#include #include #include #include "BenchTimer.h" using namespace Eigen; using namespace std; template EIGEN_DONT_INLINE typename T::Scalar sqsumNorm(T& v) { return v.norm(); } template EIGEN_DONT_INLINE typename T::Scalar stableNorm(T& v) { return v.stableNorm(); } template EIGEN_DONT_INLINE typename T::Scalar hypotNorm(T& v) { return v.hypotNorm(); } template EIGEN_DONT_INLINE typename T::Scalar blueNorm(T& v) { return v.blueNorm(); } template EIGEN_DONT_INLINE typename T::Scalar lapackNorm(T& v) { typedef typename T::Scalar Scalar; int n = v.size(); Scalar scale = 0; Scalar ssq = 1; for (int i = 0; i < n; ++i) { Scalar ax = std::abs(v.coeff(i)); if (scale >= ax) { ssq += numext::abs2(ax / scale); } else { ssq = Scalar(1) + ssq * numext::abs2(scale / ax); scale = ax; } } return scale * std::sqrt(ssq); } template EIGEN_DONT_INLINE typename T::Scalar twopassNorm(T& v) { typedef typename T::Scalar Scalar; Scalar s = v.array().abs().maxCoeff(); return s * (v / s).norm(); } template EIGEN_DONT_INLINE typename T::Scalar bl2passNorm(T& v) { return v.stableNorm(); } template EIGEN_DONT_INLINE typename T::Scalar divacNorm(T& v) { int n = v.size() / 2; for (int i = 0; i < n; ++i) v(i) = v(2 * i) * v(2 * i) + v(2 * i + 1) * v(2 * i + 1); n = n / 2; while (n > 0) { for (int i = 0; i < n; ++i) v(i) = v(2 * i) + v(2 * i + 1); n = n / 2; } return std::sqrt(v(0)); } namespace Eigen { namespace internal { #ifdef EIGEN_VECTORIZE Packet4f plt(const Packet4f& a, Packet4f& b) { return _mm_cmplt_ps(a, b); } Packet2d plt(const Packet2d& a, Packet2d& b) { return _mm_cmplt_pd(a, b); } Packet4f pandnot(const Packet4f& a, Packet4f& b) { return _mm_andnot_ps(a, b); } Packet2d pandnot(const Packet2d& a, Packet2d& b) { return _mm_andnot_pd(a, b); } #endif } // namespace internal } // namespace Eigen template EIGEN_DONT_INLINE typename T::Scalar pblueNorm(const T& v) { #ifndef EIGEN_VECTORIZE return v.blueNorm(); #else typedef typename T::Scalar Scalar; static int nmax = 0; static Scalar b1, b2, s1m, s2m, overfl, rbig, relerr; int n; if (nmax <= 0) { int nbig, ibeta, it, iemin, iemax, iexp; Scalar abig, eps; nbig = NumTraits::highest(); // largest integer ibeta = std::numeric_limits::radix; // NumTraits::Base; // base for // floating-point numbers it = NumTraits::digits(); // NumTraits::Mantissa; // number of base-beta digits in // mantissa iemin = NumTraits::min_exponent(); // minimum exponent iemax = NumTraits::max_exponent(); // maximum exponent rbig = NumTraits::highest(); // largest floating-point number // Check the basic machine-dependent constants. if (iemin > 1 - 2 * it || 1 + it > iemax || (it == 2 && ibeta < 5) || (it <= 4 && ibeta <= 3) || it < 2) { eigen_assert(false && "the algorithm cannot be guaranteed on this computer"); } iexp = -((1 - iemin) / 2); b1 = std::pow(ibeta, iexp); // lower boundary of midrange iexp = (iemax + 1 - it) / 2; b2 = std::pow(ibeta, iexp); // upper boundary of midrange iexp = (2 - iemin) / 2; s1m = std::pow(ibeta, iexp); // scaling factor for lower range iexp = -((iemax + it) / 2); s2m = std::pow(ibeta, iexp); // scaling factor for upper range overfl = rbig * s2m; // overflow boundary for abig eps = std::pow(ibeta, 1 - it); relerr = std::sqrt(eps); // tolerance for neglecting asml abig = 1.0 / eps - 1.0; if (Scalar(nbig) > abig) nmax = abig; // largest safe n else nmax = nbig; } typedef typename internal::packet_traits::type Packet; const int ps = internal::packet_traits::size; Packet pasml = internal::pset1(Scalar(0)); Packet pamed = internal::pset1(Scalar(0)); Packet pabig = internal::pset1(Scalar(0)); Packet ps2m = internal::pset1(s2m); Packet ps1m = internal::pset1(s1m); Packet pb2 = internal::pset1(b2); Packet pb1 = internal::pset1(b1); for (int j = 0; j < v.size(); j += ps) { Packet ax = internal::pabs(v.template packet(j)); Packet ax_s2m = internal::pmul(ax, ps2m); Packet ax_s1m = internal::pmul(ax, ps1m); Packet maskBig = internal::plt(pb2, ax); Packet maskSml = internal::plt(ax, pb1); // Packet maskMed = internal::pand(maskSml,maskBig); // Packet scale = internal::pset1(Scalar(0)); // scale = internal::por(scale, internal::pand(maskBig,ps2m)); // scale = internal::por(scale, internal::pand(maskSml,ps1m)); // scale = internal::por(scale, internal::pandnot(internal::pset1(Scalar(1)),maskMed)); // ax = internal::pmul(ax,scale); // ax = internal::pmul(ax,ax); // pabig = internal::padd(pabig, internal::pand(maskBig, ax)); // pasml = internal::padd(pasml, internal::pand(maskSml, ax)); // pamed = internal::padd(pamed, internal::pandnot(ax,maskMed)); pabig = internal::padd(pabig, internal::pand(maskBig, internal::pmul(ax_s2m, ax_s2m))); pasml = internal::padd(pasml, internal::pand(maskSml, internal::pmul(ax_s1m, ax_s1m))); pamed = internal::padd(pamed, internal::pandnot(internal::pmul(ax, ax), internal::pand(maskSml, maskBig))); } Scalar abig = internal::predux(pabig); Scalar asml = internal::predux(pasml); Scalar amed = internal::predux(pamed); if (abig > Scalar(0)) { abig = std::sqrt(abig); if (abig > overfl) { eigen_assert(false && "overflow"); return rbig; } if (amed > Scalar(0)) { abig = abig / s2m; amed = std::sqrt(amed); } else { return abig / s2m; } } else if (asml > Scalar(0)) { if (amed > Scalar(0)) { abig = std::sqrt(amed); amed = std::sqrt(asml) / s1m; } else { return std::sqrt(asml) / s1m; } } else { return std::sqrt(amed); } asml = std::min(abig, amed); abig = std::max(abig, amed); if (asml <= abig * relerr) return abig; else return abig * std::sqrt(Scalar(1) + numext::abs2(asml / abig)); #endif } #define BENCH_PERF(NRM) \ { \ float af = 0; \ double ad = 0; \ std::complex ac = 0; \ Eigen::BenchTimer tf, td, tcf; \ tf.reset(); \ td.reset(); \ tcf.reset(); \ for (int k = 0; k < tries; ++k) { \ tf.start(); \ for (int i = 0; i < iters; ++i) { \ af += NRM(vf); \ } \ tf.stop(); \ } \ for (int k = 0; k < tries; ++k) { \ td.start(); \ for (int i = 0; i < iters; ++i) { \ ad += NRM(vd); \ } \ td.stop(); \ } \ /*for (int k=0; k()); double yd = based * std::abs(internal::random()); VectorXf vf = VectorXf::Ones(s) * yf; VectorXd vd = VectorXd::Ones(s) * yd; std::cout << "reference\t" << std::sqrt(double(s)) * yf << "\t" << std::sqrt(double(s)) * yd << "\n"; std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\n"; std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\n"; std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\n"; std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\n"; std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\n"; std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\n"; std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\n"; } void check_accuracy_var(int ef0, int ef1, int ed0, int ed1, int s) { VectorXf vf(s); VectorXd vd(s); for (int i = 0; i < s; ++i) { vf[i] = std::abs(internal::random()) * std::pow(double(10), internal::random(ef0, ef1)); vd[i] = std::abs(internal::random()) * std::pow(double(10), internal::random(ed0, ed1)); } // std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::sqrt(double(s))*yd << "\n"; std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\t" << sqsumNorm(vf.cast()) << "\t" << sqsumNorm(vd.cast()) << "\n"; std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\t" << hypotNorm(vf.cast()) << "\t" << hypotNorm(vd.cast()) << "\n"; std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\t" << blueNorm(vf.cast()) << "\t" << blueNorm(vd.cast()) << "\n"; std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\t" << blueNorm(vf.cast()) << "\t" << blueNorm(vd.cast()) << "\n"; std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\t" << lapackNorm(vf.cast()) << "\t" << lapackNorm(vd.cast()) << "\n"; std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\t" << twopassNorm(vf.cast()) << "\t" << twopassNorm(vd.cast()) << "\n"; // std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\t" << bl2passNorm(vf.cast()) << "\t" << bl2passNorm(vd.cast()) << "\n"; } int main(int argc, char** argv) { int tries = 10; int iters = 100000; double y = 1.1345743233455785456788e12 * internal::random(); VectorXf v = VectorXf::Ones(1024) * y; // return 0; int s = 10000; double basef_ok = 1.1345743233455785456788e15; double based_ok = 1.1345743233455785456788e95; double basef_under = 1.1345743233455785456788e-27; double based_under = 1.1345743233455785456788e-303; double basef_over = 1.1345743233455785456788e+27; double based_over = 1.1345743233455785456788e+302; std::cout.precision(20); std::cerr << "\nNo under/overflow:\n"; check_accuracy(basef_ok, based_ok, s); std::cerr << "\nUnderflow:\n"; check_accuracy(basef_under, based_under, s); std::cerr << "\nOverflow:\n"; check_accuracy(basef_over, based_over, s); std::cerr << "\nVarying (over):\n"; for (int k = 0; k < 1; ++k) { check_accuracy_var(20, 27, 190, 302, s); std::cout << "\n"; } std::cerr << "\nVarying (under):\n"; for (int k = 0; k < 1; ++k) { check_accuracy_var(-27, 20, -302, -190, s); std::cout << "\n"; } y = 1; std::cout.precision(4); int s1 = 1024 * 1024 * 32; std::cerr << "Performance (out of cache, " << s1 << "):\n"; { int iters = 1; VectorXf vf = VectorXf::Random(s1) * y; VectorXd vd = VectorXd::Random(s1) * y; VectorXcf vcf = VectorXcf::Random(s1) * y; BENCH_PERF(sqsumNorm); BENCH_PERF(stableNorm); BENCH_PERF(blueNorm); BENCH_PERF(pblueNorm); BENCH_PERF(lapackNorm); BENCH_PERF(hypotNorm); BENCH_PERF(twopassNorm); BENCH_PERF(bl2passNorm); } std::cerr << "\nPerformance (in cache, " << 512 << "):\n"; { int iters = 100000; VectorXf vf = VectorXf::Random(512) * y; VectorXd vd = VectorXd::Random(512) * y; VectorXcf vcf = VectorXcf::Random(512) * y; BENCH_PERF(sqsumNorm); BENCH_PERF(stableNorm); BENCH_PERF(blueNorm); BENCH_PERF(pblueNorm); BENCH_PERF(lapackNorm); BENCH_PERF(hypotNorm); BENCH_PERF(twopassNorm); BENCH_PERF(bl2passNorm); } }