250 Commits

Author SHA1 Message Date
Erik Schultheis
421cbf0866 Replace Eigen type metaprogramming with corresponding std types and make use of alias templates 2022-03-16 16:43:40 +00:00
Erik Schultheis
c20e908ebc turn some macros intro constexpr functions 2021-12-10 19:27:01 +00:00
Erik Schultheis
ec2fd0f7ed Require recent GCC and MSCV and removed EIGEN_HAS_CXX14 and some other feature test macros 2021-12-01 00:48:34 +00:00
Rasmus Munk Larsen
6cadab6896 Clean up EIGEN_STATIC_ASSERT to only use standard c++11 static_assert. 2021-09-16 20:43:54 +00:00
Rasmus Munk Larsen
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
Antonio Sanchez
2b410ecbef Workaround VS 2017 arg bug.
In VS 2017, `std::arg` for real inputs always returns 0, even for
negative inputs.  It should return `PI` for negative real values.
This seems to be fixed in VS 2019 (MSVC 1920).
2021-08-18 18:39:18 +00:00
Nathan Luehr
7e6a1c129c Device implementation of log for std::complex types. 2021-05-11 22:02:21 +00:00
Rohit Santhanam
39ec31c0ad Fix for issue where numext::imag and numext::real are used before they are defined. 2021-05-10 19:48:32 +00:00
Antonio Sanchez
c0eb5f89a4 Restore ABI compatibility for conj with 3.3, fix conflict with boost.
The boost library unfortunately specializes `conj` for various types and
assumes the original two-template-parameter version.  This changes
restores the second parameter.  This also restores ABI compatibility.

The specialization for `std::complex` is because `std::conj` is not
a device function. For custom complex scalar types, users should provide
their own `conj` implementation.

We may consider removing the unnecessary second parameter in the future - but
this will require modifying boost as well.

Fixes #2112.
2021-05-07 18:14:00 +00:00
Antonio Sanchez
90e9a33e1c Fix numext::arg return type.
The cxx11 path for `numext::arg` incorrectly returned the complex type
instead of the real type, leading to compile errors. Fixed this and
added tests.

Related to !477, which uncovered the issue.
2021-05-07 16:26:57 +00:00
Antonio Sanchez
87729ea39f Eliminate round_impl double-promotion warnings for c++03. 2021-03-25 16:52:19 +00:00
Steve Bronder
e7b8643d70 Revert "Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()""
This reverts commit 5f0b4a4010af4cbf6161a0d1a03a747addc44a5d.
2021-03-24 18:14:56 +00:00
Antonio Sanchez
14b7ebea11 Fix numext::round pre c++11 for large inputs.
This is to resolve an issue for large inputs when +0.5 can
actually lead to +1 if the input doesn't have enough precision
to resolve the addition - leading to an off-by-one error.

See discussion on 9a663973.
2021-03-15 19:08:04 +00:00
David Tellenbach
5f0b4a4010 Revert "Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size()"
This reverts commit 6cbb3038ac48cb5fe17eba4dfbf26e3e798041f1 because it
breaks clang-10 builds on x86 and aarch64 when C++11 is enabled.
2021-03-05 13:16:43 +01:00
Steve Bronder
6cbb3038ac Adds EIGEN_CONSTEXPR and EIGEN_NOEXCEPT to rows(), cols(), innerStride(), outerStride(), and size() 2021-03-04 18:58:08 +00:00
Antonio Sanchez
f0e46ed5d4 Fix pow and other cwise ops for half/bfloat16.
The new `generic_pow` implementation was failing for half/bfloat16 since
their construction from int/float is not `constexpr`. Modified
in `GenericPacketMathFunctions` to remove `constexpr`.

While adding tests for half/bfloat16, found other issues related to
implicit conversions.

Also needed to implement `numext::arg` for non-integer, non-complex,
non-float/double/long double types.  These seem to be  implicitly
converted to `std::complex<T>`, which then fails for half/bfloat16.
2021-01-22 11:10:54 -08:00
Antonio Sanchez
bde6741641 Improved std::complex sqrt and rsqrt.
Replaces `std::sqrt` with `complex_sqrt` for all platforms (previously
`complex_sqrt` was only used for CUDA and MSVC), and implements
custom `complex_rsqrt`.

Also introduces `numext::rsqrt` to simplify implementation, and modified
`numext::hypot` to adhere to IEEE IEC 6059 for special cases.

The `complex_sqrt` and `complex_rsqrt` implementations were found to be
significantly faster than `std::sqrt<std::complex<T>>` and
`1/numext::sqrt<std::complex<T>>`.

Benchmark file attached.
```
GCC 10, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           9.21 ns         9.21 ns     73225448
BM_StdSqrt<std::complex<float>>        17.1 ns         17.1 ns     40966545
BM_Sqrt<std::complex<double>>          8.53 ns         8.53 ns     81111062
BM_StdSqrt<std::complex<double>>       21.5 ns         21.5 ns     32757248
BM_Rsqrt<std::complex<float>>          10.3 ns         10.3 ns     68047474
BM_DivSqrt<std::complex<float>>        16.3 ns         16.3 ns     42770127
BM_Rsqrt<std::complex<double>>         11.3 ns         11.3 ns     61322028
BM_DivSqrt<std::complex<double>>       16.5 ns         16.5 ns     42200711

Clang 11, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           7.46 ns         7.45 ns     90742042
BM_StdSqrt<std::complex<float>>        16.6 ns         16.6 ns     42369878
BM_Sqrt<std::complex<double>>          8.49 ns         8.49 ns     81629030
BM_StdSqrt<std::complex<double>>       21.8 ns         21.7 ns     31809588
BM_Rsqrt<std::complex<float>>          8.39 ns         8.39 ns     82933666
BM_DivSqrt<std::complex<float>>        14.4 ns         14.4 ns     48638676
BM_Rsqrt<std::complex<double>>         9.83 ns         9.82 ns     70068956
BM_DivSqrt<std::complex<double>>       15.7 ns         15.7 ns     44487798

Clang 9, Pixel 2, aarch64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           24.2 ns         24.1 ns     28616031
BM_StdSqrt<std::complex<float>>         104 ns          103 ns      6826926
BM_Sqrt<std::complex<double>>          31.8 ns         31.8 ns     22157591
BM_StdSqrt<std::complex<double>>        128 ns          128 ns      5437375
BM_Rsqrt<std::complex<float>>          31.9 ns         31.8 ns     22384383
BM_DivSqrt<std::complex<float>>        99.2 ns         98.9 ns      7250438
BM_Rsqrt<std::complex<double>>         46.0 ns         45.8 ns     15338689
BM_DivSqrt<std::complex<double>>        119 ns          119 ns      5898944
```
2021-01-17 08:50:57 -08:00
Deven Desai
2a6addb4f9 Fix for breakage in ROCm support - 210108
The following commit breaks ROCm support for Eigen
f149e0ebc3

All unit tests fail with the following error

```
Building HIPCC object test/CMakeFiles/gpu_basic.dir/gpu_basic_generated_gpu_basic.cu.o
In file included from /home/rocm-user/eigen/test/gpu_basic.cu:19:
In file included from /home/rocm-user/eigen/test/main.h:356:
In file included from /home/rocm-user/eigen/Eigen/QR:11:
In file included from /home/rocm-user/eigen/Eigen/Core:166:
/home/rocm-user/eigen/Eigen/src/Core/MathFunctionsImpl.h:105:35: error: __host__ __device__ function 'complex_sqrt' cannot overload __host__ function 'complex_sqrt'
EIGEN_DEVICE_FUNC std::complex<T> complex_sqrt(const std::complex<T>& z) {
                                  ^
/home/rocm-user/eigen/Eigen/src/Core/MathFunctions.h:342:38: note: previous declaration is here
template<typename T> std::complex<T> complex_sqrt(const std::complex<T>& a_x);
                                     ^
1 error generated when compiling for gfx900.
CMake Error at gpu_basic_generated_gpu_basic.cu.o.cmake:192 (message):
  Error generating file
  /home/rocm-user/eigen/build/test/CMakeFiles/gpu_basic.dir//./gpu_basic_generated_gpu_basic.cu.o

test/CMakeFiles/gpu_basic.dir/build.make:63: recipe for target 'test/CMakeFiles/gpu_basic.dir/gpu_basic_generated_gpu_basic.cu.o' failed
make[3]: *** [test/CMakeFiles/gpu_basic.dir/gpu_basic_generated_gpu_basic.cu.o] Error 1
CMakeFiles/Makefile2:16618: recipe for target 'test/CMakeFiles/gpu_basic.dir/all' failed
make[2]: *** [test/CMakeFiles/gpu_basic.dir/all] Error 2
CMakeFiles/Makefile2:16625: recipe for target 'test/CMakeFiles/gpu_basic.dir/rule' failed
make[1]: *** [test/CMakeFiles/gpu_basic.dir/rule] Error 2
Makefile:5401: recipe for target 'gpu_basic' failed
make: *** [gpu_basic] Error 2

```

The error message is accurate, and the fix (provided in thsi commit) is trivial.
2021-01-08 18:04:40 +00:00
Antonio Sanchez
f149e0ebc3 Fix MSVC complex sqrt and packetmath test.
MSVC incorrectly handles `inf` cases for `std::sqrt<std::complex<T>>`.
Here we replace it with a custom version (currently used on GPU).

Also fixed the `packetmath` test, which previously skipped several
corner cases since `CHECK_CWISE1` only tests the first `PacketSize`
elements.
2021-01-08 01:17:19 +00:00
Antonio Sanchez
070d303d56 Add CUDA complex sqrt.
This is to support scalar `sqrt` of complex numbers `std::complex<T>` on
device, requested by Tensorflow folks.

Technically `std::complex` is not supported by NVCC on device
(though it is by clang), so the default `sqrt(std::complex<T>)` function only
works on the host. Here we create an overload to add back the
functionality.

Also modified the CMake file to add `--relaxed-constexpr` (or
equivalent) flag for NVCC to allow calling constexpr functions from
device functions, and added support for specifying compute architecture for
NVCC (was already available for clang).
2020-12-22 23:25:23 -08:00
Antonio Sanchez
c6efc4e0ba Replace M_LOG2E and M_LN2 with custom macros.
For these to exist we would need to define `_USE_MATH_DEFINES` before
`cmath` or `math.h` is first included.  However, we don't
control the include order for projects outside Eigen, so even defining
the macro in `Eigen/Core` does not fix the issue for projects that
end up including `<cmath>` before Eigen does (explicitly or transitively).

To fix this, we define `EIGEN_LOG2E` and `EIGEN_LN2` ourselves.
2020-12-11 14:34:31 -08:00
Antonio Sanchez
22f67b5958 Fix boolean float conversion and product warnings.
This fixes some gcc warnings such as:
```
Eigen/src/Core/GenericPacketMath.h:655:63: warning: implicit conversion turns floating-point number into bool: 'typename __gnu_cxx::__enable_if<__is_integer<bool>::__value, double>::__type' (aka 'double') to 'bool' [-Wimplicit-conversion-floating-point-to-bool]
    Packet psqrt(const Packet& a) { EIGEN_USING_STD(sqrt); return sqrt(a); }
```

Details:

- Added `scalar_sqrt_op<bool>` (`-Wimplicit-conversion-floating-point-to-bool`).

- Added `scalar_square_op<bool>` and `scalar_cube_op<bool>`
specializations (`-Wint-in-bool-context`)

- Deprecated above specialized ops for bool.

- Modified `cxx11_tensor_block_eval` to specialize generator for
booleans (`-Wint-in-bool-context`) and to use `abs` instead of `square` to
avoid deprecated bool ops.
2020-11-24 20:20:36 +00:00
Antonio Sanchez
bb69a8db5d Explicit casts of S -> std::complex<T>
When calling `internal::cast<S, std::complex<T>>(x)`, clang often
generates an implicit conversion warning due to an implicit cast
from type `S` to `T`.  This currently affects the following tests:
- `basicstuff`
- `bfloat16_float`
- `cxx11_tensor_casts`

The implicit cast leads to widening/narrowing float conversions.
Widening warnings only seem to be generated by clang (`-Wdouble-promotion`).

To eliminate the warning, we explicitly cast the real-component first
from `S` to `T`.  We also adjust tests to use `internal::cast` instead
of `static_cast` when a complex type may be involved.
2020-11-14 05:50:42 +00:00
David Tellenbach
e265f7ed8e Add support for Armv8.2-a __fp16
Armv8.2-a provides a native half-precision floating point (__fp16 aka.
float16_t). This patch introduces

* __fp16 as underlying type of Eigen::half if this type is available
* the packet types Packet4hf and Packet8hf representing float16x4_t and
  float16x8_t respectively
* packet-math for the above packets with corresponding scalar type Eigen::half

The packet-math functionality has been implemented by Ashutosh Sharma
<ashutosh.sharma@amperecomputing.com>.

This closes #1940.
2020-10-28 20:15:09 +00:00
David Tellenbach
4091f6b25c Drop EIGEN_USING_STD_MATH in favour of EIGEN_USING_STD 2020-10-09 02:05:05 +02:00
Rasmus Munk Larsen
ee714f79f7 Fix CUDA build breakage and incorrect result for absdiff on HIP with long double arguments. 2020-10-02 21:05:35 +00:00
Pedro Caldeira
65e400896b Fix bfloat16 round on gcc 4.8 2020-09-14 10:43:59 -03:00
Alexander Neumann
5272106826 remove semi triggering -Wextra-semi-stmt 2020-09-07 11:42:30 +02:00
Joel Holdsworth
d5c665742b Add absolute_difference coefficient-wise binary Array function 2020-03-19 17:45:20 +00:00
Rasmus Munk Larsen
e1ecfc162d call Explicitly ::rint and ::rintf for targets without c++11. Without this, the Windows build breaks when trying to compile numext::rint<double>. 2020-01-10 21:14:08 +00:00
Rasmus Munk Larsen
9254974115 Don't add EIGEN_DEVICE_FUNC to random() since ::rand is not available in Cuda. 2020-01-09 21:23:09 +00:00
Rasmus Munk Larsen
a3ec89b5bd Add missing EIGEN_DEVICE_FUNC annotations in MathFunctions.h. 2020-01-09 21:06:34 +00:00
Ilya Tokar
19876ced76 Bug #1785: Introduce numext::rint.
This provides a new op that matches std::rint and previous behavior of
pround. Also adds corresponding unsupported/../Tensor op.
Performance is the same as e. g. floor (tested SSE/AVX).
2020-01-07 21:22:44 +00:00
Christoph Hertzberg
8e5da71466 Resolve double-promotion warnings when compiling with clang.
`sin` was calling `sin(double)` instead of `std::sin(float)`
2019-12-13 22:46:40 +01:00
Srinivas Vasudevan
88062b7fed Fix implementation of complex expm1. Add tests that fail with previous implementation, but pass with the current one. 2019-12-12 01:56:54 +00:00
Gael Guennebaud
87427d2eaa PR 719: fix real/imag namespace conflict 2019-10-08 09:15:17 +02:00
Rasmus Munk Larsen
13ef08e5ac Move implementation of vectorized error function erf() to SpecialFunctionsImpl.h. 2019-09-27 13:56:04 -07:00
Eugene Zhulenev
0c845e28c9 Fix erf in c++03 2019-09-25 11:31:45 -07:00
Deven Desai
5e186b1987 Fix for the HIP build+test errors.
The errors were introduced by this commit : d38e6fbc27


After the above mentioned commit, some of the tests started failing with the following error


```
Building HIPCC object unsupported/test/CMakeFiles/cxx11_tensor_reduction_gpu_5.dir/cxx11_tensor_reduction_gpu_5_generated_cxx11_tensor_reduction_gpu.cu.o
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:70:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsHalf.h:28:22: error: call to 'erf' is ambiguous
  return Eigen::half(Eigen::numext::erf(static_cast<float>(a)));
                     ^~~~~~~~~~~~~~~~~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1600:7: note: candidate function [with T = float]
float erf(const float &x) { return ::erff(x); }
      ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = float]
    erf(const Scalar& x) {
    ^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:23: error: call to 'erf' is ambiguous
  return make_double2(erf(a.x), erf(a.y));
                      ^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
       ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
    erf(const Scalar& x) {
    ^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:33: error: call to 'erf' is ambiguous
  return make_double2(erf(a.x), erf(a.y));
                                ^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
       ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
    erf(const Scalar& x) {
    ^
3 errors generated.
```


This PR fixes the compile error by removing the "old" implementation for "erf" (assuming that the "new" implementation is what we want going forward. from a GPU point-of-view both implementations are the same).

This PR also fixes what seems like a cut-n-paste error in the aforementioned commit
2019-09-25 15:39:13 +00:00
Rasmus Munk Larsen
6de5ed08d8 Add generic PacketMath implementation of the Error Function (erf). 2019-09-19 12:48:30 -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
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
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
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
Gael Guennebaud
774bb9d6f7 fix a doxygen issue 2018-10-08 09:30:15 +02:00
Mehdi Goli
7ec8b40ad9 Collapsed revision
* Separating SYCL math function.
* Converting function overload to function specialisation.
* Applying the suggested design.
2018-08-28 14:20:48 +01:00
Alexey Frunze
050bcf6126 bug #1584: Improve random (avoid undefined behavior). 2018-08-08 20:19:32 -07:00
Deven Desai
876f392c39 Updates corresponding to the latest round of PR feedback
The major changes are

1. Moving CUDA/PacketMath.h to GPU/PacketMath.h
2. Moving CUDA/MathFunctions.h to GPU/MathFunction.h
3. Moving CUDA/CudaSpecialFunctions.h to GPU/GpuSpecialFunctions.h
    The above three changes effectively enable the Eigen "Packet" layer for the HIP platform

4. Merging the "hip_basic" and "cuda_basic" unit tests into one ("gpu_basic")
5. Updating the "EIGEN_DEVICE_FUNC" marking in some places

The change has been tested on the HIP and CUDA platforms.
2018-07-11 10:39:54 -04:00
Deven Desai
38807a2575 merging updates from upstream 2018-07-11 09:17:33 -04:00