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Author SHA1 Message Date
Rasmus Munk Larsen
6de5ed08d8 Add generic PacketMath implementation of the Error Function (erf). 2019-09-19 12:48:30 -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
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
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
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
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
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
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
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
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
c2671e5315 Build deprecated snippets with -DEIGEN_NO_DEPRECATED_WARNING 
Also, document LinSpaced only where it is implemented
 2019-07-12 19:43:32 +02:00
Rasmus Munk Larsen
23b958818e Fix compiler for unsigned integers. 2019-07-09 11:18:25 -07:00
Anshul Jaiswal
fab51d133e Updated Eigen_Colamd.h, namespacing macros ALIVE & DEAD as COLAMD_ALIVE & COLAMD_DEAD 
to prevent conflicts with other libraries / code.
 2019-06-08 21:09:06 +00:00
Rasmus Munk Larsen
f6c51d9209 Fix missing header inclusion and colliding definitions for half type casting, which broke 
build with -march=native on Haswell/Skylake.
 2019-08-30 14:03:29 -07:00
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
Rasmus Munk Larsen
b021cdea6d Clean up float16 a.k.a. Eigen::half support in Eigen. Move the definition of half to Core/arch/Default and move arch-specific packet ops to their respective sub-directories. 2019-08-27 11:30:31 -07:00
Christoph Hertzberg
2fb24384c9 Merged in jaopaulolc/eigen (pull request PR-679) 
Fixes for Altivec/VSX and compilation with clang on PowerPC
 2019-08-22 15:57:33 +00:00
João P. L. de Carvalho
5ac7984ffa Fix debug macros in p{load,store}u 2019-08-14 11:59:12 -06:00
João P. L. de Carvalho
db9147ae40 Add missing pcmp_XX methods for double/Packet2d 
This actually fixes an issue in unit-test packetmath_2 with pcmp_eq when it is compiled with clang. When pcmp_eq(Packet4f,Packet4f) is used instead of pcmp_eq(Packet2d,Packet2d), the unit-test does not pass due to NaN on ref vector.
 2019-08-14 10:37:39 -06:00
Rasmus Munk Larsen
a3298b22ec Implement vectorized versions of log1p and expm1 in Eigen using Kahan's formulas, and change the scalar implementations to properly handle infinite arguments. 
Depending on instruction set, significant speedups are observed for the vectorized path:
log1p wall time is reduced 60-93% (2.5x - 15x speedup)
expm1 wall time is reduced 0-85% (1x - 7x speedup)

The scalar path is slower by 20-30% due to the extra branch needed to handle +infinity correctly.

Full benchmarks measured on Intel(R) Xeon(R) Gold 6154 here: https://bitbucket.org/snippets/rmlarsen/MXBkpM
 2019-08-12 13:53:28 -07:00
João P. L. de Carvalho
787f6ef025 Fix packed load/store for PowerPC's VSX 
The vec_vsx_ld/vec_vsx_st builtins were wrongly used for aligned load/store. In fact, they perform unaligned memory access and, even when the address is 16-byte aligned, they are much slower (at least 2x) than their aligned counterparts.

For double/Packet2d vec_xl/vec_xst should be prefered over vec_ld/vec_st, although the latter works when casted to float/Packet4f.

Silencing some weird warning with throw but some GCC versions. Such warning are not thrown by Clang.
 2019-08-09 16:02:55 -06:00
João P. L. de Carvalho
4d29aa0294 Fix offset argument of ploadu/pstoreu for Altivec 
If no offset is given, them it should be zero.

Also passes full address to vec_vsx_ld/st builtins.

Removes userless _EIGEN_ALIGNED_PTR & _EIGEN_MASK_ALIGNMENT.

Removes unnecessary casts.
 2019-08-09 15:59:26 -06:00
João P. L. de Carvalho
66d073c38e bug #1718: Add cast to successfully compile with clang on PowerPC 
Ignoring -Wc11-extensions warnings thrown by clang at Altivec/PacketMath.h
 2019-08-09 15:56:26 -06:00
Justin Carpentier
ffaf658ecd PR 655: Fix missing Eigen namespace in Macros 2019-06-05 09:51:59 +02:00
Mehdi Goli
0b24e1cb5c [SYCL] Adding the SYCL memory model. The SYCL memory model provides : 
* an interface for SYCL buffers to behave as a non-dereferenceable pointer
  * an interface for placeholder accessor to behave like a pointer on both host and device
 2019-07-01 16:02:30 +01:00
Rasmus Munk Larsen
8053eeb51e Fix CUDA compilation error for pselect<half>. 2019-06-28 12:07:29 -07:00
Mehdi Goli
16a56b2ddd [SYCL] This PR adds the minimum modifications to Eigen core required to run Eigen unsupported modules on devices supporting SYCL. 
* Adding SYCL memory model
* Enabling/Disabling SYCL  backend in Core
*  Supporting Vectorization
 2019-06-27 12:25:09 +01:00
Deven Desai
ba506d5bd2 fix for a ROCm/HIP specificcompile errror introduced by a recent commit. 2019-06-22 00:06:05 +00:00