63 Commits

Author SHA1 Message Date
Antonio Sánchez
1f79a6078f Return NaN in ndtri for values outside valid input range. 2023-05-05 16:27:26 +00:00
Rasmus Munk Larsen
b378014fef Make sure we return +/-1 above the clamping point for Erf(). 2023-04-18 20:53:01 +00:00
Rasmus Munk Larsen
1e223a956c Add missing 'f' in float literal in SpecialFunctionsImpl.h that triggers implicit conversion warning. 2023-04-18 17:33:29 +00:00
Rasmus Munk Larsen
3026fc0d3c Improve accuracy of erf(). 2023-04-14 16:57:56 +00:00
Rasmus Munk Larsen
1c0a6cf228 Get rid of EIGEN_HAS_AVX512_MATH workaround. 2023-02-23 23:16:41 +00:00
Antonio Sánchez
e5794873cb Replace assert with eigen_assert. 2022-10-04 17:11:23 +00:00
Antonio Sánchez
8ed3b9dcd6 Skip f16/bf16 bessel specializations on AVX512 if unavailable. 2022-06-24 15:10:36 +00:00
Tobias Schlüter
f3ba220c5d Remove EIGEN_EMPTY_STRUCT_CTOR 2022-04-08 18:27:26 +00:00
Antonio Sánchez
9296bb4b93 Fix edge-case in zeta for large inputs. 2022-03-08 21:21:20 +00:00
Rasmus Munk Larsen
ea2c02060c Add reciprocal packet op and fast specializations for float with SSE, AVX, and AVX512. 2022-01-21 23:49:18 +00:00
Kolja Brix
afa616bc9e Fix some typos found 2021-09-23 15:22:00 +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
frgossen
33e0af0130 Return nan at poles of polygamma, digamma, and zeta if limit is not defined 2021-02-19 16:35:11 +00:00
Antonio Sanchez
2dbac2f99f Fix bad NEON fp16 check 2020-12-04 13:42:18 -08:00
Antonio Sanchez
e2f21465fe Special function implementations for half/bfloat16 packets.
Current implementations fail to consider half-float packets, only
half-float scalars.  Added specializations for packets on AVX, AVX512 and
NEON.  Added tests to `special_packetmath`.

The current `special_functions` tests would fail for half and bfloat16 due to
lack of precision. The NEON tests also fail with precision issues and
due to different handling of `sqrt(inf)`, so special functions bessel, ndtri
have been disabled.

Tested with AVX, AVX512.
2020-12-04 10:16:29 -08:00
David Tellenbach
8f8d77b516 Add EIGEN prefix for HAS_LGAMMA_R 2020-10-08 18:32:19 +02:00
Eugene Zhulenev
2279f2c62f Use lgamma_r if it is available (update check for glibc 2.19+) 2020-10-08 00:26:45 +00:00
Teng Lu
386d809bde Support BFloat16 in Eigen 2020-06-20 19:16:24 +00:00
Jeff Daily
b5df8cabd7 fix hip-clang compilation due to new HIP scalar accessor 2020-01-20 21:08:52 +00:00
Deven Desai
6d284bb1b7 Fix for HIP breakage - 200115. Adding a missing EIGEN_DEVICE_FUNC attr 2020-01-16 00:51:43 +00:00
Srinivas Vasudevan
f6c6de5d63 Ensure Igamma does not NaN or Inf for large values. 2020-01-14 21:32:48 +00:00
Jeff Daily
de07c4d1c2 fix compilation due to new HIP scalar accessor 2019-12-17 20:27:30 +00:00
Gael Guennebaud
c3f6fcf2c0 bug #1747: one more fix for MSVC regarding the Bessel implementation. 2019-11-15 11:12:35 +01:00
Gael Guennebaud
39fb9eeccf bug #1747: fix compilation with MSVC 2019-10-14 22:50:23 +02:00
Rasmus Munk Larsen
20c4a9118f Use "pdiv" rather than operator/ to support packet types. 2019-10-04 16:54:03 -07:00
Rasmus Munk Larsen
13ef08e5ac Move implementation of vectorized error function erf() to SpecialFunctionsImpl.h. 2019-09-27 13:56:04 -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 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
Rasmus Munk Larsen
591a554c68 Add TODO to cleanup FMA cost modelling. 2019-09-24 16:39:25 -07:00
Christoph Hertzberg
e4c1b3c1d2 Fix implicit conversion warnings and use pnegate to negate packets 2019-09-23 16:07:43 +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
Deven Desai
cdb377d0cb Fix for the HIP build+test errors introduced by the ndtri support.
The fixes needed are
 * adding EIGEN_DEVICE_FUNC attribute to a couple of funcs (else HIPCC will error out when non-device funcs are called from global/device funcs)
 * switching to using ::<math_func> instead std::<math_func> (only for HIPCC) in cases where the std::<math_func> is not recognized as a device func by HIPCC
 * removing an errant "j" from a testcase (don't know how that made it in to begin with!)
2019-09-06 16:03:49 +00:00
Srinivas Vasudevan
e38dd48a27 PR 681: Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Mehdi Goli
9ea490c82c [SYCL] :
* Modifying TensorDeviceSYCL to use `EIGEN_THROW_X`.
  * Modifying TensorMacro to use `EIGEN_TRY/CATCH(X)` macro.
  * Modifying TensorReverse.h to use `EIGEN_DEVICE_REF` instead of `&`.
  * Fixing the SYCL device macro in SpecialFunctionsImpl.h.
2019-07-01 16:27:28 +01:00
Eugene Zhulenev
8ead5bb3d8 Fix doxygen warnings to enable statis code analysis 2019-04-24 12:42:28 -07:00
Mehdi Goli
01358300d5 Creating separate SYCL required PR for uncontroversial files. 2018-08-03 16:59:15 +01:00
Mehdi Goli
9e219bb3d3 Converting ad-hoc inline keyword to EIGEN_STRONG_INLINE MACRO. 2018-08-01 10:47:49 +01:00
Gael Guennebaud
1920129d71 Remove clang warning 2018-07-13 16:05:35 +02:00
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
471cfe5ff7 renaming CUDA* to GPU* for some header files 2018-07-11 09:22:04 -04:00
Deven Desai
b6cc0961b1 updates based on PR feedback
There are two major changes (and a few minor ones which are not listed here...see PR discussion for details)

1. Eigen::half implementations for HIP and CUDA have been merged.
This means that
- `CUDA/Half.h` and `HIP/hcc/Half.h` got merged to a new file `GPU/Half.h`
- `CUDA/PacketMathHalf.h` and `HIP/hcc/PacketMathHalf.h` got merged to a new file `GPU/PacketMathHalf.h`
- `CUDA/TypeCasting.h` and `HIP/hcc/TypeCasting.h` got merged to a new file `GPU/TypeCasting.h`

After this change the `HIP/hcc` directory only contains one file `math_constants.h`. That will go away too once that file becomes a part of the HIP install.

2. new macros EIGEN_GPUCC, EIGEN_GPU_COMPILE_PHASE and EIGEN_HAS_GPU_FP16 have been added and the code has been updated to use them where appropriate.
- `EIGEN_GPUCC` is the same as `(EIGEN_CUDACC || EIGEN_HIPCC)`
- `EIGEN_GPU_DEVICE_COMPILE` is the same as `(EIGEN_CUDA_ARCH || EIGEN_HIP_DEVICE_COMPILE)`
- `EIGEN_HAS_GPU_FP16` is the same as `(EIGEN_HAS_CUDA_FP16 or EIGEN_HAS_HIP_FP16)`
2018-06-14 10:21:54 -04:00
Deven Desai
d1d22ef0f4 syncing this fork with upstream 2018-06-13 12:09:52 -04:00
Michael Figurnov
30fa3d0454 Merge from eigen/eigen 2018-06-07 17:57:56 +01:00
Michael Figurnov
aa813d417b Fix compilation of special functions without C99 math.
The commit with Bessel functions i0e and i1e placed the ifdef/endif incorrectly,
causing i0e/i1e to be undefined when EIGEN_HAS_C99_MATH=0. These functions do not
actually require C99 math, so now they are always available.
2018-06-07 14:35:07 +01:00
Michael Figurnov
5172a32849 Updated the stopping criteria in igammac_cf_impl.
Previously, when computing the derivative, it used a relative error threshold. Now it uses an absolute error threshold. The behavior for computing the value is unchanged. This makes more sense since we do not expect the derivative to often be close to zero. This change makes the derivatives about 30% faster across the board. The error for the igamma_der_a is almost unchanged, while for gamma_sample_der_alpha it is a bit worse for float32 and unchanged for float64.
2018-06-07 12:03:58 +01:00
Michael Figurnov
4bd158fa37 Derivative of the incomplete Gamma function and the sample of a Gamma random variable.
In addition to igamma(a, x), this code implements:
* igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter
* gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter

The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
2018-06-06 18:49:26 +01:00