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Author SHA1 Message Date
Benoit Steiner
e96c77668d Merged in rmlarsen/eigen2 (pull request PR-292) 
Adds a fast memcpy function to Eigen.
 2017-01-25 00:14:04 +00:00
Rasmus Munk Larsen
3be5ee2352 Update copy helper to use fast_memcpy. 2017-01-24 14:22:49 -08:00
Rasmus Munk Larsen
e6b1020221 Adds a fast memcpy function to Eigen. This takes advantage of the following: 
1. For small fixed sizes, the compiler generates inline code for memcpy, which is much faster.

2. My colleague eriche at googl dot com discovered that for large sizes, memmove is significantly faster than memcpy (at least on Linux with GCC or Clang). See benchmark numbers measured on a Haswell (HP Z440) workstation here: https://docs.google.com/a/google.com/spreadsheets/d/1jLs5bKzXwhpTySw65MhG1pZpsIwkszZqQTjwrd_n0ic/pubhtml This is of course surprising since memcpy is a less constrained version of memmove. This stackoverflow thread contains some speculation as to the causes: http://stackoverflow.com/questions/22793669/poor-memcpy-performance-on-linux

Below are numbers for copying and slicing tensors using the multithreaded TensorDevice. The numbers show significant improvements for memcpy of very small blocks and for memcpy of large blocks single threaded (we were already able to saturate memory bandwidth for >1 threads before on large blocks). The "slicingSmallPieces" benchmark also shows small consistent improvements, since memcpy cost is a fair portion of that particular computation.

The benchmarks operate on NxN matrices, and the names are of the form BM_$OP_${NUMTHREADS}T/${N}.

Measured improvements in wall clock time:

Run on rmlarsen3.mtv (12 X 3501 MHz CPUs); 2017-01-20T11:26:31.493023454-08:00
CPU: Intel Haswell with HyperThreading (6 cores) dL1:32KB dL2:256KB dL3:15MB
Benchmark                          Base (ns)  New (ns) Improvement
------------------------------------------------------------------
BM_memcpy_1T/2                          3.48      2.39    +31.3%
BM_memcpy_1T/8                          12.3      6.51    +47.0%
BM_memcpy_1T/64                          371       383     -3.2%
BM_memcpy_1T/512                       66922     66720     +0.3%
BM_memcpy_1T/4k                      9892867   6849682    +30.8%
BM_memcpy_1T/5k                     14951099  10332856    +30.9%
BM_memcpy_2T/2                          3.50      2.46    +29.7%
BM_memcpy_2T/8                          12.3      7.66    +37.7%
BM_memcpy_2T/64                          371       376     -1.3%
BM_memcpy_2T/512                       66652     66788     -0.2%
BM_memcpy_2T/4k                      6145012   6117776     +0.4%
BM_memcpy_2T/5k                      9181478   9010942     +1.9%
BM_memcpy_4T/2                          3.47      2.47    +31.0%
BM_memcpy_4T/8                          12.3      6.67    +45.8
BM_memcpy_4T/64                          374       376     -0.5%
BM_memcpy_4T/512                       67833     68019     -0.3%
BM_memcpy_4T/4k                      5057425   5188253     -2.6%
BM_memcpy_4T/5k                      7555638   7779468     -3.0%
BM_memcpy_6T/2                          3.51      2.50    +28.8%
BM_memcpy_6T/8                          12.3      7.61    +38.1%
BM_memcpy_6T/64                          373       378     -1.3%
BM_memcpy_6T/512                       66871     66774     +0.1%
BM_memcpy_6T/4k                      5112975   5233502     -2.4%
BM_memcpy_6T/5k                      7614180   7772246     -2.1%
BM_memcpy_8T/2                          3.47      2.41    +30.5%
BM_memcpy_8T/8                          12.4      10.5    +15.3%
BM_memcpy_8T/64                          372       388     -4.3%
BM_memcpy_8T/512                       67373     66588     +1.2%
BM_memcpy_8T/4k                      5148462   5254897     -2.1%
BM_memcpy_8T/5k                      7660989   7799058     -1.8%
BM_memcpy_12T/2                         3.50      2.40    +31.4%
BM_memcpy_12T/8                         12.4      7.55    +39.1
BM_memcpy_12T/64                         374       378     -1.1%
BM_memcpy_12T/512                      67132     66683     +0.7%
BM_memcpy_12T/4k                     5185125   5292920     -2.1%
BM_memcpy_12T/5k                     7717284   7942684     -2.9%
BM_slicingSmallPieces_1T/2              47.3      47.5     +0.4%
BM_slicingSmallPieces_1T/8              53.6      52.3     +2.4%
BM_slicingSmallPieces_1T/64              491       476     +3.1%
BM_slicingSmallPieces_1T/512           21734     18814    +13.4%
BM_slicingSmallPieces_1T/4k           394660    396760     -0.5%
BM_slicingSmallPieces_1T/5k           218722    209244     +4.3%
BM_slicingSmallPieces_2T/2              80.7      79.9     +1.0%
BM_slicingSmallPieces_2T/8              54.2      53.1     +2.0
BM_slicingSmallPieces_2T/64              497       477     +4.0%
BM_slicingSmallPieces_2T/512           21732     18822    +13.4%
BM_slicingSmallPieces_2T/4k           392885    390490     +0.6%
BM_slicingSmallPieces_2T/5k           221988    208678     +6.0%
BM_slicingSmallPieces_4T/2              80.8      80.1     +0.9%
BM_slicingSmallPieces_4T/8              54.1      53.2     +1.7%
BM_slicingSmallPieces_4T/64              493       476     +3.4%
BM_slicingSmallPieces_4T/512           21702     18758    +13.6%
BM_slicingSmallPieces_4T/4k           393962    404023     -2.6%
BM_slicingSmallPieces_4T/5k           249667    211732    +15.2%
BM_slicingSmallPieces_6T/2              80.5      80.1     +0.5%
BM_slicingSmallPieces_6T/8              54.4      53.4     +1.8%
BM_slicingSmallPieces_6T/64              488       478     +2.0%
BM_slicingSmallPieces_6T/512           21719     18841    +13.3%
BM_slicingSmallPieces_6T/4k           394950    397583     -0.7%
BM_slicingSmallPieces_6T/5k           223080    210148     +5.8%
BM_slicingSmallPieces_8T/2              81.2      80.4     +1.0%
BM_slicingSmallPieces_8T/8              58.1      53.5     +7.9%
BM_slicingSmallPieces_8T/64              489       480     +1.8%
BM_slicingSmallPieces_8T/512           21586     18798    +12.9%
BM_slicingSmallPieces_8T/4k           394592    400165     -1.4%
BM_slicingSmallPieces_8T/5k           219688    208301     +5.2%
BM_slicingSmallPieces_12T/2             80.2      79.8     +0.7%
BM_slicingSmallPieces_12T/8             54.4      53.4     +1.8
BM_slicingSmallPieces_12T/64             488       476     +2.5%
BM_slicingSmallPieces_12T/512          21931     18831    +14.1%
BM_slicingSmallPieces_12T/4k          393962    396541     -0.7%
BM_slicingSmallPieces_12T/5k          218803    207965     +5.0%
 2017-01-24 13:55:18 -08:00
Rasmus Munk Larsen
7b6aaa3440 Fix NaN propagation for AVX512. 2017-01-24 13:37:08 -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
ba3f977946 bug #1376: add missing assertion on size mismatch with compound assignment operators (e.g., mat += mat.col(j)) 2017-01-23 22:06:08 +01:00
Gael Guennebaud
b0db4eff36 bug #1382: move using std::size_t/ptrdiff_t to Eigen's namespace (still better than the global namespace!) 2017-01-23 22:03:57 +01:00
Gael Guennebaud
ca79c1545a Add std:: namespace prefix to all (hopefully) instances if size_t/ptrdfiff_t 2017-01-23 22:02:53 +01:00
Gael Guennebaud
4b607b5692 Use Index instead of size_t 2017-01-23 22:00:33 +01:00
Gael Guennebaud
0fe278f7be bug #1379: fix compilation in sparse*diagonal*dense with openmp 2017-01-21 23:27:01 +01:00
Gael Guennebaud
22a172751e bug #1378: fix doc (DiagonalIndex vs Diagonal) 2017-01-21 22:09:59 +01:00
Benoit Steiner
924600a0e8 Made sure that enabling avx2 instructions enables avx and sse instructions as well. 2017-01-19 09:54:48 -08:00
Gael Guennebaud
655ba783f8 Defer set-to-zero in triangular = product so that no aliasing issue occur in the common: 
A.triangularView() = B*A.sefladjointView()*B.adjoint()
case that used to work in 3.2.
 2017-01-17 18:03:35 +01:00
Gael Guennebaud
ad3eef7608 Add link to SO 2017-01-09 13:01:39 +01:00
Gael Guennebaud
831fffe874 Add missing doc of SparseView 2017-01-06 18:01:29 +01:00
Gael Guennebaud
e383d6159a MSVC 2015 has all we want about c++11 and MSVC 2017 fails on binder1st/binder2nd 2017-01-06 15:44:13 +01:00
Gael Guennebaud
2299717fd5 Fix and workaround several doxygen issues/warnings 2017-01-04 23:27:33 +01:00
Gael Guennebaud
ee6f7f6c0c Add doc for sparse triangular solve functions 2017-01-04 23:10:36 +01:00
Gael Guennebaud
a0a36ad0ef bug #1336: workaround doxygen failing to include numerous members of MatriBase in Matrix 2017-01-04 22:02:39 +01:00
Gael Guennebaud
29a1a58113 Document selfadjointView 2017-01-04 22:01:50 +01:00
Gael Guennebaud
8702562177 bug #1370: add doc for StorageIndex 2017-01-03 11:25:41 +01:00
Gael Guennebaud
575c078759 bug #1370: rename _Index to _StorageIndex in SparseMatrix, and add a warning in the doc regarding the 3.2 to 3.3 change of SparseMatrix::Index 2017-01-03 11:19:14 +01:00
Valentin Roussellet
d3c5525c23 Added += and + operators to inner iterators 
Fix #1340
#1340
 2016-12-28 18:29:30 +01:00
Gael Guennebaud
5c27962453 Move common cwise-unary method from MatrixBase/ArrayBase to the common DenseBase class. 2017-01-02 22:27:07 +01:00
Gael Guennebaud
8d7810a476 bug #1365: fix another type mismatch warning 
(sync is set from and compared to an Index)
 2016-12-28 23:35:43 +01:00
Gael Guennebaud
97812ff0d3 bug #1369: fix type mismatch warning. 
Returned values of omp thread id and numbers are int,
o let's use int instead of Index here.
 2016-12-28 23:29:35 +01:00
Gael Guennebaud
7713e20fd2 Fix compilation 2016-12-27 22:04:58 +01:00
Gael Guennebaud
ab69a7f6d1 Cleanup because trait<CwiseBinaryOp>::Flags now expose the correct storage order 2016-12-27 16:55:47 +01:00
Gael Guennebaud
d32a43e33a Make sure that traits<CwiseBinaryOp>::Flags reports the correct storage order so that methods like .outerSize()/.innerSize() work properly. 2016-12-27 16:35:45 +01:00
Gael Guennebaud
7136267461 Add missing .outer() member to iterators of evaluators of cwise sparse binary expression 2016-12-27 16:34:30 +01:00
Gael Guennebaud
fe0ee72390 Fix check of storage order mismatch for "sparse cwiseop sparse". 2016-12-27 16:33:19 +01:00
Gael Guennebaud
6b8f637ab1 Harmless typo 2016-12-27 16:31:17 +01:00
Benoit Steiner
354baa0fb1 Avoid using horizontal adds since they're not very efficient. 2016-12-21 20:55:07 -08:00
Benoit Steiner
d7825b6707 Use native AVX512 types instead of Eigen Packets whenever possible. 2016-12-21 20:06:18 -08:00
Gael Guennebaud
c6882a72ed Merged in joaoruileal/eigen (pull request PR-276) 
Minor improvements to Umfpack support
 2016-12-21 21:39:48 +01:00
Joao Rui Leal
c8c89b5e19 renamed methods umfpackReportControl(), umfpackReportInfo(), and umfpackReportStatus() from UmfPackLU to printUmfpackControl(), printUmfpackInfo(), and printUmfpackStatus() 2016-12-21 09:16:28 +00:00
Joao Rui Leal
95b804c0fe it is now possible to change Umfpack control settings before factorizations; added access to the report functions of Umfpack 2016-12-19 10:45:59 +00:00
Gael Guennebaud
8c0e701504 bug #1360: fix sign issue with pmull on altivec 2016-12-18 22:13:19 +00:00
Gael Guennebaud
fc94258e77 Fix unused warning 2016-12-18 22:11:48 +00:00
ermak
d60cca32e5 Transformation methods added to ParametrizedLine class. 2016-12-17 00:45:13 +07:00
Benoit Steiner
9e03dfb452 Made sure EIGEN_HAS_C99_MATH is defined when compiling OpenCL code 2016-12-17 09:23:37 -08:00
Rafael Guglielmetti
8f11df2667 NumTraits.h: 
For the values 'ReadCost, AddCost and MulCost', information about value Eigen::HugeCost
 2016-12-16 09:07:12 +00:00
Benoit Steiner
1324ffef2f Reenabled the use of constexpr on OpenCL devices 2016-12-15 06:49:38 -08:00
Gael Guennebaud
5d00fdf0e8 bug #1363: fix mingw's ABI issue 2016-12-15 11:58:31 +01:00
Gael Guennebaud
11b492e993 bug #1358: fix compilation for sparse += sparse.selfadjointView(); 2016-12-14 17:53:47 +01:00
Gael Guennebaud
e67397bfa7 bug #1359: fix compilation of col_major_sparse.row() *= scalar 
(used to work in 3.2.9 though the expression is not really writable)
 2016-12-14 17:05:26 +01:00
Gael Guennebaud
98d7458275 bug #1359: fix sparse /=scalar and *=scalar implementation. 
InnerIterators must be obtained from an evaluator.
 2016-12-14 17:03:13 +01:00
Gael Guennebaud
c817ce3ba3 bug #1361: fix compilation issue in mat=perm.inverse() 2016-12-13 23:10:27 +01:00
Benoit Steiner
6811e6cf49 Merged in srvasude/eigen/fix_cuda_exp (pull request PR-268) 
Fix expm1 CUDA implementation (do not shadow exp CUDA implementation).
 2016-12-08 05:14:11 -08:00
Angelos Mantzaflaris
7694684992 Remove superfluous const's (can cause warnings on some Intel compilers) 
(grafted from e236d3443c79f38aa721d95e64c275abbb5df10f
)
 2016-12-07 00:37:48 +01:00