eigen

mirror of https://gitlab.com/libeigen/eigen.git synced 2025-06-29 17:55:13 +08:00

History

Rasmus Munk Larsen f0577a2bfd Speed up matrix multiplication for small to medium size matrices by using half- or quarter-packet vectorized loads in gemm_pack_rhs if they have size 4, instead of dropping down the the scalar path.

Benchmark measurements below are for computing ```c.noalias() = a.transpose() * b;``` for square RowMajor matrices of varying size.

Measured improvement with AVX+FMA:

name                           old time/op             new time/op             delta
BM_MatMul_ATB/8                 139ns ± 1%              129ns ± 1%   -7.49%          (p=0.008 n=5+5)
BM_MatMul_ATB/32               1.46µs ± 1%             1.22µs ± 0%  -16.72%          (p=0.008 n=5+5)
BM_MatMul_ATB/64               8.43µs ± 1%             7.41µs ± 0%  -12.04%          (p=0.008 n=5+5)
BM_MatMul_ATB/128              56.8µs ± 1%             52.9µs ± 1%   -6.83%          (p=0.008 n=5+5)
BM_MatMul_ATB/256               407µs ± 1%              395µs ± 3%   -2.94%          (p=0.032 n=5+5)
BM_MatMul_ATB/512              3.27ms ± 3%             3.18ms ± 1%     ~             (p=0.056 n=5+5)


Measured improvement for AVX512:

name                          old time/op             new time/op             delta
BM_MatMul_ATB/8                167ns ± 1%              154ns ± 1%   -7.63%          (p=0.008 n=5+5)
BM_MatMul_ATB/32              1.08µs ± 1%             0.83µs ± 3%  -23.58%          (p=0.008 n=5+5)
BM_MatMul_ATB/64              6.21µs ± 1%             5.06µs ± 1%  -18.47%          (p=0.008 n=5+5)
BM_MatMul_ATB/128             36.1µs ± 2%             31.3µs ± 1%  -13.32%          (p=0.008 n=5+5)
BM_MatMul_ATB/256              263µs ± 2%              242µs ± 2%   -7.92%          (p=0.008 n=5+5)
BM_MatMul_ATB/512             1.95ms ± 2%             1.91ms ± 2%     ~             (p=0.095 n=5+5)
BM_MatMul_ATB/1k              15.4ms ± 4%             14.8ms ± 2%     ~             (p=0.095 n=5+5)

2020-04-07 22:09:51 +00:00

src

Speed up matrix multiplication for small to medium size matrices by using half- or quarter-packet vectorized loads in gemm_pack_rhs if they have size 4, instead of dropping down the the scalar path.

2020-04-07 22:09:51 +00:00

Cholesky

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

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

CholmodSupport

Update link to suitesparse.

2016-01-27 22:48:40 +01:00

Core

Include <sstream> explicitly, and don't rely on the implicit include via <complex>.