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

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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
This commit is contained in:
Rasmus Munk Larsen
2019-08-12 13:53:28 -07:00
parent d55d392e7b
commit a3298b22ec
9 changed files with 95 additions and 6 deletions
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13
Eigen/src/Core/arch/SSE/MathFunctions.h
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@@ -22,11 +22,20 @@ namespace Eigen {
namespace internal {
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet4f plog<Packet4f>(const Packet4f& _x)
{
Packet4f plog<Packet4f>(const Packet4f& _x) {
return plog_float(_x);
}
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet4f plog1p<Packet4f>(const Packet4f& _x) {
return generic_plog1p(_x);
}
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet4f pexpm1<Packet4f>(const Packet4f& _x) {
return generic_expm1(_x);
}
template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
Packet4f pexp<Packet4f>(const Packet4f& _x)
{

2
Eigen/src/Core/arch/SSE/PacketMath.h
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@@ -110,6 +110,8 @@ template<> struct packet_traits<float> : default_packet_traits
HasSin = EIGEN_FAST_MATH,
HasCos = EIGEN_FAST_MATH,
HasLog = 1,
HasLog1p = 1,
HasExpm1 = 1,
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,