Rasmus Munk Larsen a3298b22ec Implement vectorized versions of log1p and expm1 in Eigen using Kahan's formulas, and change the scalar implementations to properly handle infinite arguments. ...

Depending on instruction set, significant speedups are observed for the vectorized path:
log1p wall time is reduced 60-93% (2.5x - 15x speedup)
expm1 wall time is reduced 0-85% (1x - 7x speedup)

The scalar path is slower by 20-30% due to the extra branch needed to handle +infinity correctly.

Full benchmarks measured on Intel(R) Xeon(R) Gold 6154 here: https://bitbucket.org/snippets/rmlarsen/MXBkpM

2019-08-12 13:53:28 -07:00

..

src

Implement vectorized versions of log1p and expm1 in Eigen using Kahan's formulas, and change the scalar implementations to properly handle infinite arguments.

2019-08-12 13:53:28 -07:00

Cholesky

bug #1455: Cholesky module depends on Jacobi for rank-updates.

2017-08-22 11:37:32 +02:00

CholmodSupport

…

CMakeLists.txt

bug #1167: simplify installation of header files using cmake's install(DIRECTORY ...) command.

2016-08-29 10:59:37 +02:00

Core

[SYCL] This PR adds the minimum modifications to Eigen core required to run Eigen unsupported modules on devices supporting SYCL.

2019-06-27 12:25:09 +01:00

Dense

…

Eigen

…

Eigenvalues

Old gcc versions have problems with recursive #pragma GCC diagnostic push/pop

2018-08-28 11:44:15 +02:00

Geometry

Enable SSE vectorization of Quaternion and cross3() with AVX

2019-02-23 10:45:40 +01:00

Householder

…

IterativeLinearSolvers

…

Jacobi

…

KLUSupport

Move KLU support to official

2017-11-10 14:11:22 +01:00

LU

use MKL's lapacke.h header when using MKL

2017-08-17 21:58:39 +02:00

MetisSupport

…

OrderingMethods

Remove EIGEN_MPL2_ONLY guards around code re-licensed from LGPL to MPL2 in 2ca1e73239

2019-03-05 10:24:54 -08:00

PardisoSupport

Extend CUDA support to matrix inversion and selfadjointeigensolver

2018-06-11 18:33:24 +02:00

PaStiXSupport

clarify Pastix requirements

2017-11-27 22:11:57 +01:00

QR

Old gcc versions have problems with recursive #pragma GCC diagnostic push/pop

2018-08-28 11:44:15 +02:00

QtAlignedMalloc

bug #1468 (1/2) : add missing std:: to memcpy

2017-09-22 09:23:24 +02:00

Sparse

Remove EIGEN_MPL2_ONLY guards around code re-licensed from LGPL to MPL2 in 2ca1e73239

2019-03-05 10:24:54 -08:00

SparseCholesky

Remove EIGEN_MPL2_ONLY guards around code re-licensed from LGPL to MPL2 in 2ca1e73239

2019-03-05 10:24:54 -08:00

SparseCore

…

SparseLU

Fix numerous shadow-warnings for GCC<=4.8

2018-08-28 18:32:39 +02:00

SparseQR

Old gcc versions have problems with recursive #pragma GCC diagnostic push/pop

2018-08-28 11:44:15 +02:00

SPQRSupport

…

StdDeque

bug #1389: MSVC's std containers do not properly align in 64 bits mode if the requested alignment is larger than 16 bytes (e.g., with AVX)

2017-02-03 15:22:35 +01:00

StdList

bug #1389: MSVC's std containers do not properly align in 64 bits mode if the requested alignment is larger than 16 bytes (e.g., with AVX)

2017-02-03 15:22:35 +01:00

StdVector

bug #1389: MSVC's std containers do not properly align in 64 bits mode if the requested alignment is larger than 16 bytes (e.g., with AVX)

2017-02-03 15:22:35 +01:00

SuperLUSupport

bug #1119: Adjust call to ?gssvx for SuperLU 5

2016-07-10 02:29:57 +02:00

SVD

use MKL's lapacke.h header when using MKL

2017-08-17 21:58:39 +02:00

UmfPackSupport

…