Commit Graph

779 Commits

Author SHA1 Message Date
Srinivas Vasudevan
facdec5aa7 Add packetized versions of i0e and i1e special functions.
- In particular refactor the i0e and i1e code so scalar and vectorized path share code.
  - Move chebevl to GenericPacketMathFunctions.


A brief benchmark with building Eigen with FMA, AVX and AVX2 flags

Before:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            57.3           57.3     10000000
BM_eigen_i0e_double/8           398            398        1748554
BM_eigen_i0e_double/64         3184           3184         218961
BM_eigen_i0e_double/512       25579          25579          27330
BM_eigen_i0e_double/4k       205043         205042           3418
BM_eigen_i0e_double/32k     1646038        1646176            422
BM_eigen_i0e_double/256k   13180959       13182613             53
BM_eigen_i0e_double/1M     52684617       52706132             10
BM_eigen_i0e_float/1             28.4           28.4     24636711
BM_eigen_i0e_float/8             75.7           75.7      9207634
BM_eigen_i0e_float/64           512            512        1000000
BM_eigen_i0e_float/512         4194           4194         166359
BM_eigen_i0e_float/4k         32756          32761          21373
BM_eigen_i0e_float/32k       261133         261153           2678
BM_eigen_i0e_float/256k     2087938        2088231            333
BM_eigen_i0e_float/1M       8380409        8381234             84
BM_eigen_i1e_double/1            56.3           56.3     10000000
BM_eigen_i1e_double/8           397            397        1772376
BM_eigen_i1e_double/64         3114           3115         223881
BM_eigen_i1e_double/512       25358          25361          27761
BM_eigen_i1e_double/4k       203543         203593           3462
BM_eigen_i1e_double/32k     1613649        1613803            428
BM_eigen_i1e_double/256k   12910625       12910374             54
BM_eigen_i1e_double/1M     51723824       51723991             10
BM_eigen_i1e_float/1             28.3           28.3     24683049
BM_eigen_i1e_float/8             74.8           74.9      9366216
BM_eigen_i1e_float/64           505            505        1000000
BM_eigen_i1e_float/512         4068           4068         171690
BM_eigen_i1e_float/4k         31803          31806          21948
BM_eigen_i1e_float/32k       253637         253692           2763
BM_eigen_i1e_float/256k     2019711        2019918            346
BM_eigen_i1e_float/1M       8238681        8238713             86


After:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            15.8           15.8     44097476
BM_eigen_i0e_double/8            99.3           99.3      7014884
BM_eigen_i0e_double/64          777            777         886612
BM_eigen_i0e_double/512        6180           6181         100000
BM_eigen_i0e_double/4k        48136          48140          14678
BM_eigen_i0e_double/32k      385936         385943           1801
BM_eigen_i0e_double/256k    3293324        3293551            228
BM_eigen_i0e_double/1M     12423600       12424458             57
BM_eigen_i0e_float/1             16.3           16.3     43038042
BM_eigen_i0e_float/8             30.1           30.1     23456931
BM_eigen_i0e_float/64           169            169        4132875
BM_eigen_i0e_float/512         1338           1339         516860
BM_eigen_i0e_float/4k         10191          10191          68513
BM_eigen_i0e_float/32k        81338          81337           8531
BM_eigen_i0e_float/256k      651807         651984           1000
BM_eigen_i0e_float/1M       2633821        2634187            268
BM_eigen_i1e_double/1            16.2           16.2     42352499
BM_eigen_i1e_double/8           110            110        6316524
BM_eigen_i1e_double/64          822            822         851065
BM_eigen_i1e_double/512        6480           6481         100000
BM_eigen_i1e_double/4k        51843          51843          10000
BM_eigen_i1e_double/32k      414854         414852           1680
BM_eigen_i1e_double/256k    3320001        3320568            212
BM_eigen_i1e_double/1M     13442795       13442391             53
BM_eigen_i1e_float/1             17.6           17.6     41025735
BM_eigen_i1e_float/8             35.5           35.5     19597891
BM_eigen_i1e_float/64           240            240        2924237
BM_eigen_i1e_float/512         1424           1424         485953
BM_eigen_i1e_float/4k         10722          10723          65162
BM_eigen_i1e_float/32k        86286          86297           8048
BM_eigen_i1e_float/256k      691821         691868           1000
BM_eigen_i1e_float/1M       2777336        2777747            256


This shows anywhere from a 50% to 75% improvement on these operations.

I've also benchmarked without any of these flags turned on, and got similar
performance to before (if not better).

Also tested packetmath.cpp + special_functions to ensure no regressions.
2019-09-11 18:34:02 -07:00
Deven Desai
cdb377d0cb Fix for the HIP build+test errors introduced by the ndtri support.
The fixes needed are
 * adding EIGEN_DEVICE_FUNC attribute to a couple of funcs (else HIPCC will error out when non-device funcs are called from global/device funcs)
 * switching to using ::<math_func> instead std::<math_func> (only for HIPCC) in cases where the std::<math_func> is not recognized as a device func by HIPCC
 * removing an errant "j" from a testcase (don't know how that made it in to begin with!)
2019-09-06 16:03:49 +00:00
Srinivas Vasudevan
e38dd48a27 PR 681: Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Mehdi Goli
9ea490c82c [SYCL] :
* Modifying TensorDeviceSYCL to use `EIGEN_THROW_X`.
  * Modifying TensorMacro to use `EIGEN_TRY/CATCH(X)` macro.
  * Modifying TensorReverse.h to use `EIGEN_DEVICE_REF` instead of `&`.
  * Fixing the SYCL device macro in SpecialFunctionsImpl.h.
2019-07-01 16:27:28 +01:00
Michael Tesch
c5019f722b Use pade for matrix exponential also for complex values. 2019-05-08 17:04:55 +02:00
Eugene Zhulenev
8ead5bb3d8 Fix doxygen warnings to enable statis code analysis 2019-04-24 12:42:28 -07:00
David Tellenbach
bd9c2ae3fd Fix include guard comments 2019-03-15 15:29:17 +01:00
Gael Guennebaud
2df4f00246 Change license from LGPL to MPL2 with agreement from David Harmon. 2019-03-07 18:17:10 +01:00
Gael Guennebaud
9ac1634fdf Fix conversion warnings 2019-02-19 21:59:53 +01:00
Steven Peters
953ca5ba2f Spline.h: fix spelling "spang" -> "span" 2019-02-08 06:23:24 +00:00
Christoph Hertzberg
934b8a1304 Avoid I as an identifier, since it may clash with the C-header complex.h 2019-01-25 14:54:39 +01:00
Gael Guennebaud
cf697272e1 Remove debug code. 2018-12-09 23:05:46 +01:00
Gael Guennebaud
450dc97c6b Various fixes in polynomial solver and its unit tests:
- cleanup noise in imaginary part of real roots
 - take into account the magnitude of the derivative to check roots.
 - use <= instead of < at appropriate places
2018-12-09 22:54:39 +01:00
Christoph Hertzberg
0ec8afde57 Fixed most conversion warnings in MatrixFunctions module 2018-11-20 16:23:28 +01:00
Rasmus Munk Larsen
93f9988a7e A few small fixes to a) prevent throwing in ctors and dtors of the threading code, and b) supporting matrix exponential on platforms with 113 bits of mantissa for long doubles. 2018-11-09 14:15:32 -08:00
Christoph Hertzberg
449ff74672 Fix most Doxygen warnings. Also add links to stable documentation from unsupported modules (by using the corresponding Doxytags file).
Manually grafted from d107a371c6
2018-10-19 21:10:28 +02:00
Gael Guennebaud
f0fb95135d Iterative solvers: unify and fix handling of multiple rhs.
m_info was not properly computed and the logic was repeated in several places.
2018-10-15 23:47:46 +02:00
Gael Guennebaud
2747b98cfc DGMRES: fix null rhs, fix restart, fix m_isDeflInitialized for multiple solve 2018-10-15 23:46:00 +02:00
Gael Guennebaud
4291f167ee Add missing plugins to DynamicSparseMatrix -- fix sparse_extra_3 2018-09-21 14:53:43 +02:00
Gael Guennebaud
b311bfb752 bug #1596: fix inclusion of Eigen's header within unsupported modules. 2018-09-17 09:54:29 +02:00
Christoph Hertzberg
ba2c8efdcf EIGEN_UNUSED is not supported by g++4.7 (and not portable) 2018-09-12 11:49:10 +02:00
Christoph Hertzberg
edfb7962fd Use static const int instead of enum to avoid numerous local-type-template-args warnings in C++03 mode 2018-09-07 14:08:39 +02:00
Alexey Frunze
edeee16a16 Fix build failures in matrix_power and matrix_exponential tests.
This fixes the static assertion complaining about double being
used in place of long double. This happened on MIPS32, where
double and long double have the same type representation.
This can be simulated on x86 as well if we pass -mlong-double-64
to g++.
2018-08-31 14:11:10 -07:00
Christoph Hertzberg
117bc5d505 Fix some shadow warnings 2018-08-25 09:06:08 +02:00
Christoph Hertzberg
c9b25fbefa Silence unused parameter warning 2018-08-17 16:28:28 +02:00
Gael Guennebaud
09c81ac033 bug #1451: fix numeric_limits<AutoDiffScalar<Der>> with a reference as derivative type 2018-08-04 00:17:37 +02:00
Mehdi Goli
01358300d5 Creating separate SYCL required PR for uncontroversial files. 2018-08-03 16:59:15 +01:00
Mehdi Goli
9e219bb3d3 Converting ad-hoc inline keyword to EIGEN_STRONG_INLINE MACRO. 2018-08-01 10:47:49 +01:00
Christoph Hertzberg
5f79b7f9a9 Removed several shadowing types and use global Index typedef everywhere 2018-07-25 21:47:45 +02:00
Christoph Hertzberg
44ee201337 Rename variable which shadows class name 2018-07-25 20:26:15 +02:00
David Hyde
d908afe35f bug #1558: fix a corner case in MINRES when both v_new and w_new vanish. 2018-07-08 22:06:38 -07:00
Gael Guennebaud
82f0ce2726 Get rid of EIGEN_TEST_FUNC, unit tests must now be declared with EIGEN_DECLARE_TEST(mytest) { /* code */ }.
This provide several advantages:
- more flexibility in designing unit tests
- unit tests can be glued to speed up compilation
- unit tests are compiled with same predefined macros, which is a requirement for zapcc
2018-07-17 14:46:15 +02:00
Gael Guennebaud
5539587b1f Some warning fixes 2018-07-17 10:29:12 +02:00
Gael Guennebaud
1920129d71 Remove clang warning 2018-07-13 16:05:35 +02:00
Deven Desai
876f392c39 Updates corresponding to the latest round of PR feedback
The major changes are

1. Moving CUDA/PacketMath.h to GPU/PacketMath.h
2. Moving CUDA/MathFunctions.h to GPU/MathFunction.h
3. Moving CUDA/CudaSpecialFunctions.h to GPU/GpuSpecialFunctions.h
    The above three changes effectively enable the Eigen "Packet" layer for the HIP platform

4. Merging the "hip_basic" and "cuda_basic" unit tests into one ("gpu_basic")
5. Updating the "EIGEN_DEVICE_FUNC" marking in some places

The change has been tested on the HIP and CUDA platforms.
2018-07-11 10:39:54 -04:00
Deven Desai
471cfe5ff7 renaming CUDA* to GPU* for some header files 2018-07-11 09:22:04 -04:00
Deven Desai
38807a2575 merging updates from upstream 2018-07-11 09:17:33 -04:00
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
d1d22ef0f4 syncing this fork with upstream 2018-06-13 12:09:52 -04:00
Benoit Steiner
d3a380af4d Merged in mfigurnov/eigen/gamma-der-a (pull request PR-403)
Derivative of the incomplete Gamma function and the sample of a Gamma random variable

Approved-by: Benoit Steiner <benoit.steiner.goog@gmail.com>
2018-06-11 17:57:47 +00:00
Jonathan Liu
b7689bded9 Use std::complex constructor instead of assignment from scalar
Fixes GCC conversion to non-scalar type requested compile error when
using boost::multiprecision::cpp_dec_float_50 as scalar type.
2018-06-28 00:32:37 +10:00
Gael Guennebaud
7933267c67 fix prototype 2018-06-08 09:56:01 +02:00
Michael Figurnov
30fa3d0454 Merge from eigen/eigen 2018-06-07 17:57:56 +01:00
Michael Figurnov
6c71c7d360 Merge from eigen/eigen. 2018-06-07 15:54:18 +01:00
Gael Guennebaud
37348d03ae Fix int versus Index 2018-06-07 15:56:43 +02:00
Michael Figurnov
aa813d417b Fix compilation of special functions without C99 math.
The commit with Bessel functions i0e and i1e placed the ifdef/endif incorrectly,
causing i0e/i1e to be undefined when EIGEN_HAS_C99_MATH=0. These functions do not
actually require C99 math, so now they are always available.
2018-06-07 14:35:07 +01:00
Gael Guennebaud
b3fd93207b Fix typos found using codespell 2018-06-07 14:43:02 +02:00
Michael Figurnov
5172a32849 Updated the stopping criteria in igammac_cf_impl.
Previously, when computing the derivative, it used a relative error threshold. Now it uses an absolute error threshold. The behavior for computing the value is unchanged. This makes more sense since we do not expect the derivative to often be close to zero. This change makes the derivatives about 30% faster across the board. The error for the igamma_der_a is almost unchanged, while for gamma_sample_der_alpha it is a bit worse for float32 and unchanged for float64.
2018-06-07 12:03:58 +01:00
Michael Figurnov
4bd158fa37 Derivative of the incomplete Gamma function and the sample of a Gamma random variable.
In addition to igamma(a, x), this code implements:
* igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter
* gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter

The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
2018-06-06 18:49:26 +01:00
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