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798 Commits

Author SHA1 Message Date
Gael Guennebaud
e5778b87b9 Fix duplicate symbol linking error. 2019-11-20 17:23:19 +01:00
Rasmus Munk Larsen
f1e8307308 1. Fix a bug in psqrt and make it return 0 for +inf arguments. 
2. Simplify handling of special cases by taking advantage of the fact that the
   builtin vrsqrt approximation handles negative, zero and +inf arguments correctly.
   This speeds up the SSE and AVX implementations by ~20%.
3. Make the Newton-Raphson formula used for rsqrt more numerically robust:

Before: y = y * (1.5 - x/2 * y^2)
After: y = y * (1.5 - y * (x/2) * y)

Forming y^2 can overflow for very large or very small (denormalized) values of x, while x*y ~= 1. For AVX512, this makes it possible to compute accurate results for denormal inputs down to ~1e-42 in single precision.

4. Add a faster double precision implementation for Knights Landing using the vrsqrt28 instruction and a single Newton-Raphson iteration.

Benchmark results: https://bitbucket.org/snippets/rmlarsen/5LBq9o
 2019-11-15 17:09:46 -08:00
Gael Guennebaud
2cb2915f90 bug #1744: fix compilation with MSVC 2017 and AVX512, plog1p/pexpm1 require plog/pexp, but the later was disabled on some compilers 2019-11-15 13:39:51 +01:00
Sakshi Goynar
75b4c0a3e0 PR 751: Fixed compilation issue when compiling using MSVC with /arch:AVX512 flag 2019-10-31 16:09:16 -07:00
Rasmus Munk Larsen
fab4e3a753 Address comments on Chebyshev evaluation code: 
1. Use pmadd when possible.
2. Add casts to avoid c++03 warnings.
 2019-10-02 12:48:17 -07:00
Rasmus Munk Larsen
bd0fac456f Prevent infinite loop in the nvcc compiler while unrolling the recurrent templates for Chebyshev polynomial evaluation. 2019-10-01 13:15:30 -07:00
Rasmus Munk Larsen
13ef08e5ac Move implementation of vectorized error function erf() to SpecialFunctionsImpl.h. 2019-09-27 13:56:04 -07:00
Rasmus Munk Larsen
6de5ed08d8 Add generic PacketMath implementation of the Error Function (erf). 2019-09-19 12:48:30 -07:00
Srinivas Vasudevan
6e215cf109 Add Bessel functions to SpecialFunctions. 
- Split SpecialFunctions files in to a separate BesselFunctions file.

In particular add:
    - Modified bessel functions of the second kind k0, k1, k0e, k1e
    - Bessel functions of the first kind j0, j1
    - Bessel functions of the second kind y0, y1
 2019-09-14 12:16:47 -04:00
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
Srinivas Vasudevan
b052ec6992 Merged eigen/eigen into default 2019-09-11 18:01:54 -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
Gael Guennebaud
17226100c5 Fix a circular dependency regarding pshift* functions and GenericPacketMathFunctions. 
Another solution would have been to make pshift* fully generic template functions with
partial specialization which is always a mess in c++03.
 2019-09-06 09:26:04 +02:00
Gael Guennebaud
55b63d4ea3 Fix compilation without vector engine available (e.g., x86 with SSE disabled): 
-> ppolevl is required by ndtri even for the scalar path
 2019-09-05 18:16:46 +02:00
Srinivas Vasudevan
a9cf823db7 Merged eigen/eigen 2019-09-04 23:50:52 -04:00
Srinivas Vasudevan
99036a3615 Merging from eigen/eigen. 2019-09-03 15:34:47 -04:00
Srinivas Vasudevan
e38dd48a27 PR 681: Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Srinivas Vasudevan
18ceb3413d Add ndtri function, the inverse of the normal distribution function. 2019-08-12 19:26:29 -04:00
Rasmus Munk Larsen
f6c51d9209 Fix missing header inclusion and colliding definitions for half type casting, which broke 
build with -march=native on Haswell/Skylake.
 2019-08-30 14:03:29 -07:00
Rasmus Munk Larsen
1187bb65ad Add more tests for corner cases of log1p and expm1. Add handling of infinite arguments to log1p such that log1p(inf) = inf. 2019-08-28 12:20:21 -07:00
Rasmus Munk Larsen
9aba527405 Revert changes to std_falback::log1p that broke handling of arguments less than -1. Fix packet op accordingly. 2019-08-27 15:35:29 -07:00
Rasmus Munk Larsen
b021cdea6d Clean up float16 a.k.a. Eigen::half support in Eigen. Move the definition of half to Core/arch/Default and move arch-specific packet ops to their respective sub-directories. 2019-08-27 11:30:31 -07:00
Christoph Hertzberg
2fb24384c9 Merged in jaopaulolc/eigen (pull request PR-679) 
Fixes for Altivec/VSX and compilation with clang on PowerPC
 2019-08-22 15:57:33 +00:00
João P. L. de Carvalho
5ac7984ffa Fix debug macros in p{load,store}u 2019-08-14 11:59:12 -06:00
João P. L. de Carvalho
db9147ae40 Add missing pcmp_XX methods for double/Packet2d 
This actually fixes an issue in unit-test packetmath_2 with pcmp_eq when it is compiled with clang. When pcmp_eq(Packet4f,Packet4f) is used instead of pcmp_eq(Packet2d,Packet2d), the unit-test does not pass due to NaN on ref vector.
 2019-08-14 10:37:39 -06:00
Rasmus Munk Larsen
a3298b22ec Implement vectorized versions of log1p and expm1 in Eigen using Kahan's formulas, and change the scalar implementations to properly handle infinite arguments. 
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
 2019-08-12 13:53:28 -07:00
João P. L. de Carvalho
787f6ef025 Fix packed load/store for PowerPC's VSX 
The vec_vsx_ld/vec_vsx_st builtins were wrongly used for aligned load/store. In fact, they perform unaligned memory access and, even when the address is 16-byte aligned, they are much slower (at least 2x) than their aligned counterparts.

For double/Packet2d vec_xl/vec_xst should be prefered over vec_ld/vec_st, although the latter works when casted to float/Packet4f.

Silencing some weird warning with throw but some GCC versions. Such warning are not thrown by Clang.
 2019-08-09 16:02:55 -06:00
João P. L. de Carvalho
4d29aa0294 Fix offset argument of ploadu/pstoreu for Altivec 
If no offset is given, them it should be zero.

Also passes full address to vec_vsx_ld/st builtins.

Removes userless _EIGEN_ALIGNED_PTR & _EIGEN_MASK_ALIGNMENT.

Removes unnecessary casts.
 2019-08-09 15:59:26 -06:00
João P. L. de Carvalho
66d073c38e bug #1718: Add cast to successfully compile with clang on PowerPC 
Ignoring -Wc11-extensions warnings thrown by clang at Altivec/PacketMath.h
 2019-08-09 15:56:26 -06:00
Mehdi Goli
0b24e1cb5c [SYCL] Adding the SYCL memory model. The SYCL memory model provides : 
* an interface for SYCL buffers to behave as a non-dereferenceable pointer
  * an interface for placeholder accessor to behave like a pointer on both host and device
 2019-07-01 16:02:30 +01:00
Rasmus Munk Larsen
8053eeb51e Fix CUDA compilation error for pselect<half>. 2019-06-28 12:07:29 -07:00
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
Deven Desai
ba506d5bd2 fix for a ROCm/HIP specificcompile errror introduced by a recent commit. 2019-06-22 00:06:05 +00:00
Rasmus Munk Larsen
c9394d7a0e Remove extra "one" in comment. 2019-06-20 16:23:19 -07:00
Rasmus Munk Larsen
b8f8dac4eb Update comment as suggested by tra@google.com. 2019-06-20 16:18:37 -07:00
Rasmus Munk Larsen
e5e63c2cad Fix grammar. 2019-06-20 16:03:59 -07:00
Rasmus Munk Larsen
302a404b7e Added comment explaining the surprising EIGEN_COMP_CLANG && !EIGEN_COMP_NVCC clause. 2019-06-20 15:59:08 -07:00
Rasmus Munk Larsen
b5237f53b1 Fix CUDA build on Mac. 2019-06-20 15:44:14 -07:00
Rasmus Munk Larsen
988f24b730 Various fixes for packet ops. 
1. Fix buggy pcmp_eq and unit test for half types.
2. Add unit test for pselect and add specializations for SSE 4.1, AVX512, and half types.
3. Get rid of FIXME: Implement faster pnegate for half by XOR'ing with a sign bit mask.
 2019-06-20 11:47:49 -07:00
Rasmus Munk Larsen
b08527b0c1 Clean up CUDA/NVCC version macros and their use in Eigen, and a few other CUDA build failures. 2019-05-31 15:26:06 -07:00
Deven Desai
2c38930161 fix for HIP build errors that were introduced by a commit earlier this week 2019-05-24 14:25:32 +00:00
Rasmus Munk Larsen
ab0a30e429 Make Eigen build with cuda 10 and clang. 2019-05-15 13:32:15 -07:00
Anuj Rawat
ad372084f5 Removing unused API to fix compile error in TensorFlow due to 
AVX512VL, AVX512BW usage
 2019-05-12 14:43:10 +00:00
Eugene Zhulenev
45b40d91ca Fix AVX512 & GCC 6.3 compilation 2019-05-07 16:44:55 -07:00
Eugene Zhulenev
e9f0eb8a5e Add masked_store_available to unpacket_traits 2019-05-02 14:52:58 -07:00
Eugene Zhulenev
96e30e936a Add masked pstoreu for Packet16h 2019-05-02 14:11:01 -07:00
Eugene Zhulenev
b4010f02f9 Add masked pstoreu to AVX and AVX512 PacketMath 2019-05-02 13:14:18 -07:00
Gael Guennebaud
578407f42f Fix regression in changeset ae33e866c7 2019-05-02 15:45:21 +02:00
Andy May
ae33e866c7 Fix compilation with PGI version 19 2019-04-25 21:23:19 +01:00
Eugene Zhulenev
68a2a8c445 Use packet ops instead of AVX2 intrinsics 2019-04-23 11:41:02 -07:00