVX512
BM_eigen_logistic_float         805            805         858696  model_time: 1463

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        2589           2590         270264  model_time: 4827
AVX
BM_eigen_logistic_float        1428           1428         489265  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1059           1059         662255  model_time: 2926
AVX512
BM_eigen_logistic_float         673            673        1000000  model_time: 1463

Benchmark numbers for tanh:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2391           2391         292624  model_time: 4242
AVX
BM_eigen_tanh_float        1256           1256         554662  model_time: 2633
AVX+FMA
BM_eigen_tanh_float         823            823         866267  model_time: 1609
AVX512
BM_eigen_tanh_float         443            443        1578999  model_time: 805

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2588           2588         273531  model_time: 4242
AVX
BM_eigen_tanh_float        1536           1536         452321  model_time: 2633
AVX+FMA
BM_eigen_tanh_float        1007           1007         694681  model_time: 1609
AVX512
BM_eigen_tanh_float         471            471        1472178  model_time: 805
2019-12-16 21:33:42 +00:00
Christoph Hertzberg
8e5da71466 Resolve double-promotion warnings when compiling with clang.
`sin` was calling `sin(double)` instead of `std::sin(float)`
2019-12-13 22:46:40 +01:00
Ilya Tokar
06e99aaf40 Bug 1785: fix pround on x86 to use the same rounding mode as std::round.
This also adds pset1frombits helper to Packet[24]d.
Makes round ~45% slower for SSE: 1.65µs ± 1% before vs 2.45µs ± 2% after,
stil an order of magnitude faster than scalar version: 33.8µs ± 2%.
2019-12-12 17:38:53 -05:00
Rasmus Munk Larsen
73a8d572f5 Clamp tanh approximation outside [-c, c] where c is the smallest value where the approximation is exactly +/-1. Without FMA, c = 7.90531110763549805, with FMA c = 7.99881172180175781. 2019-12-12 19:34:25 +00:00
Srinivas Vasudevan
88062b7fed Fix implementation of complex expm1. Add tests that fail with previous implementation, but pass with the current one. 2019-12-12 01:56:54 +00:00
Joel Holdsworth
3c0ef9f394 IO: Fixed printing of char and unsigned char matrices 2019-12-11 18:22:57 +00:00
Joel Holdsworth
e87af0ed37 Added Eigen::numext typedefs for uint8_t, int8_t, uint16_t and int16_t 2019-12-11 18:22:57 +00:00
Gael Guennebaud
15b3bcfca0 Bug 1786: fix compilation with MSVC 2019-12-11 16:16:38 +01:00
Deven Desai
c49f0d851a Fix for HIP breakage detected on 191210
The following commit introduces compile errors when running eigen with hipcc

2918f85ba9

hipcc errors out because it requies the device attribute on the methods within the TensorBlockV2ResourceRequirements struct instroduced by the commit above. The fix is to add the device attribute to those methods
2019-12-10 22:14:05 +00:00
Gael Guennebaud
8fbe0e4699 Update old links to bitbucket to point to gitlab.com 2019-12-04 10:57:07 +01:00
Rasmus Larsen
cacf433975 Merged in anshuljl/eigen-2/Anshul-Jaiswal/update-configurevectorizationh-to-not-op-1573079916090 (pull request PR-754)
Update ConfigureVectorization.h to not optimize fp16 routines when compiling with cuda.

Approved-by: Deven Desai <deven.desai.amd@gmail.com>
2019-12-04 00:45:42 +00:00
Gael Guennebaud
6358599ecb Fix QuaternionBase::cast for quaternion map and wrapper. 2019-12-03 14:51:14 +01:00
Gael Guennebaud
7745f69013 bug #1776: fix vector-wise STL iterator's operator-> using a proxy as pointer type.
This changeset fixes also the value_type definition.
2019-12-03 14:40:15 +01:00
Rasmus Munk Larsen
66f07efeae Revert the specialization for scalar_logistic_op<float> introduced in:
77b447c24e


While providing a 50% speedup on Haswell+ processors, the large relative error outside [-18, 18] in this approximation causes problems, e.g., when computing gradients of activation functions like softplus in neural networks.
2019-12-02 17:00:58 -08:00
Rasmus Larsen
3b15373bb3 Merged in ezhulenev/eigen-02 (pull request PR-767)
Fix shadow warnings in AlignedBox and SparseBlock
2019-12-02 18:23:11 +00:00
Deven Desai
312c8e77ff Fix for the HIP build+test errors.
Recent changes have introduced the following build error when compiling with HIPCC

---------

unsupported/test/../../Eigen/src/Core/GenericPacketMath.h:254:58: error:  'ldexp':  no overloaded function has restriction specifiers that are compatible with the ambient context 'pldexp'

---------

The fix for the error is to pick the math function(s) from the global namespace (where they are declared as device functions in the HIP header files) when compiling with HIPCC.
2019-12-02 17:41:32 +00:00
Mehdi Goli
00f32752f7 [SYCL] Rebasing the SYCL support branch on top of the Einge upstream master branch.
* Unifying all loadLocalTile from lhs and rhs to an extract_block function.
* Adding get_tensor operation which was missing in TensorContractionMapper.
* Adding the -D method missing from cmake for Disable_Skinny Contraction operation.
* Wrapping all the indices in TensorScanSycl into Scan parameter struct.
* Fixing typo in Device SYCL
* Unifying load to private register for tall/skinny no shared
* Unifying load to vector tile for tensor-vector/vector-tensor operation
* Removing all the LHS/RHS class for extracting data from global
* Removing Outputfunction from TensorContractionSkinnyNoshared.
* Combining the local memory version of tall/skinny and normal tensor contraction into one kernel.
* Combining the no-local memory version of tall/skinny and normal tensor contraction into one kernel.
* Combining General Tensor-Vector and VectorTensor contraction into one kernel.
* Making double buffering optional for Tensor contraction when local memory is version is used.
* Modifying benchmark to accept custom Reduction Sizes
* Disabling AVX optimization for SYCL backend on the host to allow SSE optimization to the host
* Adding Test for SYCL
* Modifying SYCL CMake
2019-11-28 10:08:54 +00:00
Eugene Zhulenev
82a47338df Fix shadow warnings in AlignedBox and SparseBlock 2019-11-27 16:22:27 -08:00
Rasmus Munk Larsen
ea51a9eace Add missing EIGEN_DEVICE_FUNC attribute to template specializations for pexp to fix GPU build. 2019-11-27 10:17:09 -08:00
Rasmus Munk Larsen
5a3ebda36b Fix warning due to missing cast for exponent arguments for std::frexp and std::lexp. 2019-11-26 16:18:29 -08:00
Joel Holdsworth
86eb41f1cb SparseRef: Fixed alignment warning on ARM GCC 2019-11-07 14:34:06 +00:00
Anshul Jaiswal
c1a67cb5af Update ConfigureVectorization.h to not optimize fp16 routines when compiling with cuda. 2019-11-06 22:40:38 +00:00
Rasmus Munk Larsen
cc3d0e6a40 Add EIGEN_HAS_INTRINSIC_INT128 macro
Add a new EIGEN_HAS_INTRINSIC_INT128 macro, and use this instead of __SIZEOF_INT128__. This fixes related issues with TensorIntDiv.h when building with Clang for Windows, where support for 128-bit integer arithmetic is advertised but broken in practice.
2019-11-06 14:24:33 -08:00
Rasmus Munk Larsen
ee404667e2 Rollback or PR-746 and partial rollback of 668ab3fc47
.

std::array is still not supported in CUDA device code on Windows.
2019-11-05 17:17:58 -08:00
Hans Johnson
e78ed6e7f3 COMP: Simplify install commands for Eigen
Confirm that install directory is identical
before and after this simplifying patch.

```bash
hg clone <<Eigen>>
mkdir eigen-bld
cd eigen-bld
cmake ../Eigen -DCMAKE_INSTALL_PREFIX:PATH=/tmp/bef
make install
find /tmp/pre_eigen_modernize >/tmp/bef

#  Apply this patch

cmake ../Eigen -DCMAKE_INSTALL_PREFIX:PATH=/tmp/aft
make install
find /tmp/post_eigen_modernize |sed 's/post_e/pre_e/g' >/tmp/aft
diff /tmp/bef /tmp/aft
```
2019-11-17 15:14:25 -06:00
Gael Guennebaud
e5778b87b9 Fix duplicate symbol linking error. 2019-11-20 17:23:19 +01:00
Hans Johnson
6fb3e5f176 STYLE: Remove CMake-language block-end command arguments
Ancient versions of CMake required else(), endif(), and similar block
termination commands to have arguments matching the command starting the block.
This is no longer the preferred style.
2019-10-31 11:36:27 -05:00
Rasmus Munk Larsen
f1e8307308 1. Fix a bug in psqrt and make it return 0 for +inf arguments.
2. Simplify handling of special cases by taking advantage of the fact that the
   builtin vrsqrt approximation handles negative, zero and +inf arguments correctly.
   This speeds up the SSE and AVX implementations by ~20%.
3. Make the Newton-Raphson formula used for rsqrt more numerically robust:

Before: y = y * (1.5 - x/2 * y^2)
After: y = y * (1.5 - y * (x/2) * y)

Forming y^2 can overflow for very large or very small (denormalized) values of x, while x*y ~= 1. For AVX512, this makes it possible to compute accurate results for denormal inputs down to ~1e-42 in single precision.

4. Add a faster double precision implementation for Knights Landing using the vrsqrt28 instruction and a single Newton-Raphson iteration.

Benchmark results: https://bitbucket.org/snippets/rmlarsen/5LBq9o
2019-11-15 17:09:46 -08:00
Gael Guennebaud
2cb2915f90 bug #1744: fix compilation with MSVC 2017 and AVX512, plog1p/pexpm1 require plog/pexp, but the later was disabled on some compilers 2019-11-15 13:39:51 +01:00
Gael Guennebaud
8af045a287 bug #1774: fix VectorwiseOp::begin()/end() return types regarding constness. 2019-11-14 11:45:52 +01:00
Sakshi Goynar
75b4c0a3e0 PR 751: Fixed compilation issue when compiling using MSVC with /arch:AVX512 flag 2019-10-31 16:09:16 -07:00
Gael Guennebaud
8496f86f84 Enable CompleteOrthogonalDecomposition::pseudoInverse with non-square fixed-size matrices. 2019-11-13 21:16:53 +01:00
Gael Guennebaud
71aa53dd6d Disable AVX on broken xcode versions. See PR 748.
Patch adapted from Hans Johnson's PR 748.
2019-11-12 11:40:38 +01:00
Eugene Zhulenev
e7ed4bd388 Remove internal::smart_copy and replace with std::copy 2019-10-29 11:25:24 -07:00
Gael Guennebaud
e7d8ba747c bug #1752: make is_convertible equivalent to the std c++11 equivalent and fallback to std::is_convertible when c++11 is enabled. 2019-10-10 17:41:47 +02:00
Gael Guennebaud
196de2efe3 Explicitly bypass resize and memmoves when there is already the exact right number of elements available. 2019-10-08 21:44:33 +02:00
Gael Guennebaud
d1def335dc fix one more possible conflicts with real/imag 2019-10-08 16:19:10 +02:00
Gael Guennebaud
87427d2eaa PR 719: fix real/imag namespace conflict 2019-10-08 09:15:17 +02:00
Rasmus Munk Larsen
fab4e3a753 Address comments on Chebyshev evaluation code:
1. Use pmadd when possible.
2. Add casts to avoid c++03 warnings.
2019-10-02 12:48:17 -07:00
Rasmus Munk Larsen
bd0fac456f Prevent infinite loop in the nvcc compiler while unrolling the recurrent templates for Chebyshev polynomial evaluation. 2019-10-01 13:15:30 -07:00
Gael Guennebaud
9549ba8313 Fix perf issue in SimplicialLDLT::solve for complexes (again, m_diag is real) 2019-10-01 12:54:25 +02:00
Gael Guennebaud
c8b2c603b0 Fix speed issue with SimplicialLDLT for complexes: the diagonal is real! 2019-09-30 16:14:34 +02:00
Rasmus Munk Larsen
13ef08e5ac Move implementation of vectorized error function erf() to SpecialFunctionsImpl.h. 2019-09-27 13:56:04 -07:00
Eugene Zhulenev
0c845e28c9 Fix erf in c++03 2019-09-25 11:31:45 -07:00
Deven Desai
5e186b1987 Fix for the HIP build+test errors.
The errors were introduced by this commit : d38e6fbc27


After the above mentioned commit, some of the tests started failing with the following error


```
Building HIPCC object unsupported/test/CMakeFiles/cxx11_tensor_reduction_gpu_5.dir/cxx11_tensor_reduction_gpu_5_generated_cxx11_tensor_reduction_gpu.cu.o
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:70:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsHalf.h:28:22: error: call to 'erf' is ambiguous
  return Eigen::half(Eigen::numext::erf(static_cast<float>(a)));
                     ^~~~~~~~~~~~~~~~~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1600:7: note: candidate function [with T = float]
float erf(const float &x) { return ::erff(x); }
      ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = float]
    erf(const Scalar& x) {
    ^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:23: error: call to 'erf' is ambiguous
  return make_double2(erf(a.x), erf(a.y));
                      ^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
       ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
    erf(const Scalar& x) {
    ^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:33: error: call to 'erf' is ambiguous
  return make_double2(erf(a.x), erf(a.y));
                                ^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
       ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
    erf(const Scalar& x) {
    ^
3 errors generated.
```


This PR fixes the compile error by removing the "old" implementation for "erf" (assuming that the "new" implementation is what we want going forward. from a GPU point-of-view both implementations are the same).

This PR also fixes what seems like a cut-n-paste error in the aforementioned commit
2019-09-25 15:39:13 +00:00
Rasmus Larsen
d38e6fbc27 Merged in rmlarsen/eigen (pull request PR-704)
Add generic PacketMath implementation of the Error Function (erf).
2019-09-24 23:40:29 +00:00