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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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6
test/packetmath.cpp
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@@ -604,11 +604,13 @@ template<typename Scalar,typename Packet> void packetmath_real()
CHECK_CWISE1_IF(PacketTraits::HasSqrt, Scalar(1)/std::sqrt, internal::prsqrt);
CHECK_CWISE1_IF(PacketTraits::HasLog, std::log, internal::plog);
#if EIGEN_HAS_C99_MATH && (__cplusplus > 199711L)
CHECK_CWISE1_IF(PacketTraits::HasExpm1, std::expm1, internal::pexpm1);
CHECK_CWISE1_IF(PacketTraits::HasLog1p, std::log1p, internal::plog1p);
CHECK_CWISE1_IF(internal::packet_traits<Scalar>::HasLGamma, std::lgamma, internal::plgamma);
CHECK_CWISE1_IF(internal::packet_traits<Scalar>::HasErf, std::erf, internal::perf);
CHECK_CWISE1_IF(internal::packet_traits<Scalar>::HasErfc, std::erfc, internal::perfc);
data1[0] = std::numeric_limits<Scalar>::infinity();
data1[1] = std::numeric_limits<Scalar>::denorm_min();
CHECK_CWISE1_IF(PacketTraits::HasExpm1, std::expm1, internal::pexpm1);
CHECK_CWISE1_IF(PacketTraits::HasLog1p, std::log1p, internal::plog1p);
#endif
if(PacketSize>=2)