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Author SHA1 Message Date
Rasmus Munk Larsen
28b6786498 Fix build on setups without AVX512DQ. 2019-09-19 12:36:09 -07:00
Deven Desai
e02d429637 Fix for the HIP build+test errors. 
The errors were introduced by this commit : 6e215cf109


The fix is switching to using ::<math_func> instead std::<math_func> when compiling for GPU
 2019-09-18 18:44:20 +00:00
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
Eugene Zhulenev
7c73296849 Revert accidental change to GCC diagnostics 2019-09-13 14:30:58 -07:00
Eugene Zhulenev
bf8866b466 Fix maybe-unitialized warnings in TensorContractionThreadPool 2019-09-13 14:29:55 -07:00
Eugene Zhulenev
553caeb6a3 Use ThreadLocal container in TensorContractionThreadPool 2019-09-13 12:14:44 -07:00
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
Srinivas Vasudevan
b052ec6992 Merged eigen/eigen into default 2019-09-11 18:01:54 -07:00
Deven Desai
cdb377d0cb Fix for the HIP build+test errors introduced by the ndtri support. 
The fixes needed are
 * adding EIGEN_DEVICE_FUNC attribute to a couple of funcs (else HIPCC will error out when non-device funcs are called from global/device funcs)
 * switching to using ::<math_func> instead std::<math_func> (only for HIPCC) in cases where the std::<math_func> is not recognized as a device func by HIPCC
 * removing an errant "j" from a testcase (don't know how that made it in to begin with!)
 2019-09-06 16:03:49 +00:00
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
459b2bcc08 Fix compilation of BLAS backend and frontend 2019-09-11 10:02:37 +02:00
Rasmus Larsen
97f1e1d89f Merged in ezhulenev/eigen-01 (pull request PR-698) 
ThreadLocal container that does not rely on thread local storage

Approved-by: Rasmus Larsen <rmlarsen@google.com>
 2019-09-10 23:19:33 +00:00
Eugene Zhulenev
d918bd9a8b Update ThreadLocal to use separate Initialize/Release callables 2019-09-10 16:13:32 -07:00
Gael Guennebaud
afa8d13532 Fix some implicit literal to Scalar conversions in SparseCore 2019-09-11 00:03:07 +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
Eugene Zhulenev
e3dec4dcc1 ThreadLocal container that does not rely on thread local storage 2019-09-09 15:18:14 -07:00
Gael Guennebaud
17226100c5 Fix a circular dependency regarding pshift* functions and GenericPacketMathFunctions. 
Another solution would have been to make pshift* fully generic template functions with
partial specialization which is always a mess in c++03.
 2019-09-06 09:26:04 +02:00
Gael Guennebaud
55b63d4ea3 Fix compilation without vector engine available (e.g., x86 with SSE disabled): 
-> ppolevl is required by ndtri even for the scalar path
 2019-09-05 18:16:46 +02:00
Srinivas Vasudevan
a9cf823db7 Merged eigen/eigen 2019-09-04 23:50:52 -04:00
Gael Guennebaud
e6c183f8fd Fix doc issues regarding ndtri 2019-09-04 23:00:21 +02:00
Gael Guennebaud
5702a57926 Fix possible warning regarding strict equality comparisons 2019-09-04 22:57:04 +02:00
Srinivas Vasudevan
99036a3615 Merging from eigen/eigen. 2019-09-03 15:34:47 -04:00
Eugene Zhulenev
a8d264fa9c Add test for const TensorMap underlying data mutation 2019-09-03 11:38:39 -07:00
Eugene Zhulenev
f68f2bba09 TensorMap constness should not change underlying storage constness 2019-09-03 11:08:09 -07:00
Gael Guennebaud
8e7e3d9bc8 Makes Scalar/RealScalar typedefs public in Pardiso's wrappers (see PR 688) 2019-09-03 13:09:03 +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
Eugene Zhulenev
f59bed7a13 Change typedefs from private to protected to fix MSVC compilation 2019-09-03 19:11:36 -07:00
Eugene Zhulenev
47fefa235f Allow move-only done callback in TensorAsyncDevice 2019-09-03 17:20:56 -07:00
Srinivas Vasudevan
18ceb3413d Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Rasmus Munk Larsen
d55d392e7b Fix bugs in log1p and expm1 where repeated using statements would clobber each other. 
Add specializations for complex types since std::log1p and std::exp1m do not support complex.
 2019-08-08 16:27:32 -07:00
Rasmus Munk Larsen
85928e5f47 Guard against repeated definition of EIGEN_MPL2_ONLY 2019-08-07 14:19:00 -07:00
Rasmus Munk Larsen
facc4e4536 Disable tests for contraction with output kernels when using libxsmm, which does not support this. 2019-08-07 14:11:15 -07:00
Rasmus Munk Larsen
eab7e52db2 [Eigen] Vectorize evaluation of coefficient-wise functions over tensor blocks if the strides are known to be 1. Provides up to 20-25% speedup of the TF cross entropy op with AVX. 
A few benchmark numbers:

name                              old time/op             new time/op             delta
BM_Xent_16_10000_cpu              448µs ± 3%              389µs ± 2%  -13.21%
(p=0.008 n=5+5)
BM_Xent_32_10000_cpu              575µs ± 6%              454µs ± 3%  -21.00%          (p=0.008 n=5+5)
BM_Xent_64_10000_cpu              933µs ± 4%              712µs ± 1%  -23.71%          (p=0.008 n=5+5)
 2019-08-07 12:57:42 -07:00
Rasmus Munk Larsen
0987126165 Clean up unnecessary namespace specifiers in TensorBlock.h. 2019-08-07 12:12:52 -07:00
Gael Guennebaud
0050644b23 Fix doc regarding alignment and c++17 2019-08-04 01:09:41 +02:00
Rasmus Munk Larsen
e2999d4c38 Fix performance regressions due to https://bitbucket.org/eigen/eigen/pull-requests/662. 
The change caused the device struct to be copied for each expression evaluation, and caused, e.g., a 10% regression in the TensorFlow multinomial op on GPU:


Benchmark                       Time(ns)        CPU(ns)     Iterations
----------------------------------------------------------------------
BM_Multinomial_gpu_1_100000_4     128173         231326           2922  1.610G items/s

VS

Benchmark                       Time(ns)        CPU(ns)     Iterations
----------------------------------------------------------------------
BM_Multinomial_gpu_1_100000_4     146683         246914           2719  1.509G items/s
 2019-08-02 11:18:13 -07:00
Alberto Luaces
c694be1214 Fixed Tensor documentation formatting. 2019-07-23 09:24:06 +00:00
Gael Guennebaud
15f3d9d272 More colamd cleanup: 
- Move colamd implementation in its own namespace to avoid polluting the internal namespace with Ok, Status, etc.
- Fix signed/unsigned warning
- move some ugly free functions as member functions
 2019-09-03 00:50:51 +02:00
Anshul Jaiswal
a4d1a6cd7d Eigen_Colamd.h updated to replace constexpr with consts and enums. 2019-08-17 05:29:23 +00:00
Anshul Jaiswal
283558face Ordering.h edited to fix dependencies on Eigen_Colamd.h 2019-08-15 20:21:56 +00:00
Anshul Jaiswal
39f30923c2 Eigen_Colamd.h edited replacing macros with constexprs and functions. 2019-08-15 20:15:19 +00:00
Anshul Jaiswal
0a6b553ecf Eigen_Colamd.h edited online with Bitbucket replacing constant #defines with const definitions 2019-07-21 04:53:31 +00:00
Kyle Vedder
f22b7283a3 Added leading asterisk for Doxygen to consume as it was removing asterisk intended to be part of the code. 2019-07-18 18:12:14 +00:00
Michael Grupp
6e17491f45 Fix typo in Umeyama method documentation 2019-07-17 11:20:41 +00:00
Christoph Hertzberg
e0f5a2a456 Remove {} accidentally added in previous commit 2019-07-18 20:22:17 +02:00
Christoph Hertzberg
ea6d7eb32f Move variadic constructors outside #ifndef EIGEN_PARSED_BY_DOXYGEN block, to make it actually appear in the generated documentation. 2019-07-12 19:46:37 +02:00
Christoph Hertzberg
9237883ff1 Escape \# inside doxygen docu 2019-07-12 19:45:13 +02:00