mirror/eigen
2
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-01-24 14:45:14 +08:00
Code Issues Packages Projects Releases Wiki Activity
10,880 Commits 11 Branches 89 Tags 171 MiB
d5d3cf9339
Commit Graph

6138 Commits

Author SHA1 Message Date
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
Rasmus Munk Larsen
c9394d7a0e Remove extra "one" in comment. 2019-06-20 16:23:19 -07:00
Rasmus Munk Larsen
b8f8dac4eb Update comment as suggested by tra@google.com. 2019-06-20 16:18:37 -07:00
Rasmus Munk Larsen
e5e63c2cad Fix grammar. 2019-06-20 16:03:59 -07:00
Rasmus Munk Larsen
302a404b7e Added comment explaining the surprising EIGEN_COMP_CLANG && !EIGEN_COMP_NVCC clause. 2019-06-20 15:59:08 -07:00
Rasmus Munk Larsen
b5237f53b1 Fix CUDA build on Mac. 2019-06-20 15:44:14 -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
Christoph Hertzberg
e0be7f30e1 bug #1724: Mask buggy warnings with g++-7 
(grafted from 427f2f66d6
)
 2019-06-14 14:57:46 +02:00
Rasmus Munk Larsen
6d432eae5d Make is_valid_index_type return false for float and double when EIGEN_HAS_TYPE_TRAITS is off. 2019-06-05 16:42:27 -07:00
Rasmus Munk Larsen
f715f6e816 Add workaround for choosing the right include files with FP16C support with clang. 2019-06-05 13:36:37 -07:00
Rasmus Munk Larsen
b08527b0c1 Clean up CUDA/NVCC version macros and their use in Eigen, and a few other CUDA build failures. 2019-05-31 15:26:06 -07:00
Deven Desai
2c38930161 fix for HIP build errors that were introduced by a commit earlier this week 2019-05-24 14:25:32 +00:00
Gustavo Lima Chaves
56bc4974fb GEMV: remove double declaration of constant. 
That was hurting users with compilers that would object to proceed with
that:

"""
./Eigen/src/Core/products/GeneralMatrixVector.h:356:10: error: declaration shadows a static data member of 'general_matrix_vector_product<type-parameter-0-0, type-parameter-0-1, type-parameter-0-2, 1, ConjugateLhs, type-parameter-0-4, type-parameter-0-5, ConjugateRhs, Version>' [-Werror,-Wshadow]
         LhsPacketSize = Traits::LhsPacketSize,
         ^
./Eigen/src/Core/products/GeneralMatrixVector.h:307:22: note: previous declaration is here
  static const Index LhsPacketSize = Traits::LhsPacketSize;
"""
 2019-05-23 14:50:29 -07:00
Christoph Hertzberg
ac21a08c13 Cast Index to RealScalar 
This fixes compilation issues with RealScalar types that are not implicitly castable from Index (e.g. ceres Jet types).
Reported by Peter Anderson-Sprecher via eMail
 2019-05-23 15:31:12 +02:00
Rasmus Munk Larsen
3eb5ad0ed0 Enable support for F16C with Clang. The required intrinsics were added here: https://reviews.llvm.org/D16177 
and are part of LLVM 3.8.0.
 2019-05-20 17:19:20 -07:00
Rasmus Larsen
e92486b8c3 Merged in rmlarsen/eigen (pull request PR-643) 
Make Eigen build with cuda 10 and clang.

Approved-by: Justin Lebar <justin.lebar@gmail.com>
 2019-05-20 17:02:39 +00:00
Gael Guennebaud
cc7ecbb124 Merged in scramsby/eigen (pull request PR-646) 
Eigen: Fix MSVC C++17 language standard detection logic
 2019-05-20 07:19:10 +00:00
Rasmus Larsen
bf9cbed8d0 Merged in glchaves/eigen (pull request PR-635) 
Speed up GEMV on AVX-512 builds, just as done for GEBP previously.

Approved-by: Rasmus Larsen <rmlarsen@google.com>
 2019-05-17 19:40:50 +00:00
Rasmus Munk Larsen
ab0a30e429 Make Eigen build with cuda 10 and clang. 2019-05-15 13:32:15 -07:00
Christoph Hertzberg
5f32b79edc Collapsed revision from PR-641 
* SparseLU.h - corrected example, it didn't compile
* Changed encoding back to UTF8
 2019-05-13 19:02:30 +02:00
Anuj Rawat
ad372084f5 Removing unused API to fix compile error in TensorFlow due to 
AVX512VL, AVX512BW usage
 2019-05-12 14:43:10 +00:00
Christoph Hertzberg
4ccd1ece92 bug #1707: Fix deprecation warnings, or disable warnings when testing deprecated functions 2019-05-10 14:57:05 +02:00
Rasmus Munk Larsen
d3ef7cf03e Fix build with clang on Windows. 2019-05-09 11:07:04 -07:00
Eugene Zhulenev
45b40d91ca Fix AVX512 & GCC 6.3 compilation 2019-05-07 16:44:55 -07:00
Christoph Hertzberg
cca76c272c Restore C++03 compatibility 2019-05-06 16:18:22 +02:00
Rasmus Munk Larsen
8e33844fc7 Fix traits for scalar_logistic_op. 2019-05-03 15:49:09 -07:00
Scott Ramsby
ff06ef7584 Eigen: Fix MSVC C++17 language standard detection logic 
To detect C++17 support, use _MSVC_LANG macro instead of _MSC_VER. _MSC_VER can indicate whether the current compiler version could support the C++17 language standard, but not whether that standard is actually selected (i.e. via /std:c++17).
See these web pages for more details:
https://devblogs.microsoft.com/cppblog/msvc-now-correctly-reports-__cplusplus/
https://docs.microsoft.com/en-us/cpp/preprocessor/predefined-macros
 2019-05-03 14:14:09 -07:00
Eugene Zhulenev
e9f0eb8a5e Add masked_store_available to unpacket_traits 2019-05-02 14:52:58 -07:00
Eugene Zhulenev
96e30e936a Add masked pstoreu for Packet16h 2019-05-02 14:11:01 -07:00
Eugene Zhulenev
b4010f02f9 Add masked pstoreu to AVX and AVX512 PacketMath 2019-05-02 13:14:18 -07:00
Gael Guennebaud
578407f42f Fix regression in changeset ae33e866c7 2019-05-02 15:45:21 +02:00
Gustavo Lima Chaves
d4dcb71bcb Speed up GEMV on AVX-512 builds, just as done for GEBP previously. 
We take advantage of smaller SIMD registers as well, in that case.

Gains up to 3x for select input sizes.
 2019-04-26 14:12:39 -07:00
Andy May
ae33e866c7 Fix compilation with PGI version 19 2019-04-25 21:23:19 +01:00
Gael Guennebaud
665ac22cc6 Merged in ezhulenev/eigen-01 (pull request PR-632) 
Fix doxygen warnings
 2019-04-25 20:02:20 +00:00
Eugene Zhulenev
8ead5bb3d8 Fix doxygen warnings to enable statis code analysis 2019-04-24 12:42:28 -07:00
Eugene Zhulenev
07355d47c6 Get rid of SequentialLinSpacedReturnType deprecation warnings in DenseBase.h 2019-04-24 11:01:35 -07:00
Rasmus Munk Larsen
144ca33321 Remove deprecation annotation from typedef Eigen::Index Index, as it would generate too many build warnings. 2019-04-24 08:50:07 -07:00
Eugene Zhulenev
a7b7f3ca8a Add missing EIGEN_DEPRECATED annotations to deprecated functions and fix few other doxygen warnings 2019-04-23 17:23:19 -07:00
Eugene Zhulenev
68a2a8c445 Use packet ops instead of AVX2 intrinsics 2019-04-23 11:41:02 -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
45e65fbb77 bug #1695: fix a numerical robustness issue. Computing the secular equation at the middle range without a shift might give a wrong sign. 2019-03-27 20:16:58 +01:00
William D. Irons
8de66719f9 Collapsed revision from PR-619 
* Add support for pcmp_eq in AltiVec/Complex.h
* Fixed implementation of pcmp_eq for double

The new logic is based on the logic from NEON for double.
 2019-03-26 18:14:49 +00:00
Gael Guennebaud
f11364290e ICC does not support -fno-unsafe-math-optimizations 2019-03-22 09:26:24 +01:00
David Tellenbach
3031d57200 PR 621: Fix documentation of EIGEN_COMP_EMSCRIPTEN 2019-03-21 02:21:04 +01:00
Deven Desai
51e399fc15 updates requested in the PR feedback. Also droping coded within #ifdef EIGEN_HAS_OLD_HIP_FP16 2019-03-19 21:45:25 +00:00
Deven Desai
2dbea5510f Merged eigen/eigen into default 2019-03-19 16:52:38 -04:00
Rasmus Larsen
5c93b38c5f Merged in rmlarsen/eigen (pull request PR-618) 
Make clipping outside [-18:18] consistent for vectorized and non-vectorized paths of scalar_logistic_op<float>.

Approved-by: Gael Guennebaud <g.gael@free.fr>
 2019-03-18 15:51:55 +00:00
Gael Guennebaud
cf7e2e277f bug #1692: enable enum as sizes of Matrix and Array 2019-03-17 21:59:30 +01:00
Rasmus Munk Larsen
e42f9aa68a Make clipping outside [-18:18] consistent for vectorized and non-vectorized paths of scalar_logistic_<float>. 2019-03-15 17:15:14 -07:00
Rasmus Munk Larsen
8450a6d519 Clean up half packet traits and add a few more missing packet ops. 2019-03-14 15:18:06 -07:00
David Tellenbach
97f9a46cb9 PR 593: Add variadtic ctor for DiagonalMatrix with unit tests 2019-03-14 10:18:24 +01:00
Rasmus Munk Larsen
6a34003141 Remove EIGEN_MPL2_ONLY guard in IncompleteCholesky that is no longer needed after the AMD reordering code was relicensed to MPL2. 2019-03-13 11:52:41 -07:00
Gael Guennebaud
d7d2f0680e bug #1684: partially workaround clang's 6/7 bug #40815 2019-03-13 10:40:01 +01:00
Rasmus Munk Larsen
77f7d4a894 Clean up PacketMathHalf.h and add a few missing logical packet ops. 2019-03-11 17:51:16 -07:00
Gael Guennebaud
656d9bc66b Apply SSE's pmin/pmax fix for GCC <= 5 to AVX's pmin/pmax 2019-03-10 21:19:18 +01:00
Rasmus Larsen
4d808e834a Merged in rmlarsen/eigen_threadpool (pull request PR-606) 
Remove EIGEN_MPL2_ONLY guards around code re-licensed from LGPL to MPL2 in 2ca1e73239


Approved-by: Sameer Agarwal <sameeragarwal@google.com>
 2019-03-06 17:59:03 +00:00
Gael Guennebaud
bfbf7da047 bug #1689 fix used-but-marked-unused warning 2019-03-05 23:46:24 +01:00
Rasmus Munk Larsen
0318fc7f44 Remove EIGEN_MPL2_ONLY guards around code re-licensed from LGPL to MPL2 in 2ca1e73239 2019-03-05 10:24:54 -08:00
Gael Guennebaud
b0d406d91c Enable construction of Ref<VectorType> from a runtime vector. 2019-03-03 15:25:25 +01:00
Sam Hasinoff
9ba81cf0ff Fully qualify Eigen::internal::aligned_free 
This helps avoids a conflict on certain Windows toolchains
(potentially due to some ADL name resolution bug) in the case
where aligned_free is defined in the global namespace. In any
case, tightening this up is harmless.
 2019-03-02 17:42:16 +00:00
Gael Guennebaud
22144e949d bug #1629: fix compilation of PardisoSupport (regression introduced in changeset a7842daef2 
)
 2019-03-02 22:44:47 +01:00
Rasmus Larsen
2ca1e73239 Merged in rmlarsen/eigen (pull request PR-597) 
Change licensing of OrderingMethods/Amd.h and SparseCholesky/SimplicialCholesky_impl.h from LGPL to MPL2.

Approved-by: Gael Guennebaud <g.gael@free.fr>
 2019-02-25 17:02:16 +00:00
Gael Guennebaud
e409dbba14 Enable SSE vectorization of Quaternion and cross3() with AVX 2019-02-23 10:45:40 +01:00
Gael Guennebaud
0b25a5c431 fix alignment in ploadquad 2019-02-22 21:39:36 +01:00
Rasmus Munk Larsen
1dc1677d52 Change licensing of OrderingMethods/Amd.h and SparseCholesky/SimplicialCholesky_impl.h from LGPL to MPL2. Google LLC executed a license agreement with the author of the code from which these files are derived to allow the Eigen project to distribute the code and derived works under MPL2. 2019-02-22 12:33:57 -08:00
Gael Guennebaud
cca6c207f4 AVX512: implement faster ploadquad<Packet16f> thus speeding up GEMM 2019-02-21 17:18:28 +01:00
Gael Guennebaud
1c09ee8541 bug #1674: workaround clang fast-math aggressive optimizations 2019-02-22 15:48:53 +01:00
Gael Guennebaud
7e3084bb6f Fix compilation on ARM. 2019-02-22 14:56:12 +01:00
Gael Guennebaud
42c23f14ac Speed up col/row-wise reverse for fixed size matrices by propagating compile-time sizes. 2019-02-21 22:44:40 +01:00
Rasmus Munk Larsen
4d7f317102 Add a few missing packet ops: cmp_eq for NEON. pfloor for GPU. 2019-02-21 13:32:13 -08:00
Gael Guennebaud
2a39659d79 Add fully generic Vector<Type,Size> and RowVector<Type,Size> type aliases. 2019-02-20 15:23:23 +01:00
Gael Guennebaud
302377110a Update documentation of Matrix and Array type aliases. 2019-02-20 15:18:48 +01:00
Gael Guennebaud
44b54fa4a3 Protect c++11 type alias with Eigen's macro, and add respective unit test. 2019-02-20 14:43:05 +01:00
Gael Guennebaud
7195f008ce Merged in ra_bauke/eigen (pull request PR-180) 
alias template for matrix and array classes, see also bug #864

Approved-by: Heiko Bauke <heiko.bauke@mail.de>
 2019-02-20 13:22:39 +00:00
Gael Guennebaud
edd413c184 bug #1409: make EIGEN_MAKE_ALIGNED_OPERATOR_NEW* macros empty in c++17 mode: 
- this helps clang 5 and 6 to support alignas in STL's containers.
 - this makes the public API of our (and users) classes cleaner
 2019-02-20 13:52:11 +01:00
Gael Guennebaud
482c5fb321 bug #899: remove "rank-revealing" qualifier for SparseQR and warn that it is not always rank-revealing. 2019-02-19 22:52:15 +01:00
Christoph Hertzberg
a1646fc960 Commas at the end of enumerator lists are not allowed in C++03 2019-02-19 14:32:25 +01:00
Gael Guennebaud
ab78cabd39 Add C++17 detection macro, and make sure throw(xpr) is not used if the compiler is in c++17 mode. 2019-02-19 14:04:35 +01:00
Gael Guennebaud
115da6a1ea Fix conversion warnings 2019-02-19 14:00:15 +01:00
Gael Guennebaud
7580112c31 Fix harmless Scalar vs RealScalar cast. 2019-02-18 22:12:28 +01:00
Gael Guennebaud
796db94e6e bug #1194: implement slightly faster and SIMD friendly 4x4 determinant. 2019-02-18 16:21:27 +01:00
Gael Guennebaud
31b6e080a9 Fix regression: .conjugate() was popped out but not re-introduced. 2019-02-18 14:45:55 +01:00
Gael Guennebaud
c69d0d08d0 Set cost of conjugate to 0 (in practice it boils down to a no-op). 
This is also important to make sure that A.conjugate() * B.conjugate() does not evaluate
its arguments into temporaries (e.g., if A and B are fixed and small, or * fall back to lazyProduct)
 2019-02-18 14:43:07 +01:00
Gael Guennebaud
512b74aaa1 GEMM: catch all scalar-multiple variants when falling-back to a coeff-based product. 
Before only s*A*B was caught which was both inconsistent with GEMM, sub-optimal,
and could even lead to compilation-errors (https://stackoverflow.com/questions/54738495).
 2019-02-18 11:47:54 +01:00
Christoph Hertzberg
ec032ac03b Guard C++11-style default constructor. Also, this is only needed for MSVC 2019-02-16 09:44:05 +01:00
Gael Guennebaud
83309068b4 bug #1680: improve MSVC inlining by declaring many triavial constructors and accessors as STRONG_INLINE. 2019-02-15 16:35:35 +01:00
Gael Guennebaud
0505248f25 bug #1680: make all "block" methods strong-inline and device-functions (some were missing EIGEN_DEVICE_FUNC) 2019-02-15 16:33:56 +01:00
Gael Guennebaud
559320745e bug #1678: Fix lack of __FMA__ macro on MSVC with AVX512 2019-02-15 10:30:28 +01:00
Gael Guennebaud
d85ae650bf bug #1678: workaround MSVC compilation issues with AVX512 2019-02-15 10:24:17 +01:00
Gael Guennebaud
f2970819a2 bug #1679: avoid possible division by 0 in complex-schur 2019-02-15 09:39:25 +01:00
Rasmus Munk Larsen
65e23ca7e9 Revert b55b5c7280 
.
 2019-02-14 13:46:13 -08:00
Gael Guennebaud
bdcb5f3304 Let's properly use Score instead of std::abs, and remove deprecated FIXME ( a /= b does a/b and not a * (1/b) as it was a long time ago...) 2019-02-11 22:56:19 +01:00
Gael Guennebaud
2edfc6807d Fix compilation of empty products of the form: Mx0 * 0xN 2019-02-11 18:24:07 +01:00
Gael Guennebaud
eb46f34a8c Speed up 2x2 LU by a factor 2, and other small fixed sizes by about 10%. 
Not sure that's so critical, but this does not complexify the code base much.
 2019-02-11 17:59:35 +01:00
Gael Guennebaud
ab6e6edc32 Speedup PartialPivLU for small matrices by passing compile-time sizes when available. 
This change set also makes a better use of Map<>+OuterStride and Ref<> yielding surprising speed up for small dynamic sizes as well.
The table below reports times in micro seconds for 10 random matrices:
           | ------ float --------- | ------- double ------- |
     size  | before   after  ratio  |  before   after  ratio |
fixed	  1	 | 0.34     0.11   2.93   |  0.35     0.11   3.06  |
fixed	  2	 | 0.81     0.24   3.38   |  0.91     0.25   3.60  |
fixed	  3	 | 1.49     0.49   3.04   |  1.68     0.55   3.01  |
fixed	  4	 | 2.31     0.70   3.28   |  2.45     1.08   2.27  |
fixed	  5	 | 3.49     1.11   3.13   |  3.84     2.24   1.71  |
fixed	  6	 | 4.76     1.64   2.88   |  4.87     2.84   1.71  |
dyn     1	 | 0.50     0.40   1.23   |  0.51     0.40   1.26  |
dyn     2	 | 1.08     0.85   1.27   |  1.04     0.69   1.49  |
dyn     3	 | 1.76     1.26   1.40   |  1.84     1.14   1.60  |
dyn     4	 | 2.57     1.75   1.46   |  2.67     1.66   1.60  |
dyn     5	 | 3.80     2.64   1.43   |  4.00     2.48   1.61  |
dyn     6	 | 5.06     3.43   1.47   |  5.15     3.21   1.60  |
 2019-02-11 13:58:24 +01:00
Gael Guennebaud
013cc3a6b3 Make GEMM fallback to GEMV for runtime vectors. 
This is a more general and simpler version of changeset 4c0fa6ce0f
 2019-02-07 16:24:09 +01:00
Gael Guennebaud
fa2fcb4895 Backed out changeset 4c0fa6ce0f 2019-02-07 16:07:08 +01:00
Gael Guennebaud
b3c4344a68 bug #1676: workaround GCC's bug in c++17 mode. 2019-02-07 15:21:35 +01:00
Eugene Zhulenev
6d0f6265a9 Remove duplicated comment line 2019-02-04 10:30:25 -08:00
Eugene Zhulenev
690b2c45b1 Fix GeneralBlockPanelKernel Android compilation 2019-02-04 10:29:15 -08:00
Gael Guennebaud
871e2e5339 bug #1674: disable GCC's unsafe-math-optimizations in sin/cos vectorization (results are completely wrong otherwise) 2019-02-03 08:54:47 +01:00
Rasmus Larsen
e7b481ea74 Merged in rmlarsen/eigen (pull request PR-578) 
Speed up Eigen matrix*vector and vector*matrix multiplication.

Approved-by: Eugene Zhulenev <ezhulenev@google.com>
 2019-02-02 01:53:44 +00:00
Sameer Agarwal
b55b5c7280 Speed up row-major matrix-vector product on ARM 
The row-major matrix-vector multiplication code uses a threshold to
check if processing 8 rows at a time would thrash the cache.

This change introduces two modifications to this logic.

1. A smaller threshold for ARM and ARM64 devices.

The value of this threshold was determined empirically using a Pixel2
phone, by benchmarking a large number of matrix-vector products in the
range [1..4096]x[1..4096] and measuring performance separately on
small and little cores with frequency pinning.

On big (out-of-order) cores, this change has little to no impact. But
on the small (in-order) cores, the matrix-vector products are up to
700% faster. Especially on large matrices.

The motivation for this change was some internal code at Google which
was using hand-written NEON for implementing similar functionality,
processing the matrix one row at a time, which exhibited substantially
better performance than Eigen.

With the current change, Eigen handily beats that code.

2. Make the logic for choosing number of simultaneous rows apply
unifiormly to 8, 4 and 2 rows instead of just 8 rows.

Since the default threshold for non-ARM devices is essentially
unchanged (32000 -> 32 * 1024), this change has no impact on non-ARM
performance. This was verified by running the same set of benchmarks
on a Xeon desktop.
 2019-02-01 15:23:53 -08:00
Rasmus Munk Larsen
4c0fa6ce0f Speed up Eigen matrix*vector and vector*matrix multiplication. 
This change speeds up Eigen matrix * vector and vector * matrix multiplication for dynamic matrices when it is known at runtime that one of the factors is a vector.

The benchmarks below test

c.noalias()= n_by_n_matrix * n_by_1_matrix;
c.noalias()= 1_by_n_matrix * n_by_n_matrix;
respectively.

Benchmark measurements:

SSE:
Run on *** (72 X 2992 MHz CPUs); 2019-01-28T17:51:44.452697457-08:00
CPU: Intel Skylake Xeon with HyperThreading (36 cores) dL1:32KB dL2:1024KB dL3:24MB
Benchmark                          Base (ns)  New (ns) Improvement
------------------------------------------------------------------
BM_MatVec/64                            1096       312    +71.5%
BM_MatVec/128                           4581      1464    +68.0%
BM_MatVec/256                          18534      5710    +69.2%
BM_MatVec/512                         118083     24162    +79.5%
BM_MatVec/1k                          704106    173346    +75.4%
BM_MatVec/2k                         3080828    742728    +75.9%
BM_MatVec/4k                        25421512   4530117    +82.2%
BM_VecMat/32                             352       130    +63.1%
BM_VecMat/64                            1213       425    +65.0%
BM_VecMat/128                           4640      1564    +66.3%
BM_VecMat/256                          17902      5884    +67.1%
BM_VecMat/512                          70466     24000    +65.9%
BM_VecMat/1k                          340150    161263    +52.6%
BM_VecMat/2k                         1420590    645576    +54.6%
BM_VecMat/4k                         8083859   4364327    +46.0%

AVX2:
Run on *** (72 X 2993 MHz CPUs); 2019-01-28T17:45:11.508545307-08:00
CPU: Intel Skylake Xeon with HyperThreading (36 cores) dL1:32KB dL2:1024KB dL3:24MB
Benchmark                          Base (ns)  New (ns) Improvement
------------------------------------------------------------------
BM_MatVec/64                             619       120    +80.6%
BM_MatVec/128                           9693       752    +92.2%
BM_MatVec/256                          38356      2773    +92.8%
BM_MatVec/512                          69006     12803    +81.4%
BM_MatVec/1k                          443810    160378    +63.9%
BM_MatVec/2k                         2633553    646594    +75.4%
BM_MatVec/4k                        16211095   4327148    +73.3%
BM_VecMat/64                             925       227    +75.5%
BM_VecMat/128                           3438       830    +75.9%
BM_VecMat/256                          13427      2936    +78.1%
BM_VecMat/512                          53944     12473    +76.9%
BM_VecMat/1k                          302264    157076    +48.0%
BM_VecMat/2k                         1396811    675778    +51.6%
BM_VecMat/4k                         8962246   4459010    +50.2%

AVX512:
Run on *** (72 X 2993 MHz CPUs); 2019-01-28T17:35:17.239329863-08:00
CPU: Intel Skylake Xeon with HyperThreading (36 cores) dL1:32KB dL2:1024KB dL3:24MB
Benchmark                          Base (ns)  New (ns) Improvement
------------------------------------------------------------------
BM_MatVec/64                             401       111    +72.3%
BM_MatVec/128                           1846       513    +72.2%
BM_MatVec/256                          36739      1927    +94.8%
BM_MatVec/512                          54490      9227    +83.1%
BM_MatVec/1k                          487374    161457    +66.9%
BM_MatVec/2k                         2016270    643824    +68.1%
BM_MatVec/4k                        13204300   4077412    +69.1%
BM_VecMat/32                             324       106    +67.3%
BM_VecMat/64                            1034       246    +76.2%
BM_VecMat/128                           3576       802    +77.6%
BM_VecMat/256                          13411      2561    +80.9%
BM_VecMat/512                          58686     10037    +82.9%
BM_VecMat/1k                          320862    163750    +49.0%
BM_VecMat/2k                         1406719    651397    +53.7%
BM_VecMat/4k                         7785179   4124677    +47.0%
Currently watchingStop watching
 2019-01-31 14:24:08 -08:00
Gael Guennebaud
7ef879f6bf GEBP: improves pipelining in the 1pX4 path with FMA. 
Prior to this change, a product with a LHS having 8 rows was faster with AVX-only than with AVX+FMA.
With AVX+FMA I measured a speed up of about x1.25 in such cases.
 2019-01-30 23:45:12 +01:00
Gael Guennebaud
de77bf5d6c Fix compilation with ARM64. 2019-01-30 16:48:20 +01:00
Gael Guennebaud
eb4c6bb22d Fix conflicts and merge 2019-01-30 15:57:08 +01:00
Gael Guennebaud
df12fae8b8 According to https://gcc.gnu.org/bugzilla/show_bug.cgi?id=89101, the previous GCC issue is fixed in GCC trunk (will be gcc 9). 2019-01-30 11:52:28 +01:00
Gael Guennebaud
3775926bba ARM64 & GEBP: add specialization for double +30% speed up 2019-01-30 11:49:06 +01:00
Gael Guennebaud
be5b0f664a ARM64 & GEBP: Make use of vfmaq_laneq_f32 and workaround GCC's issue in generating good ASM 2019-01-30 11:48:25 +01:00
Gael Guennebaud
8a06c699d0 bug #1669: fix PartialPivLU/inverse with zero-sized matrices. 2019-01-29 10:27:13 +01:00
Gael Guennebaud
a2a07e62b9 Fix compilation with c++03 (local class cannot be template arguments), and make SparseMatrix::assignDiagonal truly protected. 2019-01-29 10:10:07 +01:00
Gael Guennebaud
f489f44519 bug #1574: implement "sparse_matrix =,+=,-= diagonal_matrix" with smart insertion strategies of missing diagonal coeffs. 2019-01-28 17:29:50 +01:00
Gael Guennebaud
803fa79767 Move evaluator<SparseCompressedBase>::find(i,j) to a more general and reusable SparseCompressedBase::lower_bound(i,j) functiion 2019-01-28 17:24:44 +01:00
Christoph Hertzberg
5a52e35f9a Renaming some more I identifiers 2019-01-26 13:18:21 +01:00
Rasmus Munk Larsen
71429883ee Fix compilation error in NEON GEBP specializaition of madd. 2019-01-25 17:00:21 -08:00
Gael Guennebaud
ec8a387972 cleanup 2019-01-24 10:24:45 +01:00
David Tellenbach
237b03b372 PR 574: use variadic template instead of initializer_list to implement fixed-size vector ctor from coefficients. 2019-01-23 00:07:19 +01:00
Gael Guennebaud
80f81f9c4b Cleanup SFINAE in Array/Matrix(initializer_list) ctors and minor doc editing. 2019-01-22 17:08:47 +01:00
David Tellenbach
db152b9ee6 PR 572: Add initializer list constructors to Matrix and Array (include unit tests and doc) 
- {1,2,3,4,5,...} for fixed-size vectors only
- {{1,2,3},{4,5,6}} for the general cases
- {{1,2,3,4,5,....}} is allowed for both row and column-vector
 2019-01-21 16:25:57 +01:00
nluehr
92774f0275 Replace host_define.h with cuda_runtime_api.h 2019-01-18 16:10:09 -06:00
Christoph Hertzberg
da0a41b9ce Mask unused-parameter warnings, when building with NDEBUG 2019-01-18 10:41:14 +01:00
Rasmus Munk Larsen
2eccbaf3f7 Add missing logical packet ops for GPU and NEON. 2019-01-17 17:45:08 -08:00
Gael Guennebaud
ee3662abc5 Remove some useless const_cast 2019-01-17 18:27:49 +01:00