Commit Graph

163 Commits

Author SHA1 Message Date
Antonio Sanchez
2468253c9a Define EIGEN_CPLUSPLUS and replace most __cplusplus checks.
The macro `__cplusplus` is not defined correctly in MSVC unless building
with the the `/Zc:__cplusplus` flag. Instead, it defines `_MSVC_LANG` to the
specified c++ standard version number.

Here we introduce `EIGEN_CPLUSPLUS` which will contain the c++ version
number both for MSVC and otherwise.  This simplifies checks for supported
features.

Also replaced most instances of standard version checking via `__cplusplus`
with the existing `EIGEN_COMP_CXXVER` macro for better clarity.

Fixes: #2170
2021-03-05 18:33:18 +00:00
Rasmus Munk Larsen
113e61f364 Remove unused function scalar_cmp_with_cast. 2021-02-24 23:59:35 +00:00
Antonio Sanchez
abcde69a79 Disable vectorized pow for half/bfloat16.
We are potentially seeing some accuracy issues with these.  Ideally we
would hand off to `float`, but that's not trivial with the current
setup.

We may want to consider adding `ppow<Packet>` and `HasPow`, so
implementations can more easily specialize this.
2021-02-05 12:17:34 -08:00
Antonio Sanchez
f0e46ed5d4 Fix pow and other cwise ops for half/bfloat16.
The new `generic_pow` implementation was failing for half/bfloat16 since
their construction from int/float is not `constexpr`. Modified
in `GenericPacketMathFunctions` to remove `constexpr`.

While adding tests for half/bfloat16, found other issues related to
implicit conversions.

Also needed to implement `numext::arg` for non-integer, non-complex,
non-float/double/long double types.  These seem to be  implicitly
converted to `std::complex<T>`, which then fails for half/bfloat16.
2021-01-22 11:10:54 -08:00
Rasmus Munk Larsen
cdd8fdc32e Vectorize pow(x, y). This closes https://gitlab.com/libeigen/eigen/-/issues/2085, which also contains a description of the algorithm.
I ran some testing (comparing to `std::pow(double(x), double(y)))` for `x` in the set of all (positive) floats in the interval `[std::sqrt(std::numeric_limits<float>::min()), std::sqrt(std::numeric_limits<float>::max())]`, and `y` in `{2, sqrt(2), -sqrt(2)}` I get the following error statistics:

```
max_rel_error = 8.34405e-07
rms_rel_error = 2.76654e-07
```

If I widen the range to all normal float I see lower accuracy for arguments where the result is subnormal, e.g. for `y = sqrt(2)`:

```
max_rel_error = 0.666667
rms = 6.8727e-05
count = 1335165689
argmax = 2.56049e-32, 2.10195e-45 != 1.4013e-45
```

which seems reasonable, since these results are subnormals with only couple of significant bits left.
2021-01-18 13:25:16 +00:00
Antonio Sanchez
bde6741641 Improved std::complex sqrt and rsqrt.
Replaces `std::sqrt` with `complex_sqrt` for all platforms (previously
`complex_sqrt` was only used for CUDA and MSVC), and implements
custom `complex_rsqrt`.

Also introduces `numext::rsqrt` to simplify implementation, and modified
`numext::hypot` to adhere to IEEE IEC 6059 for special cases.

The `complex_sqrt` and `complex_rsqrt` implementations were found to be
significantly faster than `std::sqrt<std::complex<T>>` and
`1/numext::sqrt<std::complex<T>>`.

Benchmark file attached.
```
GCC 10, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           9.21 ns         9.21 ns     73225448
BM_StdSqrt<std::complex<float>>        17.1 ns         17.1 ns     40966545
BM_Sqrt<std::complex<double>>          8.53 ns         8.53 ns     81111062
BM_StdSqrt<std::complex<double>>       21.5 ns         21.5 ns     32757248
BM_Rsqrt<std::complex<float>>          10.3 ns         10.3 ns     68047474
BM_DivSqrt<std::complex<float>>        16.3 ns         16.3 ns     42770127
BM_Rsqrt<std::complex<double>>         11.3 ns         11.3 ns     61322028
BM_DivSqrt<std::complex<double>>       16.5 ns         16.5 ns     42200711

Clang 11, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           7.46 ns         7.45 ns     90742042
BM_StdSqrt<std::complex<float>>        16.6 ns         16.6 ns     42369878
BM_Sqrt<std::complex<double>>          8.49 ns         8.49 ns     81629030
BM_StdSqrt<std::complex<double>>       21.8 ns         21.7 ns     31809588
BM_Rsqrt<std::complex<float>>          8.39 ns         8.39 ns     82933666
BM_DivSqrt<std::complex<float>>        14.4 ns         14.4 ns     48638676
BM_Rsqrt<std::complex<double>>         9.83 ns         9.82 ns     70068956
BM_DivSqrt<std::complex<double>>       15.7 ns         15.7 ns     44487798

Clang 9, Pixel 2, aarch64:
---------------------------------------------------------------------------
Benchmark                                 Time             CPU   Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>>           24.2 ns         24.1 ns     28616031
BM_StdSqrt<std::complex<float>>         104 ns          103 ns      6826926
BM_Sqrt<std::complex<double>>          31.8 ns         31.8 ns     22157591
BM_StdSqrt<std::complex<double>>        128 ns          128 ns      5437375
BM_Rsqrt<std::complex<float>>          31.9 ns         31.8 ns     22384383
BM_DivSqrt<std::complex<float>>        99.2 ns         98.9 ns      7250438
BM_Rsqrt<std::complex<double>>         46.0 ns         45.8 ns     15338689
BM_DivSqrt<std::complex<double>>        119 ns          119 ns      5898944
```
2021-01-17 08:50:57 -08:00
Antonio Sanchez
c6efc4e0ba Replace M_LOG2E and M_LN2 with custom macros.
For these to exist we would need to define `_USE_MATH_DEFINES` before
`cmath` or `math.h` is first included.  However, we don't
control the include order for projects outside Eigen, so even defining
the macro in `Eigen/Core` does not fix the issue for projects that
end up including `<cmath>` before Eigen does (explicitly or transitively).

To fix this, we define `EIGEN_LOG2E` and `EIGEN_LN2` ourselves.
2020-12-11 14:34:31 -08:00
Rasmus Munk Larsen
f9fac1d5b0 Add log2() to Eigen. 2020-12-04 21:45:09 +00:00
Rasmus Munk Larsen
f23dc5b971 Revert "Add log2() operator to Eigen"
This reverts commit 4d91519a9b.
2020-12-03 14:32:45 -08:00
Rasmus Munk Larsen
4d91519a9b Add log2() operator to Eigen 2020-12-03 22:31:44 +00:00
Antonio Sanchez
22f67b5958 Fix boolean float conversion and product warnings.
This fixes some gcc warnings such as:
```
Eigen/src/Core/GenericPacketMath.h:655:63: warning: implicit conversion turns floating-point number into bool: 'typename __gnu_cxx::__enable_if<__is_integer<bool>::__value, double>::__type' (aka 'double') to 'bool' [-Wimplicit-conversion-floating-point-to-bool]
    Packet psqrt(const Packet& a) { EIGEN_USING_STD(sqrt); return sqrt(a); }
```

Details:

- Added `scalar_sqrt_op<bool>` (`-Wimplicit-conversion-floating-point-to-bool`).

- Added `scalar_square_op<bool>` and `scalar_cube_op<bool>`
specializations (`-Wint-in-bool-context`)

- Deprecated above specialized ops for bool.

- Modified `cxx11_tensor_block_eval` to specialize generator for
booleans (`-Wint-in-bool-context`) and to use `abs` instead of `square` to
avoid deprecated bool ops.
2020-11-24 20:20:36 +00:00
Rasmus Munk Larsen
c6953f799b Add packet generic ops predux_fmin, predux_fmin_nan, predux_fmax, and predux_fmax_nan that implement reductions with PropagateNaN, and PropagateNumbers semantics. Add (slow) generic implementations for most reductions. 2020-10-13 21:48:31 +00:00
David Tellenbach
4091f6b25c Drop EIGEN_USING_STD_MATH in favour of EIGEN_USING_STD 2020-10-09 02:05:05 +02:00
Rasmus Munk Larsen
b431024404 Don't make assumptions about NaN-propagation for pmin/pmax - it various across platforms.
Change test to only test for NaN-propagation for pfmin/pfmax.
2020-10-07 19:05:18 +00:00
Georg Jäger
1b1082334b adding attributes to constructors to support hip-clang on ROCm 3.5 2020-08-20 16:48:11 +02:00
Rasmus Munk Larsen
6964ae8d52 Change the sign operator in Eigen to return NaN for NaN arguments, not zero. 2020-07-07 01:54:04 +00:00
Sheng Yang
116c5235ac BF16 for scalar_cmp_with_cast_op 2020-07-01 18:33:42 +00:00
ShengYang1
b5d66b5e73 Implement scalar_cmp_with_cast_op 2020-06-09 08:12:07 +08:00
Rasmus Munk Larsen
daf9bbeca2 Fix compilation error in logistic packet op. 2020-06-03 00:57:41 +00:00
Gael Guennebaud
029a76e115 Bug #1777: make the scalar and packet path consistent for the logistic function + respective unit test 2020-05-31 00:53:37 +02:00
Rasmus Munk Larsen
c1d944dd91 Remove packet ops pinsertfirst and pinsertlast that are only used in a single place, and can be replaced by other ops when constructing the first/final packet in linspaced_op_impl::packetOp.
I cannot measure any performance changes for SSE, AVX, or AVX512.

name                                 old time/op             new time/op             delta
BM_LinSpace<float>/1                 1.63ns ± 0%             1.63ns ± 0%   ~             (p=0.762 n=5+5)
BM_LinSpace<float>/8                 4.92ns ± 3%             4.89ns ± 3%   ~             (p=0.421 n=5+5)
BM_LinSpace<float>/64                34.6ns ± 0%             34.6ns ± 0%   ~             (p=0.841 n=5+5)
BM_LinSpace<float>/512                217ns ± 0%              217ns ± 0%   ~             (p=0.421 n=5+5)
BM_LinSpace<float>/4k                1.68µs ± 0%             1.68µs ± 0%   ~             (p=1.000 n=5+5)
BM_LinSpace<float>/32k               13.3µs ± 0%             13.3µs ± 0%   ~             (p=0.905 n=5+4)
BM_LinSpace<float>/256k               107µs ± 0%              107µs ± 0%   ~             (p=0.841 n=5+5)
BM_LinSpace<float>/1M                 427µs ± 0%              427µs ± 0%   ~             (p=0.690 n=5+5)
2020-05-08 15:41:50 -07:00
Rasmus Munk Larsen
ab773c7e91 Extend support for Packet16b:
* Add ptranspose<*,4> to support matmul and add unit test for Matrix<bool> * Matrix<bool>
* work around a bug in slicing of Tensor<bool>.
* Add tensor tests

This speeds up matmul for boolean matrices by about 10x

name                            old time/op             new time/op             delta
BM_MatMul<bool>/8                267ns ± 0%              479ns ± 0%  +79.25%          (p=0.008 n=5+5)
BM_MatMul<bool>/32              6.42µs ± 0%             0.87µs ± 0%  -86.50%          (p=0.008 n=5+5)
BM_MatMul<bool>/64              43.3µs ± 0%              5.9µs ± 0%  -86.42%          (p=0.008 n=5+5)
BM_MatMul<bool>/128              315µs ± 0%               44µs ± 0%  -85.98%          (p=0.008 n=5+5)
BM_MatMul<bool>/256             2.41ms ± 0%             0.34ms ± 0%  -85.68%          (p=0.008 n=5+5)
BM_MatMul<bool>/512             18.8ms ± 0%              2.7ms ± 0%  -85.53%          (p=0.008 n=5+5)
BM_MatMul<bool>/1k               149ms ± 0%               22ms ± 0%  -85.40%          (p=0.008 n=5+5)
2020-04-28 16:12:47 +00:00
Rasmus Munk Larsen
2f6ddaa25c Add partial vectorization for matrices and tensors of bool. This speeds up boolean operations on Tensors by up to 25x.
Benchmark numbers for the logical and of two NxN tensors:

name                                               old time/op             new time/op             delta
BM_booleanAnd_1T/3   [using 1 threads]             14.6ns ± 0%             14.4ns ± 0%   -0.96%
BM_booleanAnd_1T/4   [using 1 threads]             20.5ns ±12%              9.0ns ± 0%  -56.07%
BM_booleanAnd_1T/7   [using 1 threads]             41.7ns ± 0%             10.5ns ± 0%  -74.87%
BM_booleanAnd_1T/8   [using 1 threads]             52.1ns ± 0%             10.1ns ± 0%  -80.59%
BM_booleanAnd_1T/10  [using 1 threads]             76.3ns ± 0%             13.8ns ± 0%  -81.87%
BM_booleanAnd_1T/15  [using 1 threads]              167ns ± 0%               16ns ± 0%  -90.45%
BM_booleanAnd_1T/16  [using 1 threads]              188ns ± 0%               16ns ± 0%  -91.57%
BM_booleanAnd_1T/31  [using 1 threads]              667ns ± 0%               34ns ± 0%  -94.83%
BM_booleanAnd_1T/32  [using 1 threads]              710ns ± 0%               35ns ± 0%  -95.01%
BM_booleanAnd_1T/64  [using 1 threads]             2.80µs ± 0%             0.11µs ± 0%  -95.93%
BM_booleanAnd_1T/128 [using 1 threads]             11.2µs ± 0%              0.4µs ± 0%  -96.11%
BM_booleanAnd_1T/256 [using 1 threads]             44.6µs ± 0%              2.5µs ± 0%  -94.31%
BM_booleanAnd_1T/512 [using 1 threads]              178µs ± 0%               10µs ± 0%  -94.35%
BM_booleanAnd_1T/1k  [using 1 threads]              717µs ± 0%               78µs ± 1%  -89.07%
BM_booleanAnd_1T/2k  [using 1 threads]             2.87ms ± 0%             0.31ms ± 1%  -89.08%
BM_booleanAnd_1T/4k  [using 1 threads]             11.7ms ± 0%              1.9ms ± 4%  -83.55%
BM_booleanAnd_1T/10k [using 1 threads]             70.3ms ± 0%             17.2ms ± 4%  -75.48%
2020-04-20 20:16:28 +00:00
Rasmus Munk Larsen
4da2c6b197 Remove reference to non-existent unary_op_base class. 2020-03-19 18:23:06 +00:00
Rasmus Munk Larsen
eda90baf35 Add missing arguments to numext::absdiff(). 2020-03-19 18:16:55 +00:00
Joel Holdsworth
d5c665742b Add absolute_difference coefficient-wise binary Array function 2020-03-19 17:45:20 +00:00
Joel Holdsworth
232f904082 Add shift_left<N> and shift_right<N> coefficient-wise unary Array functions 2020-03-19 17:24:06 +00:00
Allan Leal
37ccb86916 Update NullaryFunctors.h 2020-03-16 11:59:02 +00:00
Rasmus Munk Larsen
e6fcee995b Don't use the rational approximation to the logistic function on GPUs as it appears to be slightly slower. 2020-01-09 00:04:26 +00:00
Rasmus Munk Larsen
4217a9f090 The upper limits for where to use the rational approximation to the logistic function were not set carefully enough in the original commit, and some arguments would cause the function to return values greater than 1. This change set the versions found by scanning all floating point numbers (using std::nextafterf()). 2020-01-08 22:21:37 +00:00
Ilya Tokar
19876ced76 Bug #1785: Introduce numext::rint.
This provides a new op that matches std::rint and previous behavior of
pround. Also adds corresponding unsupported/../Tensor op.
Performance is the same as e. g. floor (tested SSE/AVX).
2020-01-07 21:22:44 +00:00
Rasmus Munk Larsen
a566074480 Improve accuracy of fast approximate tanh and the logistic functions in Eigen, such that they preserve relative accuracy to within a few ULPs where their function values tend to zero (around x=0 for tanh, and for large negative x for the logistic function).
This change re-instates the fast rational approximation of the logistic function for float32 in Eigen (removed in 66f07efeae), but uses the more accurate approximation 1/(1+exp(-1)) ~= exp(x) below -9. The exponential is only calculated on the vectorized path if at least one element in the SIMD input vector is less than -9.

This change also contains a few improvements to speed up the original float specialization of logistic:
  - Introduce EIGEN_PREDICT_{FALSE,TRUE} for __builtin_predict and use it to predict that the logistic-only path is most likely (~2-3% speedup for the common case).
  - Carefully set the upper clipping point to the smallest x where the approximation evaluates to exactly 1. This saves the explicit clamping of the output (~7% speedup).

The increased accuracy for tanh comes at a cost of 10-20% depending on instruction set.

The benchmarks below repeated calls

   u = v.logistic()  (u = v.tanh(), respectively)

where u and v are of type Eigen::ArrayXf, have length 8k, and v contains random numbers in [-1,1].

Benchmark numbers for logistic:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        4467           4468         155835  model_time: 4827
AVX
BM_eigen_logistic_float        2347           2347         299135  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1467           1467         476143  model_time: 2926
AVX512
BM_eigen_logistic_float         805            805         858696  model_time: 1463

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        2589           2590         270264  model_time: 4827
AVX
BM_eigen_logistic_float        1428           1428         489265  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1059           1059         662255  model_time: 2926
AVX512
BM_eigen_logistic_float         673            673        1000000  model_time: 1463

Benchmark numbers for tanh:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2391           2391         292624  model_time: 4242
AVX
BM_eigen_tanh_float        1256           1256         554662  model_time: 2633
AVX+FMA
BM_eigen_tanh_float         823            823         866267  model_time: 1609
AVX512
BM_eigen_tanh_float         443            443        1578999  model_time: 805

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2588           2588         273531  model_time: 4242
AVX
BM_eigen_tanh_float        1536           1536         452321  model_time: 2633
AVX+FMA
BM_eigen_tanh_float        1007           1007         694681  model_time: 1609
AVX512
BM_eigen_tanh_float         471            471        1472178  model_time: 805
2019-12-16 21:33:42 +00:00
Rasmus Munk Larsen
66f07efeae Revert the specialization for scalar_logistic_op<float> introduced in:
77b447c24e


While providing a 50% speedup on Haswell+ processors, the large relative error outside [-18, 18] in this approximation causes problems, e.g., when computing gradients of activation functions like softplus in neural networks.
2019-12-02 17:00:58 -08:00
Gael Guennebaud
87427d2eaa PR 719: fix real/imag namespace conflict 2019-10-08 09:15:17 +02:00
Mehdi Goli
16a56b2ddd [SYCL] This PR adds the minimum modifications to Eigen core required to run Eigen unsupported modules on devices supporting SYCL.
* Adding SYCL memory model
* Enabling/Disabling SYCL  backend in Core
*  Supporting Vectorization
2019-06-27 12:25:09 +01:00
Rasmus Munk Larsen
d3ef7cf03e Fix build with clang on Windows. 2019-05-09 11:07:04 -07:00
Christoph Hertzberg
cca76c272c Restore C++03 compatibility 2019-05-06 16:18:22 +02:00
Rasmus Munk Larsen
8e33844fc7 Fix traits for scalar_logistic_op. 2019-05-03 15:49:09 -07:00
Rasmus Munk Larsen
e42f9aa68a Make clipping outside [-18:18] consistent for vectorized and non-vectorized paths of scalar_logistic_<float>. 2019-03-15 17:15:14 -07:00
Gael Guennebaud
d7d2f0680e bug #1684: partially workaround clang's 6/7 bug #40815 2019-03-13 10:40:01 +01:00
Gael Guennebaud
7580112c31 Fix harmless Scalar vs RealScalar cast. 2019-02-18 22:12:28 +01:00
Gael Guennebaud
c69d0d08d0 Set cost of conjugate to 0 (in practice it boils down to a no-op).
This is also important to make sure that A.conjugate() * B.conjugate() does not evaluate
its arguments into temporaries (e.g., if A and B are fixed and small, or * fall back to lazyProduct)
2019-02-18 14:43:07 +01:00
Rasmus Munk Larsen
28ba1b2c32 Add support for inverse hyperbolic functions.
Fix cost of division.
2019-01-11 17:45:37 -08:00
Gael Guennebaud
48fe78c375 bug #1630: fix linspaced when requesting smaller packet size than default one. 2018-11-28 13:15:06 +01:00
Rasmus Munk Larsen
77b447c24e Add optimized version of logistic function for float. As an example, this is about 50% faster than the existing version on Haswell using AVX. 2018-11-12 13:42:24 -08:00
Rasmus Munk Larsen
d6e283ba96 sigmoid -> logistic 2018-08-13 11:14:50 -07:00
Rasmus Munk Larsen
fa68342ef8 Move sigmoid functor to core. 2018-08-03 17:31:23 -07:00
Deven Desai
b6cc0961b1 updates based on PR feedback
There are two major changes (and a few minor ones which are not listed here...see PR discussion for details)

1. Eigen::half implementations for HIP and CUDA have been merged.
This means that
- `CUDA/Half.h` and `HIP/hcc/Half.h` got merged to a new file `GPU/Half.h`
- `CUDA/PacketMathHalf.h` and `HIP/hcc/PacketMathHalf.h` got merged to a new file `GPU/PacketMathHalf.h`
- `CUDA/TypeCasting.h` and `HIP/hcc/TypeCasting.h` got merged to a new file `GPU/TypeCasting.h`

After this change the `HIP/hcc` directory only contains one file `math_constants.h`. That will go away too once that file becomes a part of the HIP install.

2. new macros EIGEN_GPUCC, EIGEN_GPU_COMPILE_PHASE and EIGEN_HAS_GPU_FP16 have been added and the code has been updated to use them where appropriate.
- `EIGEN_GPUCC` is the same as `(EIGEN_CUDACC || EIGEN_HIPCC)`
- `EIGEN_GPU_DEVICE_COMPILE` is the same as `(EIGEN_CUDA_ARCH || EIGEN_HIP_DEVICE_COMPILE)`
- `EIGEN_HAS_GPU_FP16` is the same as `(EIGEN_HAS_CUDA_FP16 or EIGEN_HAS_HIP_FP16)`
2018-06-14 10:21:54 -04:00
Deven Desai
8fbd47052b Adding support for using Eigen in HIP kernels.
This commit enables the use of Eigen on HIP kernels / AMD GPUs. Support has been added along the same lines as what already exists for using Eigen in CUDA kernels / NVidia GPUs.

Application code needs to explicitly define EIGEN_USE_HIP when using Eigen in HIP kernels. This is because some of the CUDA headers get picked up by default during Eigen compile (irrespective of whether or not the underlying compiler is CUDACC/NVCC, for e.g. Eigen/src/Core/arch/CUDA/Half.h). In order to maintain this behavior, the EIGEN_USE_HIP macro is used to switch to using the HIP version of those header files (see Eigen/Core and unsupported/Eigen/CXX11/Tensor)


Use the "-DEIGEN_TEST_HIP" cmake option to enable the HIP specific unit tests.
2018-06-06 10:12:58 -04:00
Gael Guennebaud
4213b63f5c Factories code between numext::hypot and scalar_hyot_op functor. 2018-04-04 15:12:43 +02:00