24 Commits

Author SHA1 Message Date
Rasmus Munk Larsen
8f2c6f0aa6 Make preciprocal IEEE compliant w.r.t. 1/0 and 1/inf. 2022-01-26 20:38:05 +00:00
Erik Schultheis
d271a7d545 reduce float warnings (comparisons and implicit conversions) 2022-01-26 18:16:19 +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
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
Nathan Luehr
7e6a1c129c Device implementation of log for std::complex types. 2021-05-11 22:02:21 +00:00
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
Antonio Sanchez
352f1422d3 Remove inf local variable.
Apparently `inf` is a macro on iOS for `std::numeric_limits<T>::infinity()`,
causing a compile error here. We don't need the local anyways since it's
only used in one spot.
2021-01-12 10:33:15 -08:00
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
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
a566074480 Improve accuracy of fast approximate tanh and the logistic functions in Eigen, such that they preserve relative accuracy to within a few ULPs where their function values tend to zero (around x=0 for tanh, and for large negative x for the logistic function).
This change re-instates the fast rational approximation of the logistic function for float32 in Eigen (removed in 66f07efeae), but uses the more accurate approximation 1/(1+exp(-1)) ~= exp(x) below -9. The exponential is only calculated on the vectorized path if at least one element in the SIMD input vector is less than -9.

This change also contains a few improvements to speed up the original float specialization of logistic:
  - Introduce EIGEN_PREDICT_{FALSE,TRUE} for __builtin_predict and use it to predict that the logistic-only path is most likely (~2-3% speedup for the common case).
  - Carefully set the upper clipping point to the smallest x where the approximation evaluates to exactly 1. This saves the explicit clamping of the output (~7% speedup).

The increased accuracy for tanh comes at a cost of 10-20% depending on instruction set.

The benchmarks below repeated calls

   u = v.logistic()  (u = v.tanh(), respectively)

where u and v are of type Eigen::ArrayXf, have length 8k, and v contains random numbers in [-1,1].

Benchmark numbers for logistic:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        4467           4468         155835  model_time: 4827
AVX
BM_eigen_logistic_float        2347           2347         299135  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1467           1467         476143  model_time: 2926
AVX512
BM_eigen_logistic_float         805            805         858696  model_time: 1463

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        2589           2590         270264  model_time: 4827
AVX
BM_eigen_logistic_float        1428           1428         489265  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1059           1059         662255  model_time: 2926
AVX512
BM_eigen_logistic_float         673            673        1000000  model_time: 1463

Benchmark numbers for tanh:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2391           2391         292624  model_time: 4242
AVX
BM_eigen_tanh_float        1256           1256         554662  model_time: 2633
AVX+FMA
BM_eigen_tanh_float         823            823         866267  model_time: 1609
AVX512
BM_eigen_tanh_float         443            443        1578999  model_time: 805

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2588           2588         273531  model_time: 4242
AVX
BM_eigen_tanh_float        1536           1536         452321  model_time: 2633
AVX+FMA
BM_eigen_tanh_float        1007           1007         694681  model_time: 1609
AVX512
BM_eigen_tanh_float         471            471        1472178  model_time: 805
2019-12-16 21:33:42 +00:00
Rasmus Munk Larsen
73a8d572f5 Clamp tanh approximation outside [-c, c] where c is the smallest value where the approximation is exactly +/-1. Without FMA, c = 7.90531110763549805, with FMA c = 7.99881172180175781. 2019-12-12 19:34:25 +00:00
Rasmus Munk Larsen
13ef08e5ac Move implementation of vectorized error function erf() to SpecialFunctionsImpl.h. 2019-09-27 13:56:04 -07:00
Rasmus Munk Larsen
6de5ed08d8 Add generic PacketMath implementation of the Error Function (erf). 2019-09-19 12:48:30 -07:00
Andrea Bocci
f7124b3e46 Extend CUDA support to matrix inversion and selfadjointeigensolver 2018-06-11 18:33:24 +02:00
Christoph Hertzberg
4d392d93aa Make hypot_impl compile again for types with expression-templates (e.g., boost::multiprecision) 2018-04-13 19:01:37 +02:00
Gael Guennebaud
4213b63f5c Factories code between numext::hypot and scalar_hyot_op functor. 2018-04-04 15:12:43 +02:00
Gael Guennebaud
e116f6847e bug #1521: avoid signalling NaN in hypot and make it std::complex<> friendly. 2018-04-04 13:47:23 +02:00
Rasmus Munk Larsen
ae3e43a125 Remove extra space. 2017-01-24 16:16:39 -08:00
Rasmus Munk Larsen
5e144bbaa4 Make NaN propagatation consistent between the pmax/pmin and std::max/std::min. This makes the NaN propagation consistent between the scalar and vectorized code paths of Eigen's scalar_max_op and scalar_min_op.
See #1373 for details.
2017-01-24 13:32:50 -08:00
Gael Guennebaud
66cbabafed Add a note regarding gcc bug #72867 2016-09-22 11:18:52 +02:00
Gael Guennebaud
68e803a26e Fix warning 2016-08-30 09:21:57 +02:00
Gael Guennebaud
fd9caa1bc2 bug #1282: fix implicit double to float conversion warning 2016-08-28 22:45:56 +02:00
Gael Guennebaud
a4c266f827 Factorize the 4 copies of tanh implementations, make numext::tanh consistent with array::tanh, enable fast tanh in fast-math mode only. 2016-08-23 14:23:08 +02:00