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146 Commits

Author SHA1 Message Date
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
Joel Holdsworth
743c925286 test/packetmath: Silence alignment warnings 2019-11-05 19:06:12 +00:00
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
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
Srinivas Vasudevan
99036a3615 Merging from eigen/eigen. 2019-09-03 15:34:47 -04:00
Srinivas Vasudevan
18ceb3413d Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Rasmus Munk Larsen
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
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
Rasmus Munk Larsen
988f24b730 Various fixes for packet ops. 
1. Fix buggy pcmp_eq and unit test for half types.
2. Add unit test for pselect and add specializations for SSE 4.1, AVX512, and half types.
3. Get rid of FIXME: Implement faster pnegate for half by XOR'ing with a sign bit mask.
 2019-06-20 11:47:49 -07:00
Eugene Zhulenev
e9f0eb8a5e Add masked_store_available to unpacket_traits 2019-05-02 14:52:58 -07:00
Eugene Zhulenev
b4010f02f9 Add masked pstoreu to AVX and AVX512 PacketMath 2019-05-02 13:14:18 -07:00
Anuj Rawat
8c7a6feb8e Adding lowlevel APIs for optimized RHS packet load in TensorFlow 
SpatialConvolution

Low-level APIs are added in order to optimized packet load in gemm_pack_rhs
in TensorFlow SpatialConvolution. The optimization is for scenario when a
packet is split across 2 adjacent columns. In this case we read it as two
'partial' packets and then merge these into 1. Currently this only works for
Packet16f (AVX512) and Packet8f (AVX2). We plan to add this for other
packet types (such as Packet8d) also.

This optimization shows significant speedup in SpatialConvolution with
certain parameters. Some examples are below.

Benchmark parameters are specified as:
Batch size, Input dim, Depth, Num of filters, Filter dim

Speedup numbers are specified for number of threads 1, 2, 4, 8, 16.

AVX512:

Parameters                  | Speedup (Num of threads: 1, 2, 4, 8, 16)
----------------------------|------------------------------------------
128,   24x24,  3, 64,   5x5 |2.18X, 2.13X, 1.73X, 1.64X, 1.66X
128,   24x24,  1, 64,   8x8 |2.00X, 1.98X, 1.93X, 1.91X, 1.91X
 32,   24x24,  3, 64,   5x5 |2.26X, 2.14X, 2.17X, 2.22X, 2.33X
128,   24x24,  3, 64,   3x3 |1.51X, 1.45X, 1.45X, 1.67X, 1.57X
 32,   14x14, 24, 64,   5x5 |1.21X, 1.19X, 1.16X, 1.70X, 1.17X
128, 128x128,  3, 96, 11x11 |2.17X, 2.18X, 2.19X, 2.20X, 2.18X

AVX2:

Parameters                  | Speedup (Num of threads: 1, 2, 4, 8, 16)
----------------------------|------------------------------------------
128,   24x24,  3, 64,   5x5 | 1.66X, 1.65X, 1.61X, 1.56X, 1.49X
 32,   24x24,  3, 64,   5x5 | 1.71X, 1.63X, 1.77X, 1.58X, 1.68X
128,   24x24,  1, 64,   5x5 | 1.44X, 1.40X, 1.38X, 1.37X, 1.33X
128,   24x24,  3, 64,   3x3 | 1.68X, 1.63X, 1.58X, 1.56X, 1.62X
128, 128x128,  3, 96, 11x11 | 1.36X, 1.36X, 1.37X, 1.37X, 1.37X

In the higher level benchmark cifar10, we observe a runtime improvement
of around 6% for AVX512 on Intel Skylake server (8 cores).

On lower level PackRhs micro-benchmarks specified in TensorFlow
tensorflow/core/kernels/eigen_spatial_convolutions_test.cc, we observe
the following runtime numbers:

AVX512:

Parameters                                                     | Runtime without patch (ns) | Runtime with patch (ns) | Speedup
---------------------------------------------------------------|----------------------------|-------------------------|---------
BM_RHS_NAME(PackRhs, 128, 24, 24, 3, 64, 5, 5, 1, 1, 256, 56)  |  41350                     | 15073                   | 2.74X
BM_RHS_NAME(PackRhs, 32, 64, 64, 32, 64, 5, 5, 1, 1, 256, 56)  |   7277                     |  7341                   | 0.99X
BM_RHS_NAME(PackRhs, 32, 64, 64, 32, 64, 5, 5, 2, 2, 256, 56)  |   8675                     |  8681                   | 1.00X
BM_RHS_NAME(PackRhs, 32, 64, 64, 30, 64, 5, 5, 1, 1, 256, 56)  |  24155                     | 16079                   | 1.50X
BM_RHS_NAME(PackRhs, 32, 64, 64, 30, 64, 5, 5, 2, 2, 256, 56)  |  25052                     | 17152                   | 1.46X
BM_RHS_NAME(PackRhs, 32, 256, 256, 4, 16, 8, 8, 1, 1, 256, 56) |  18269                     | 18345                   | 1.00X
BM_RHS_NAME(PackRhs, 32, 256, 256, 4, 16, 8, 8, 2, 4, 256, 56) |  19468                     | 19872                   | 0.98X
BM_RHS_NAME(PackRhs, 32, 64, 64, 4, 16, 3, 3, 1, 1, 36, 432)   | 156060                     | 42432                   | 3.68X
BM_RHS_NAME(PackRhs, 32, 64, 64, 4, 16, 3, 3, 2, 2, 36, 432)   | 132701                     | 36944                   | 3.59X

AVX2:

Parameters                                                     | Runtime without patch (ns) | Runtime with patch (ns) | Speedup
---------------------------------------------------------------|----------------------------|-------------------------|---------
BM_RHS_NAME(PackRhs, 128, 24, 24, 3, 64, 5, 5, 1, 1, 256, 56)  | 26233                      | 12393                   | 2.12X
BM_RHS_NAME(PackRhs, 32, 64, 64, 32, 64, 5, 5, 1, 1, 256, 56)  |  6091                      |  6062                   | 1.00X
BM_RHS_NAME(PackRhs, 32, 64, 64, 32, 64, 5, 5, 2, 2, 256, 56)  |  7427                      |  7408                   | 1.00X
BM_RHS_NAME(PackRhs, 32, 64, 64, 30, 64, 5, 5, 1, 1, 256, 56)  | 23453                      | 20826                   | 1.13X
BM_RHS_NAME(PackRhs, 32, 64, 64, 30, 64, 5, 5, 2, 2, 256, 56)  | 23167                      | 22091                   | 1.09X
BM_RHS_NAME(PackRhs, 32, 256, 256, 4, 16, 8, 8, 1, 1, 256, 56) | 23422                      | 23682                   | 0.99X
BM_RHS_NAME(PackRhs, 32, 256, 256, 4, 16, 8, 8, 2, 4, 256, 56) | 23165                      | 23663                   | 0.98X
BM_RHS_NAME(PackRhs, 32, 64, 64, 4, 16, 3, 3, 1, 1, 36, 432)   | 72689                      | 44969                   | 1.62X
BM_RHS_NAME(PackRhs, 32, 64, 64, 4, 16, 3, 3, 2, 2, 36, 432)   | 61732                      | 39779                   | 1.55X

All benchmarks on Intel Skylake server with 8 cores.
 2019-04-20 06:46:43 +00:00
Gael Guennebaud
61b6eb05fe AVX512 (r)sqrt(double) was mistakenly disabled with clang and others 2019-01-14 17:28:47 +01:00
Rasmus Munk Larsen
fcfced13ed Rename pones -> ptrue. Use _CMP_TRUE_UQ where appropriate. 2019-01-09 17:20:33 -08:00
Rasmus Munk Larsen
8f04442526 Collapsed revision 
* Collapsed revision
* Add packet up "pones". Write pnot(a) as pxor(pones(a), a).
* Collapsed revision
* Simplify a bit.
* Undo useless diffs.
* Fix typo.
 2019-01-09 16:34:23 -08:00
Rasmus Munk Larsen
cb955df9a6 Add packet up "pones". Write pnot(a) as pxor(pones(a), a). 2019-01-09 16:17:08 -08:00
Rasmus Larsen
cb3c059fa4 Merged eigen/eigen into default 2019-01-09 15:04:17 -08:00
Gael Guennebaud
e6b217b8dd bug #1652: implements a much more accurate version of vectorized sin/cos. This new version achieve same speed for SSE/AVX, and is slightly faster with FMA. Guarantees are as follows: 
- no FMA: 1ULP up to 3pi, 2ULP up to sin(25966) and cos(18838), fallback to std::sin/cos for larger inputs
  - FMA: 1ULP up to sin(117435.992) and cos(71476.0625), fallback to std::sin/cos for larger inputs
 2019-01-09 15:25:17 +01:00
Rasmus Munk Larsen
055f0b73db Add support for pcmp_eq and pnot, including for complex types. 2019-01-07 16:53:36 -08:00
Gael Guennebaud
697fba3bb0 Fix unit test 2018-12-27 11:20:47 +01:00
Gael Guennebaud
0f6f75bd8a Implement a faster fix for sin/cos of large entries that also correctly handle INF input. 2018-12-23 17:26:21 +01:00
Gael Guennebaud
38d704def8 Make sure that psin/pcos return number in [-1,1] for large inputs (though sin/cos on large entries is quite useless because it's inaccurate) 2018-12-23 16:13:24 +01:00
Gael Guennebaud
5713fb7feb Fix plog(+INF): it returned ~87 instead of +INF 2018-12-23 15:40:52 +01:00
Gael Guennebaud
81c27325ae bug #1641: fix testing of pandnot and fix pandnot for complex on SSE/AVX/AVX512 2018-12-08 14:27:48 +01:00
Gael Guennebaud
c53eececb0 Implement AVX512 vectorization of std::complex<float/double> 2018-12-06 15:58:06 +01:00
Gael Guennebaud
69ace742be Several improvements regarding packet-bitwise operations: 
- add unit tests
- optimize their AVX512f implementation
- add missing implementations (half, Packet4f, ...)
 2018-11-30 15:56:08 +01:00
Gael Guennebaud
382279eb7f Extend unit test to recursively check half-packet types and non packet types 2018-11-26 14:10:07 +01:00
Gael Guennebaud
626942d9dd fix alignment issue in ploaddup for AVX512 2018-09-28 16:57:32 +02:00
Gael Guennebaud
eeeb18814f Fix warning 2018-09-20 17:48:56 +02:00
Gael Guennebaud
82f0ce2726 Get rid of EIGEN_TEST_FUNC, unit tests must now be declared with EIGEN_DECLARE_TEST(mytest) { /* code */ }. 
This provide several advantages:
- more flexibility in designing unit tests
- unit tests can be glued to speed up compilation
- unit tests are compiled with same predefined macros, which is a requirement for zapcc
 2018-07-17 14:46:15 +02:00
Gael Guennebaud
a937c50208 palign is not used anymore, so let's relax the unit test 2018-07-06 17:41:52 +02:00
Gael Guennebaud
f4d623ffa7 Complete Packet8h implementation and test it in packetmath unit test 2018-07-06 17:13:36 +02:00
Gael Guennebaud
097dd4616d Fix unit test for SIMD engine not supporting sqrt 2018-04-26 10:47:39 +02:00
Gael Guennebaud
584951ca4d Rename predux_downto4 to be more accurate on its semantic. 2018-04-03 14:28:38 +02:00
Gael Guennebaud
d43b2f01f4 Fix unit testing of predux_downto4 (bad name), and add unit testing of prsqrt 2018-04-03 14:14:00 +02:00
luz.paz
e3912f5e63 MIsc. source and comment typos 
Found using `codespell` and `grep` from downstream FreeCAD
 2018-03-11 10:01:44 -04:00
Srinivas Vasudevan
218764ee1f Added support for expm1 in Eigen. 2016-12-02 14:13:01 -08:00
Konstantinos Margaritis
a1d5c503fa replace sizeof(Packet) with PacketSize else it breaks for ZVector.Packet4f 2016-11-17 13:27:45 -05:00
Benoit Steiner
c80587c92b Merged eigen/eigen into default 2016-11-03 03:55:11 -07:00
Gael Guennebaud
598de8b193 Add pinsertfirst function and implement pinsertlast for complex on SSE/AVX. 2016-11-02 10:38:13 +01:00
Gael Guennebaud
13fc18d3a2 Add a pinsertlast function replacing the last entry of a packet by a scalar. 
(useful to vectorize LinSpaced)
 2016-10-25 16:48:49 +02:00
Benoit Steiner
78d2926508 Merged eigen/eigen into default 2016-10-12 13:46:29 -07:00
Benoit Steiner
507b661106 Renamed predux_half into predux_downto4 2016-10-06 17:57:04 -07:00
Benoit Steiner
78b569f685 Merged latest updates from trunk 2016-10-05 18:48:55 -07:00
Rasmus Munk Larsen
3ed67cb0bb Fix a bug in the implementation of Carmack's fast sqrt algorithm in Eigen (enabled by EIGEN_FAST_MATH), which causes the vectorized parts of the computation to return -0.0 instead of NaN for negative arguments. 
Benchmark speed in Giga-sqrts/s
Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz
-----------------------------------------
                    SSE        AVX
Fast=1              2.529G     4.380G
Fast=0              1.944G     1.898G
Fast=1 fixed        2.214G     3.739G

This table illustrates the worst case in terms speed impact: It was measured by repeatedly computing the sqrt of an n=4096 float vector that fits in L1 cache. For large vectors the operation becomes memory bound and the differences between the different versions almost negligible.
 2016-10-04 14:22:56 -07:00
Gael Guennebaud
66cbabafed Add a note regarding gcc bug #72867 2016-09-22 11:18:52 +02:00