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f1e8307308
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Author SHA1 Message Date
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
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
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
85928e5f47 Guard against repeated definition of EIGEN_MPL2_ONLY 2019-08-07 14:19:00 -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
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
Rasmus Larsen
c1b0aea653 Merged in Artem-B/eigen (pull request PR-654) 
Minor build improvements

Approved-by: Rasmus Larsen <rmlarsen@google.com>
 2019-05-31 22:27:04 +00:00
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
tra
b4c49bf00e Minor build improvements 
* Allow specifying multiple GPU architectures. E.g.:
  cmake -DEIGEN_CUDA_COMPUTE_ARCH="60;70"
* Pass CUDA SDK path to clang. Without it it will default to /usr/local/cuda
which may not be the right location, if cmake was invoked with
-DCUDA_TOOLKIT_ROOT_DIR=/some/other/CUDA/path
 2019-05-31 14:08:34 -07:00
Christoph Hertzberg
4ccd1ece92 bug #1707: Fix deprecation warnings, or disable warnings when testing deprecated functions 2019-05-10 14:57:05 +02:00
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
48898a988a fix unit test in c++03: c++03 does not allow passing local or anonymous enum as template param 2019-03-18 11:38:36 +01:00
Gael Guennebaud
cf7e2e277f bug #1692: enable enum as sizes of Matrix and Array 2019-03-17 21:59:30 +01:00
David Tellenbach
b013176e52 Remove undefined std::complex<int> 2019-03-14 11:40:28 +01:00
David Tellenbach
97f9a46cb9 PR 593: Add variadtic ctor for DiagonalMatrix with unit tests 2019-03-14 10:18:24 +01:00
Gael Guennebaud
45ab514fe2 revert debug stuff 2019-03-14 10:08:12 +01:00
Gael Guennebaud
d7d2f0680e bug #1684: partially workaround clang's 6/7 bug #40815 2019-03-13 10:40:01 +01:00
Gael Guennebaud
b0d406d91c Enable construction of Ref<VectorType> from a runtime vector. 2019-03-03 15:25:25 +01:00
Gael Guennebaud
32502f3c45 bug #1684: add simplified regression test for respective clang's bug (this also reveal the same bug in Apples's clang) 2019-02-22 10:29:06 +01:00
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
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
4e8047cdcf Fix compilation with gcc and remove TR1 stuff. 2019-02-20 13:59:34 +01:00
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
3b5deeb546 bug #899: make sparseqr unit test more stable by 1) trying with larger threshold and 2) relax rank computation for rank-deficient problems. 2019-02-19 22:57:51 +01:00
Gael Guennebaud
292d61970a Fix C++17 compilation 2019-02-19 21:59:41 +01:00
Gael Guennebaud
2cfc025bda fix unit compilation in c++17: std::ptr_fun has been removed. 2019-02-19 14:05:22 +01:00
Gael Guennebaud
7d10c78738 bug #1046: add unit tests for correct propagation of alignment through std::alignment_of 2019-02-19 10:31:56 +01:00
Gael Guennebaud
e23bf40dc2 Add unit test for LinSpaced and complex numbers. 2019-02-18 22:03:47 +01:00
Gael Guennebaud
31b6e080a9 Fix regression: .conjugate() was popped out but not re-introduced. 2019-02-18 14:45:55 +01:00