Commit Graph

2330 Commits

Author SHA1 Message Date
Rasmus Munk Larsen
55c8fe8d0f Fix bug in 52d54278be 2020-03-27 16:41:15 +00:00
Joel Holdsworth
52d54278be Additional NEON packet-math operations 2020-03-26 20:18:19 +00:00
Aaron Franke
5c22c7a7de Make file formatting comply with POSIX and Unix standards
UTF-8, LF, no BOM, and newlines at the end of files
2020-03-23 18:09:02 +00:00
Joel Holdsworth
d5c665742b Add absolute_difference coefficient-wise binary Array function 2020-03-19 17:45:20 +00:00
Joel Holdsworth
54aa8fa186 Implement integer square-root for NEON 2020-03-19 17:05:13 +00:00
Joel Holdsworth
88337acae2 test/packetmath: Add tests for all integer types 2020-03-10 22:46:19 +00:00
Joel Holdsworth
9e68977578 test/packetmath: Made negate non-mandatory 2020-03-10 22:46:19 +00:00
Rasmus Munk Larsen
6ac37768a9 Revert "add some static checks for packet-picking logic"
This reverts commit 7769600245
2020-02-25 01:07:04 +00:00
Rasmus Munk Larsen
87cfa4862f Revert "Disable test in test/vectorization_logic.cpp, which is currently failing with AVX."
This reverts commit b625adffd8
2020-02-25 01:04:56 +00:00
Rasmus Munk Larsen
b625adffd8 Disable test in test/vectorization_logic.cpp, which is currently failing with AVX. 2020-02-24 23:28:25 +00:00
Francesco Mazzoli
7769600245 add some static checks for packet-picking logic 2020-02-07 18:16:16 +01:00
Christoph Hertzberg
1d0c45122a Removing executable bit from file mode 2020-01-11 15:02:29 +01:00
Christoph Hertzberg
35219cea68 Bug #1790: Make areApprox check numext::isnan instead of bitwise equality (NaNs don't have to be bitwise equal). 2020-01-11 14:57:22 +01:00
Srinivas Vasudevan
2e099e8d8f Added special_packetmath test and tweaked bounds on tests.
Refactor shared packetmath code to header file.
(Squashed from PR !38)
2020-01-11 10:31:21 +00:00
Christoph Hertzberg
8333e03590 Use data.data() instead of &data (since it is not obvious that Array is trivially copyable) 2020-01-09 11:38:19 +01:00
Ilya Tokar
19876ced76 Bug #1785: Introduce numext::rint.
This provides a new op that matches std::rint and previous behavior of
pround. Also adds corresponding unsupported/../Tensor op.
Performance is the same as e. g. floor (tested SSE/AVX).
2020-01-07 21:22:44 +00:00
Everton Constantino
eedb7eeacf Protecting integer_types's long long test with a check to see if we have CXX11 support. 2020-01-07 14:35:35 +00:00
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
6965f6de7f Fix unit-test which I broke in previous fix 2019-12-19 13:42:14 +01:00
Christoph Hertzberg
72166d0e6e Fix some maybe-unitialized warnings 2019-12-18 18:26:20 +01:00
Christoph Hertzberg
5a3eaf88ac Workaround class-memaccess warnings on newer GCC versions 2019-12-18 16:37:26 +01:00
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
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
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
1b6e0395e6 Added io test 2019-12-11 18:22:57 +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
Joel Holdsworth
743c925286 test/packetmath: Silence alignment warnings 2019-11-05 19:06:12 +00:00
Hans Johnson
8c8cab1afd STYLE: Convert CMake-language commands to lower case
Ancient CMake versions required upper-case commands.  Later command names
became case-insensitive.  Now the preferred style is lower-case.
2019-10-31 11:36:37 -05:00
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
8af045a287 bug #1774: fix VectorwiseOp::begin()/end() return types regarding constness. 2019-11-14 11:45:52 +01:00
Gael Guennebaud
8496f86f84 Enable CompleteOrthogonalDecomposition::pseudoInverse with non-square fixed-size matrices. 2019-11-13 21:16:53 +01:00
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
fb557aec5c bug #1752: disable some is_convertible tests for recent compilers. 2019-10-10 11:40:21 +02:00
Gael Guennebaud
36da231a41 Disable an expected warning in unit test 2019-10-08 16:28:14 +02:00
Gael Guennebaud
87427d2eaa PR 719: fix real/imag namespace conflict 2019-10-08 09:15:17 +02:00
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
Christoph Hertzberg
efd9867ff0 bug #1746: Removed implementation of standard copy-constructor and standard copy-assign-operator from PermutationMatrix and Transpositions to allow malloc-less std::move. Added unit-test to rvalue_types 2019-09-24 11:09:58 +02:00
Rasmus Munk Larsen
6de5ed08d8 Add generic PacketMath implementation of the Error Function (erf). 2019-09-19 12:48:30 -07:00
Srinivas Vasudevan
df0816b71f Merging eigen/eigen. 2019-09-16 19:33:29 -04:00
Srinivas Vasudevan
6e215cf109 Add Bessel functions to SpecialFunctions.
- Split SpecialFunctions files in to a separate BesselFunctions file.

In particular add:
    - Modified bessel functions of the second kind k0, k1, k0e, k1e
    - Bessel functions of the first kind j0, j1
    - Bessel functions of the second kind y0, y1
2019-09-14 12:16:47 -04:00
Srinivas Vasudevan
facdec5aa7 Add packetized versions of i0e and i1e special functions.
- In particular refactor the i0e and i1e code so scalar and vectorized path share code.
  - Move chebevl to GenericPacketMathFunctions.


A brief benchmark with building Eigen with FMA, AVX and AVX2 flags

Before:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            57.3           57.3     10000000
BM_eigen_i0e_double/8           398            398        1748554
BM_eigen_i0e_double/64         3184           3184         218961
BM_eigen_i0e_double/512       25579          25579          27330
BM_eigen_i0e_double/4k       205043         205042           3418
BM_eigen_i0e_double/32k     1646038        1646176            422
BM_eigen_i0e_double/256k   13180959       13182613             53
BM_eigen_i0e_double/1M     52684617       52706132             10
BM_eigen_i0e_float/1             28.4           28.4     24636711
BM_eigen_i0e_float/8             75.7           75.7      9207634
BM_eigen_i0e_float/64           512            512        1000000
BM_eigen_i0e_float/512         4194           4194         166359
BM_eigen_i0e_float/4k         32756          32761          21373
BM_eigen_i0e_float/32k       261133         261153           2678
BM_eigen_i0e_float/256k     2087938        2088231            333
BM_eigen_i0e_float/1M       8380409        8381234             84
BM_eigen_i1e_double/1            56.3           56.3     10000000
BM_eigen_i1e_double/8           397            397        1772376
BM_eigen_i1e_double/64         3114           3115         223881
BM_eigen_i1e_double/512       25358          25361          27761
BM_eigen_i1e_double/4k       203543         203593           3462
BM_eigen_i1e_double/32k     1613649        1613803            428
BM_eigen_i1e_double/256k   12910625       12910374             54
BM_eigen_i1e_double/1M     51723824       51723991             10
BM_eigen_i1e_float/1             28.3           28.3     24683049
BM_eigen_i1e_float/8             74.8           74.9      9366216
BM_eigen_i1e_float/64           505            505        1000000
BM_eigen_i1e_float/512         4068           4068         171690
BM_eigen_i1e_float/4k         31803          31806          21948
BM_eigen_i1e_float/32k       253637         253692           2763
BM_eigen_i1e_float/256k     2019711        2019918            346
BM_eigen_i1e_float/1M       8238681        8238713             86


After:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            15.8           15.8     44097476
BM_eigen_i0e_double/8            99.3           99.3      7014884
BM_eigen_i0e_double/64          777            777         886612
BM_eigen_i0e_double/512        6180           6181         100000
BM_eigen_i0e_double/4k        48136          48140          14678
BM_eigen_i0e_double/32k      385936         385943           1801
BM_eigen_i0e_double/256k    3293324        3293551            228
BM_eigen_i0e_double/1M     12423600       12424458             57
BM_eigen_i0e_float/1             16.3           16.3     43038042
BM_eigen_i0e_float/8             30.1           30.1     23456931
BM_eigen_i0e_float/64           169            169        4132875
BM_eigen_i0e_float/512         1338           1339         516860
BM_eigen_i0e_float/4k         10191          10191          68513
BM_eigen_i0e_float/32k        81338          81337           8531
BM_eigen_i0e_float/256k      651807         651984           1000
BM_eigen_i0e_float/1M       2633821        2634187            268
BM_eigen_i1e_double/1            16.2           16.2     42352499
BM_eigen_i1e_double/8           110            110        6316524
BM_eigen_i1e_double/64          822            822         851065
BM_eigen_i1e_double/512        6480           6481         100000
BM_eigen_i1e_double/4k        51843          51843          10000
BM_eigen_i1e_double/32k      414854         414852           1680
BM_eigen_i1e_double/256k    3320001        3320568            212
BM_eigen_i1e_double/1M     13442795       13442391             53
BM_eigen_i1e_float/1             17.6           17.6     41025735
BM_eigen_i1e_float/8             35.5           35.5     19597891
BM_eigen_i1e_float/64           240            240        2924237
BM_eigen_i1e_float/512         1424           1424         485953
BM_eigen_i1e_float/4k         10722          10723          65162
BM_eigen_i1e_float/32k        86286          86297           8048
BM_eigen_i1e_float/256k      691821         691868           1000
BM_eigen_i1e_float/1M       2777336        2777747            256


This shows anywhere from a 50% to 75% improvement on these operations.

I've also benchmarked without any of these flags turned on, and got similar
performance to before (if not better).

Also tested packetmath.cpp + special_functions to ensure no regressions.
2019-09-11 18:34:02 -07:00
Gael Guennebaud
747c6a51ca bug #1736: fix compilation issue with A(all,{1,2}).col(j) by implementing true compile-time "if" for block_evaluator<>::coeff(i)/coeffRef(i) 2019-09-11 15:40:07 +02:00
Gael Guennebaud
031f17117d bug #1741: fix self-adjoint*matrix, triangular*matrix, and triangular^1*matrix with a destination having a non-trivial inner-stride 2019-09-11 15:04:25 +02:00
Gael Guennebaud
c06e6fd115 bug #1741: fix SelfAdjointView::rankUpdate and product to triangular part for destination with non-trivial inner stride 2019-09-10 23:29:52 +02:00
Gael Guennebaud
ea0d5dc956 bug #1741: fix C.noalias() = A*C; with C.innerStride()!=1 2019-09-10 16:25:24 +02:00
Srinivas Vasudevan
e38dd48a27 PR 681: Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Rasmus Munk Larsen
1187bb65ad Add more tests for corner cases of log1p and expm1. Add handling of infinite arguments to log1p such that log1p(inf) = inf. 2019-08-28 12:20:21 -07:00
Rasmus Munk Larsen
9aba527405 Revert changes to std_falback::log1p that broke handling of arguments less than -1. Fix packet op accordingly. 2019-08-27 15:35:29 -07:00