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a4ea611ca7fa887f7b129a81942c8fa98ae4b6dd
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5563 Commits

Author SHA1 Message Date
Gael Guennebaud
a4ea611ca7 Remove useless specialization thanks to is_convertible being more robust. 2018-07-12 09:59:44 +02:00
Gael Guennebaud
8ef267ccbd spellcheck 2018-07-12 09:58:29 +02:00
Gael Guennebaud
21cf4a1a8b Make is_convertible more robust and conformant to std::is_convertible 2018-07-12 09:57:19 +02:00
Gael Guennebaud
8a5955a052 Optimize the product of a householder-sequence with the identity, and optimize the evaluation of a HouseholderSequence to a dense matrix using faster blocked product. 2018-07-11 17:16:50 +02:00
Gael Guennebaud
d193cc87f4 Fix regression in 9357838f94 2018-07-11 17:09:23 +02:00
Gael Guennebaud
fb33687736 Fix double ;; 2018-07-11 17:08:30 +02:00
Gael Guennebaud
f00d08cc0a Optimize extraction of Q in SparseQR by exploiting the structure of the identity matrix. 2018-07-11 14:01:47 +02:00
Gael Guennebaud
1625476091 Add internall::is_identity compile-time helper 2018-07-11 14:00:24 +02:00
Gael Guennebaud
fe723d6129 Fix conversion warning 2018-07-10 09:10:32 +02:00
Gael Guennebaud
9357838f94 bug #1543: improve linear indexing for general block expressions 2018-07-10 09:10:15 +02:00
Gael Guennebaud
de9e31a06d Introduce the macro ei_declare_local_nested_eval to help allocating on the stack local temporaries via alloca, and let outer-products makes a good use of it. 
If successful, we should use it everywhere nested_eval is used to declare local dense temporaries.
 2018-07-09 15:41:14 +02:00
Gael Guennebaud
ec323b7e66 Skip null numerators in triangular-vector-solve (as in BLAS TRSV). 2018-07-09 11:13:19 +02:00
Gael Guennebaud
359dd77ec3 Fix legitimate "declaration shadows a typedef" warning 2018-07-09 11:03:39 +02:00
Mark D Ryan
90a53ca6fd Fix the Packet16h version of ptranspose 
The AVX512 version of ptranpose for PacketBlock<Packet16h,16> was
reordering the PacketBlock argument incorrectly.  This lead to errors in
the multiplication of matrices composed of 16 bit floats on AVX512
machines, if at least of the matrices was using RowMajor order.  This
error is responsible for one tensorflow unit test failure on AVX512
machines:

//tensorflow/python/kernel_tests:batch_matmul_op_test
 2018-06-16 15:13:06 -07:00
Gael Guennebaud
1f54164eca Fix a few issues with Packet16h 2018-07-07 00:15:07 +02:00
Gael Guennebaud
f2dc048df9 complete implementation of Packet16h (AVX512) 2018-07-06 17:43:11 +02:00
Gael Guennebaud
f4d623ffa7 Complete Packet8h implementation and test it in packetmath unit test 2018-07-06 17:13:36 +02:00
Andrea Bocci
f7124b3e46 Extend CUDA support to matrix inversion and selfadjointeigensolver 2018-06-11 18:33:24 +02:00
Gael Guennebaud
0537123953 bug #1565: help MSVC to generatenot too bad ASM in reductions. 2018-07-05 09:21:26 +02:00
Gael Guennebaud
6a241bd8ee Implement custom inplace triangular product to avoid a temporary 2018-07-03 14:02:46 +02:00
Gael Guennebaud
3ae2083e23 Make is_same_dense compatible with different scalar types. 2018-07-03 13:21:43 +02:00
Gael Guennebaud
047677a08d Fix regression in changeset f05dea6b23 
: computeFromHessenberg can take any expression for matrixQ, not only an HouseholderSequence.
 2018-07-02 12:18:25 +02:00
Gael Guennebaud
d625564936 Simplify redux_evaluator using inheritance, and properly rename parameters in reducers. 2018-07-02 11:50:41 +02:00
Gael Guennebaud
d428a199ab bug #1562: optimize evaluation of small products of the form s*A*B by rewriting them as: s*(A.lazyProduct(B)) to save a costly temporary. Measured speedup from 2x to 5x... 2018-07-02 11:41:09 +02:00
Gael Guennebaud
0cdacf3fa4 update comment 2018-06-29 11:28:36 +02:00
Gael Guennebaud
9a81de1d35 Fix order of EIGEN_DEVICE_FUNC and returned type 2018-06-28 00:20:59 +02:00
Gael Guennebaud
f9d337780d First step towards a generic vectorised quaternion product 2018-06-25 14:26:51 +02:00
Gael Guennebaud
ee5864f72e bug #1560 fix product with a 1x1 diagonal matrix 2018-06-25 10:30:12 +02:00
Rasmus Munk Larsen
bda71ad394 Fix typo in pbend for AltiVec. 2018-06-22 15:04:35 -07:00
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
Gael Guennebaud
d6813fb1c5 bug #1531: expose NumDimensions for solve and sparse expressions. 2018-06-08 16:55:10 +02:00
Gael Guennebaud
89d65bb9d6 bug #1531: expose NumDimensions for compatibility with Tensor 2018-06-08 16:50:17 +02:00
Gael Guennebaud
f05dea6b23 bug #1550: prevent avoidable memory allocation in RealSchur 2018-06-08 10:14:57 +02:00
Benoit Steiner
522d3ca54d Don't use std::equal_to inside cuda kernels since it's not supported. 2018-06-07 13:02:07 -07:00
Christoph Hertzberg
7d7bb91537 Missing line during manual rebase of PR-374 2018-06-07 20:30:09 +02:00
Michael Figurnov
30fa3d0454 Merge from eigen/eigen 2018-06-07 17:57:56 +01:00
Gael Guennebaud
af7c83b9a2 Fix warning 2018-06-07 15:45:24 +02:00
Gael Guennebaud
7fe29aceeb Fix MSVC warning C4290: C++ exception specification ignored except to indicate a function is not __declspec(nothrow) 2018-06-07 15:36:20 +02:00
Christoph Hertzberg
e5f9f4768f Avoid unnecessary C++11 dependency 2018-06-07 15:03:50 +02:00
Gael Guennebaud
b3fd93207b Fix typos found using codespell 2018-06-07 14:43:02 +02:00
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
Michael Figurnov
f216854453 Exponentially scaled modified Bessel functions of order zero and one. 
The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x)

The code is ported from Cephes and tested against SciPy.
 2018-05-31 15:34:53 +01:00
Gael Guennebaud
647b724a36 Define pcast<> for SSE types even when AVX is enabled. (otherwise float are silently reinterpreted as int instead of being converted) 2018-05-29 20:46:46 +02:00
Gael Guennebaud
49262dfee6 Fix compilation and SSE support with PGI compiler 2018-05-29 15:09:31 +02:00
Gael Guennebaud
f0862b062f Fix internal::is_integral<size_t/ptrdiff_t> with MSVC 2013 and older. 2018-05-22 19:29:51 +02:00
Gael Guennebaud
36e413a534 Workaround a MSVC 2013 compilation issue with MatrixBase(Index,int) 2018-05-22 18:51:35 +02:00
Gael Guennebaud
725bd92903 fix stupid typo 2018-05-18 17:46:43 +02:00
Gael Guennebaud
a382bc9364 is_convertible<T,Index> does not seems to work well with MSVC 2013, so let's rather use __is_enum(T) for old MSVC versions 2018-05-18 17:02:27 +02:00
Gael Guennebaud
4dd767f455 add some internal checks 2018-05-18 13:59:55 +02:00
Mark D Ryan
405859f18d Set EIGEN_IDEAL_MAX_ALIGN_BYTES correctly for AVX512 builds 
bug #1548

The macro EIGEN_IDEAL_MAX_ALIGN_BYTES is being incorrectly set to 32
on AVX512 builds.  It should be set to 64.  In the current code it is
only set to 64 if the macro EIGEN_VECTORIZE_AVX512 is defined.  This
macro does get defined in AVX512 builds in Core, but only after Macros.h,
the file that defines EIGEN_IDEAL_MAX_ALIGN_BYTES, has been included.
This commit fixes the issue by setting EIGEN_IDEAL_MAX_ALIGN_BYTES to
64 if __AVX512F__ is defined.
 2018-05-17 17:04:00 +01:00