2320 Commits

Author SHA1 Message Date
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
Deven Desai
8fbd47052b Adding support for using Eigen in HIP kernels.
This commit enables the use of Eigen on HIP kernels / AMD GPUs. Support has been added along the same lines as what already exists for using Eigen in CUDA kernels / NVidia GPUs.

Application code needs to explicitly define EIGEN_USE_HIP when using Eigen in HIP kernels. This is because some of the CUDA headers get picked up by default during Eigen compile (irrespective of whether or not the underlying compiler is CUDACC/NVCC, for e.g. Eigen/src/Core/arch/CUDA/Half.h). In order to maintain this behavior, the EIGEN_USE_HIP macro is used to switch to using the HIP version of those header files (see Eigen/Core and unsupported/Eigen/CXX11/Tensor)


Use the "-DEIGEN_TEST_HIP" cmake option to enable the HIP specific unit tests.
2018-06-06 10:12:58 -04:00
Benoit Steiner
e206f8d4a4 Merged in mfigurnov/eigen (pull request PR-400)
Exponentially scaled modified Bessel functions of order zero and one.

Approved-by: Benoit Steiner <benoit.steiner.goog@gmail.com>
2018-06-05 17:05:21 +00:00
Penporn Koanantakool
e2ed0cf8ab Add a ThreadPoolInterface* getter for ThreadPoolDevice. 2018-06-02 12:07:49 -07:00
Michael Figurnov
f216854453 Exponentially scaled modified Bessel functions of order zero and one.
The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x)

The code is ported from Cephes and tested against SciPy.
2018-05-31 15:34:53 +01:00
Katrin Leinweber
ea94543190 Hyperlink DOIs against preferred resolver 2018-05-24 18:55:40 +02:00
Vamsi Sripathi
6293ad3f39 Performance improvements to tensor broadcast operation
1. Added new packet functions using SIMD for NByOne, OneByN cases
  2. Modified existing packet functions to reduce index calculations when input stride is non-SIMD
  3. Added 4 test cases to cover the new packet functions
2018-05-23 14:02:05 -07:00
Benoit Steiner
0371380d5b Merged in rmlarsen/eigen2 (pull request PR-393)
Rename scalar_clip_op to scalar_clamp_op to prevent collision with existing functor in TensorFlow.
2018-05-16 21:45:42 +00:00
Rasmus Munk Larsen
b8d36774fa Rename clip2 to clamp. 2018-05-16 14:04:48 -07:00
Rasmus Munk Larsen
812480baa3 Rename scalar_clip_op to scalar_clip2_op to prevent collision with existing functor in TensorFlow. 2018-05-16 09:49:24 -07:00
Benoit Steiner
1403c2c15b Merged in didierjansen/eigen (pull request PR-360)
Fix bugs and typos in the contraction example of the tensor README
2018-05-16 01:16:36 +00:00
Rasmus Munk Larsen
b8c8e5f436 Add vectorized clip functor for Eigen Tensors. 2018-05-14 16:07:13 -07:00
Benoit Steiner
6118c6ff4f Enable RawAccess to tensor slices whenever possinle.
Avoid 32-bit integer overflow in TensorSlicingOp
2018-04-30 11:28:12 -07:00
Weiming Zhao
b0eda3cb9f Avoid using memcpy for non-POD elements 2018-04-11 11:37:06 +02:00
Gael Guennebaud
67bac6368c protect calls to isnan 2018-04-03 14:19:04 +02:00
Gael Guennebaud
524119d32a Fix uninitialized output argument. 2018-04-03 10:56:10 +02:00
Viktor Csomor
000840cae0 Added a move constructor and move assignment operator to Tensor and wrote some tests. 2018-02-07 19:10:54 +01:00
Eugene Zhulenev
c95aacab90 Fix TensorContractionOp evaluators for GPU and SYCL 2018-07-17 14:09:37 -07:00
Deven Desai
f124f07965 applying EIGEN_DECLARE_TEST to *gpu* tests
Also, a few minor fixes for GPU tests running in HIP mode.

1. Adding an include for hip/hip_runtime.h in the Macros.h file
   For HIP __host__ and __device__ are macros which are defined in hip headers.
   Their definitions need to be included before their use in the file.

2. Fixing the compile failure in TensorContractionGpu introduced by the commit to
   "Fuse computations into the Tensor contractions using output kernel"

3. Fixing a HIP/clang specific compile error by making the struct-member assignment explicit
2018-07-17 14:16:48 -04:00
Gael Guennebaud
82f0ce2726 Get rid of EIGEN_TEST_FUNC, unit tests must now be declared with EIGEN_DECLARE_TEST(mytest) { /* code */ }.
This provide several advantages:
- more flexibility in designing unit tests
- unit tests can be glued to speed up compilation
- unit tests are compiled with same predefined macros, which is a requirement for zapcc
2018-07-17 14:46:15 +02:00
Eugene Zhulenev
43206ac4de Call OutputKernel in evalGemv 2018-07-12 14:52:23 -07:00
Eugene Zhulenev
e204ecdaaf Remove SimpleThreadPool and always use {NonBlocking}ThreadPool 2018-07-16 15:06:57 -07:00
Eugene Zhulenev
01fd4096d3 Fuse computations into the Tensor contractions using output kernel 2018-07-10 13:16:38 -07:00
Gael Guennebaud
5539587b1f Some warning fixes 2018-07-17 10:29:12 +02:00
Benoit Steiner
8f55956a57 Update the padding computation for PADDING_SAME to be consistent with TensorFlow. 2018-01-30 20:22:12 +00:00
Lee.Deokjae
5b3c367926 Fix typos in the contraction example of tensor README 2018-01-06 14:36:19 +09:00
RJ Ryan
59985cfd26 Disable use of recurrence for computing twiddle factors. Fixes FFT precision issues for large FFTs. https://github.com/tensorflow/tensorflow/issues/10749#issuecomment-354557689 2017-12-31 10:44:56 -05:00
Gael Guennebaud
73214c4bd0 Workaround nvcc 9.0 issue. See PR 351.
https://bitbucket.org/eigen/eigen/pull-requests/351
2017-12-15 14:10:59 +01:00
Yangzihao Wang
3122477c86 Update the padding computation for PADDING_SAME to be consistent with TensorFlow. 2017-12-12 11:15:24 -08:00
Rasmus Munk Larsen
e900b010c8 Improve robustness of igamma and igammac to bad inputs.
Check for nan inputs and propagate them immediately. Limit the number of internal iterations to 2000 (same number as used by scipy.special.gammainc). This prevents an infinite loop when the function is called with nan or very large arguments.

Original change by mfirgunov@google.com
2018-03-19 09:04:54 -07:00
Gael Guennebaud
00bc67c374 Move KLU support to official 2017-11-10 14:11:22 +01:00
Gael Guennebaud
b82cd93c01 KLU: truely disable unimplemented code, add proper static assertions in solve 2017-11-10 14:09:01 +01:00
Gael Guennebaud
8cf63ccb99 Merged in kylemacfarlan/eigen (pull request PR-337)
Add support for SuiteSparse's KLU routines
2017-11-10 10:43:17 +00:00
Gael Guennebaud
1495b98a8e Merged in spraetor/eigen (pull request PR-305)
Issue with mpreal and std::numeric_limits::digits
2017-11-10 10:28:54 +00:00
Gael Guennebaud
fc45324380 Merged in jkflying/eigen-fix-scaling (pull request PR-302)
Make scaling work with non-square matrices
2017-11-10 10:11:36 +00:00
Gael Guennebaud
1b2dcf9a47 Check that Schur decomposition succeed. 2017-11-10 10:26:09 +01:00
Gael Guennebaud
0a1cc73942 bug #1484: restore deleted line for 128 bits long doubles, and improve dispatching logic. 2017-11-10 10:25:41 +01:00
Benoit Steiner
3949615176 Merged in JonasMu/eigen (pull request PR-329)
Added an example for a contraction to a scalar value to README.md

Approved-by: Jonas Harsch <jonas.harsch@gmail.com>
2017-10-27 07:27:46 +00:00
Benoit Steiner
8eb4b9d254 Merged in benoitsteiner/opencl (pull request PR-341) 2017-10-17 16:39:28 +00:00
Rasmus Munk Larsen
f349507e02 Specialize ThreadPoolDevice::enqueueNotification for the case with no args. As an example this reduces binary size of an TensorFlow demo app for Android by about 2.5%. 2017-10-13 15:58:12 -07:00
Kyle Vedder
c0e1d510fd Add support for SuiteSparse's KLU routines 2017-10-04 21:01:23 -05:00
Mehdi Goli
2062ac9958 Changes required for new ComputeCpp CE version. 2017-09-18 18:17:39 +01:00
Rasmus Munk Larsen
1b7294f6fc Fix cut-and-paste error. 2017-09-08 16:35:58 -07:00
Rasmus Munk Larsen
94e2213b38 Avoid undefined behavior in Eigen::TensorCostModel::numThreads.
If the cost is large enough then the thread count can be larger than the maximum
representable int, so just casting it to an int is undefined behavior.

Contributed by phurst@google.com.
2017-09-08 15:49:55 -07:00
Gael Guennebaud
a91918a105 Merged in infinitei/eigen (pull request PR-328)
bug #1464 : Fixes construction of EulerAngles from 3D vector expression.

Approved-by: Tal Hadad <tal_hd@hotmail.com>
Approved-by: Abhijit Kundu <abhijit.kundu@gatech.edu>
2017-09-06 08:42:14 +00:00
Jonas Harsch
a991c80365 Added an example for a contraction to a scalar value, e.g. a double contraction of two second order tensors and how you can get the value of the result. I lost one day to get this doen so I think it will help some guys. I also added Eigen:: to the IndexPair and and array in the same example. 2017-09-01 11:30:26 +00:00
Benoit Steiner
a4089991eb Added support for CUDA 9.0. 2017-08-31 02:49:39 +00:00
Abhijit Kundu
6d991a9595 bug #1464 : Fixes construction of EulerAngles from 3D vector expression. 2017-08-30 13:26:30 -04:00
Benoit Steiner
84d7be103a Fixing Argmax that was breaking upstream TensorFlow. 2017-07-22 03:19:34 +00:00
Benoit Steiner
f0b154a4b0 Code cleanup 2017-07-10 09:54:09 -07:00