Commit Graph

165 Commits

Author SHA1 Message Date
Antonio Sanchez
f046e326d9 Fix strict aliasing bug causing product_small failure.
Packet loading is skipped due to aliasing violation, leading to nullopt matrix
multiplication.

Fixes #2327.


(cherry picked from commit 3c724c44cf)
2021-09-19 18:06:17 +00:00
Gauri Deshpande
93bff85a42 remove denormal flushing in fp32tobf16 for avx & avx512
(cherry picked from commit e6a5a594a7)
2021-08-09 22:15:42 +00:00
Rasmus Munk Larsen
a235ddef39 Get rid of code duplication for conj_helper. For packets where LhsType=RhsType a single generic implementation suffices. For scalars, the generic implementation of pconj automatically forwards to numext::conj, so much of the existing specialization can be avoided. For mixed types we still need specializations.
(cherry picked from commit 52a5f98212)
2021-06-24 23:30:42 +00:00
Antonio Sanchez
0845df7f77 Fix uninitialized warning on AVX. 2021-02-17 13:13:39 -08:00
Antonio Sanchez
7ff0b7a980 Updated pfrexp implementation.
The original implementation fails for 0, denormals, inf, and NaN.

See #2150
2021-02-17 02:23:24 +00:00
Antonio Sanchez
4cb563a01e Fix ldexp implementations.
The previous implementations produced garbage values if the exponent did
not fit within the exponent bits.  See #2131 for a complete discussion,
and !375 for other possible implementations.

Here we implement the 4-factor version. See `pldexp_impl` in
`GenericPacketMathFunctions.h` for a full description.

The SSE `pcmp*` methods were moved down since `pcmp_le<Packet4i>`
requires `por`.

Left as a "TODO" is to delegate to a faster version if we know the
exponent does fit within the exponent bits.

Fixes #2131.
2021-02-10 22:45:41 +00:00
Antonio Sanchez
b2126fd6b5 Fix pfrexp/pldexp for half.
The recent addition of vectorized pow (!330) relies on `pfrexp` and
`pldexp`.  This was missing for `Eigen::half` and `Eigen::bfloat16`.
Adding tests for these packet ops also exposed an issue with handling
negative values in `pfrexp`, returning an incorrect exponent.

Added the missing implementations, corrected the exponent in `pfrexp1`,
and added `packetmath` tests.
2021-01-21 19:32:28 +00:00
Rasmus Munk Larsen
05754100fe * Add iterative psqrt<double> for AVX and SSE when FMA is available. This provides a ~10% speedup.
* Write iterative sqrt explicitly in terms of pmadd. This gives up to 7% speedup for psqrt<float> with AVX & SSE with FMA.
* Remove iterative psqrt<double> for NEON, because the initial rsqrt apprimation is not accurate enough for convergence in 2 Newton-Raphson steps and with 3 steps, just calling the builtin sqrt insn is faster.

The following benchmarks were compiled with clang "-O2 -fast-math -mfma" and with and without -mavx.

AVX+FMA (float)

name                      old cpu/op  new cpu/op  delta
BM_eigen_sqrt_float/1     1.08ns ± 0%  1.09ns ± 1%    ~
BM_eigen_sqrt_float/8     2.07ns ± 0%  2.08ns ± 1%    ~
BM_eigen_sqrt_float/64    12.4ns ± 0%  12.4ns ± 1%    ~
BM_eigen_sqrt_float/512   95.7ns ± 0%  95.5ns ± 0%    ~
BM_eigen_sqrt_float/4k     776ns ± 0%   763ns ± 0%  -1.67%
BM_eigen_sqrt_float/32k   6.57µs ± 1%  6.13µs ± 0%  -6.69%
BM_eigen_sqrt_float/256k  83.7µs ± 3%  83.3µs ± 2%    ~
BM_eigen_sqrt_float/1M     335µs ± 2%   332µs ± 2%    ~

SSE+FMA (float)
name                      old cpu/op  new cpu/op  delta
BM_eigen_sqrt_float/1     1.08ns ± 0%  1.09ns ± 0%    ~
BM_eigen_sqrt_float/8     2.07ns ± 0%  2.06ns ± 0%    ~
BM_eigen_sqrt_float/64    12.4ns ± 0%  12.4ns ± 1%    ~
BM_eigen_sqrt_float/512   95.7ns ± 0%  96.3ns ± 4%    ~
BM_eigen_sqrt_float/4k     774ns ± 0%   763ns ± 0%  -1.50%
BM_eigen_sqrt_float/32k   6.58µs ± 2%  6.11µs ± 0%  -7.06%
BM_eigen_sqrt_float/256k  82.7µs ± 1%  82.6µs ± 1%    ~
BM_eigen_sqrt_float/1M     330µs ± 1%   329µs ± 2%    ~

SSE+FMA (double)
BM_eigen_sqrt_double/1      1.63ns ± 0%  1.63ns ± 0%     ~
BM_eigen_sqrt_double/8      6.51ns ± 0%  6.08ns ± 0%   -6.68%
BM_eigen_sqrt_double/64     52.1ns ± 0%  46.5ns ± 1%  -10.65%
BM_eigen_sqrt_double/512     417ns ± 0%   374ns ± 1%  -10.29%
BM_eigen_sqrt_double/4k     3.33µs ± 0%  2.97µs ± 1%  -11.00%
BM_eigen_sqrt_double/32k    26.7µs ± 0%  23.7µs ± 0%  -11.07%
BM_eigen_sqrt_double/256k    213µs ± 0%   206µs ± 1%   -3.31%
BM_eigen_sqrt_double/1M      862µs ± 0%   870µs ± 2%   +0.96%

AVX+FMA (double)
name                        old cpu/op  new cpu/op  delta
BM_eigen_sqrt_double/1      1.63ns ± 0%  1.63ns ± 0%     ~
BM_eigen_sqrt_double/8      6.51ns ± 0%  6.06ns ± 0%   -6.95%
BM_eigen_sqrt_double/64     52.1ns ± 0%  46.5ns ± 1%  -10.80%
BM_eigen_sqrt_double/512     417ns ± 0%   373ns ± 1%  -10.59%
BM_eigen_sqrt_double/4k     3.33µs ± 0%  2.97µs ± 1%  -10.79%
BM_eigen_sqrt_double/32k    26.7µs ± 0%  23.8µs ± 0%  -10.94%
BM_eigen_sqrt_double/256k    214µs ± 0%   208µs ± 2%   -2.76%
BM_eigen_sqrt_double/1M      866µs ± 3%   923µs ± 7%     ~
2020-12-16 18:16:11 +00:00
David Tellenbach
751f18f2c0 Remove comma at the end of enumeration list to silence C++03 warnings 2020-12-13 18:11:02 +01:00
Antonio Sanchez
8c9976d7f0 Fix more SSE/AVX packet conversions for peven.
MSVC doesn't like function-style casts and forces us to use intrinsics.
2020-12-11 15:46:42 -08:00
Rasmus Munk Larsen
125cc9a5df Implement vectorized complex square root.
Closes #1905

Measured speedup for sqrt of `complex<float>` on Skylake:

SSE:
```
name                      old time/op             new time/op  delta
BM_eigen_sqrt_ctype/1     49.4ns ± 0%             54.3ns ± 0%  +10.01%
BM_eigen_sqrt_ctype/8      332ns ± 0%               50ns ± 1%  -84.97%
BM_eigen_sqrt_ctype/64    2.81µs ± 1%             0.38µs ± 0%  -86.49%
BM_eigen_sqrt_ctype/512   23.8µs ± 0%              3.0µs ± 0%  -87.32%
BM_eigen_sqrt_ctype/4k     202µs ± 0%               24µs ± 2%  -88.03%
BM_eigen_sqrt_ctype/32k   1.63ms ± 0%             0.19ms ± 0%  -88.18%
BM_eigen_sqrt_ctype/256k  13.0ms ± 0%              1.5ms ± 1%  -88.20%
BM_eigen_sqrt_ctype/1M    52.1ms ± 0%              6.2ms ± 0%  -88.18%
```

AVX2:
```
name                      old cpu/op  new cpu/op  delta
BM_eigen_sqrt_ctype/1     53.6ns ± 0%  55.6ns ± 0%   +3.71%
BM_eigen_sqrt_ctype/8      334ns ± 0%    27ns ± 0%  -91.86%
BM_eigen_sqrt_ctype/64    2.79µs ± 0%  0.22µs ± 2%  -92.28%
BM_eigen_sqrt_ctype/512   23.8µs ± 1%   1.7µs ± 1%  -92.81%
BM_eigen_sqrt_ctype/4k     201µs ± 0%    14µs ± 1%  -93.24%
BM_eigen_sqrt_ctype/32k   1.62ms ± 0%  0.11ms ± 1%  -93.29%
BM_eigen_sqrt_ctype/256k  13.0ms ± 0%   0.9ms ± 1%  -93.31%
BM_eigen_sqrt_ctype/1M    52.0ms ± 0%   3.5ms ± 1%  -93.31%
```

AVX512:
```
name                      old cpu/op  new cpu/op  delta
BM_eigen_sqrt_ctype/1     53.7ns ± 0%  56.2ns ± 1%   +4.75%
BM_eigen_sqrt_ctype/8      334ns ± 0%    18ns ± 2%  -94.63%
BM_eigen_sqrt_ctype/64    2.79µs ± 0%  0.12µs ± 1%  -95.54%
BM_eigen_sqrt_ctype/512   23.9µs ± 1%   1.0µs ± 1%  -95.89%
BM_eigen_sqrt_ctype/4k     202µs ± 0%     8µs ± 1%  -96.13%
BM_eigen_sqrt_ctype/32k   1.63ms ± 0%  0.06ms ± 1%  -96.15%
BM_eigen_sqrt_ctype/256k  13.0ms ± 0%   0.5ms ± 4%  -96.11%
BM_eigen_sqrt_ctype/1M    52.1ms ± 0%   2.0ms ± 1%  -96.13%
```
2020-12-08 18:13:35 -08:00
Rasmus Munk Larsen
f9fac1d5b0 Add log2() to Eigen. 2020-12-04 21:45:09 +00:00
Antonio Sanchez
e2f21465fe Special function implementations for half/bfloat16 packets.
Current implementations fail to consider half-float packets, only
half-float scalars.  Added specializations for packets on AVX, AVX512 and
NEON.  Added tests to `special_packetmath`.

The current `special_functions` tests would fail for half and bfloat16 due to
lack of precision. The NEON tests also fail with precision issues and
due to different handling of `sqrt(inf)`, so special functions bessel, ndtri
have been disabled.

Tested with AVX, AVX512.
2020-12-04 10:16:29 -08:00
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
Rasmus Munk Larsen
e57281a741 Fix a few issues for AVX512. This change enables vectorized versions of log, exp, log1p, expm1 when AVX512DQ is not available. 2020-12-01 11:31:47 -08:00
Antonio Sanchez
89f90b585d AVX512 missing ops.
This allows the `packetmath` tests to pass for AVX512 on skylake.
Made `half` and `bfloat16` consistent in terms of ops they support.

Note the `log` tests are currently disabled for `bfloat16` since
they fail due to poor precision (they were previously disabled for
`Packet8bf` via test function specialization -- I just removed that
specialization and disabled it in the generic test).
2020-11-30 16:28:57 +00:00
Rasmus Munk Larsen
79818216ed Revert "Fix Half NaN definition and test."
This reverts commit c770746d70.
2020-11-24 12:57:28 -08:00
Rasmus Munk Larsen
c770746d70 Fix Half NaN definition and test.
The `half_float` test was failing with `-mcpu=cortex-a55` (native `__fp16`) due
to a bad NaN bit-pattern comparison (in the case of casting a float to `__fp16`,
the signaling `NaN` is quieted). There was also an inconsistency between
`numeric_limits<half>::quiet_NaN()` and `NumTraits::quiet_NaN()`.  Here we
correct the inconsistency and compare NaNs according to the IEEE 754
definition.

Also modified the `bfloat16_float` test to match.

Tested with `cortex-a53` and `cortex-a55`.
2020-11-24 20:53:07 +00:00
Antonio Sanchez
a3b300f1af Implement missing AVX half ops.
Minimal implementation of AVX `Eigen::half` ops to bring in line
with `bfloat16`.  Allows `packetmath_13` to pass.

Also adjusted `bfloat16` packet traits to match the supported set
of ops (e.g. Bessel is not actually implemented).
2020-11-24 16:46:41 +00:00
Antonio Sanchez
4cf01d2cf5 Update AVX half packets, disable test.
The AVX half implementation is incomplete, causing the `packetmath_13` test
to fail.  This disables the test.

Also refactored the existing AVX implementation to use `bit_cast`
instead of direct access to `.x`.
2020-11-21 09:05:10 -08:00
guoqiangqi
82fe059f35 Fix issue2045 which get a error case _mm256_set_m128d op not supported by gcc 7.x 2020-11-04 09:21:39 +08:00
Rasmus Munk Larsen
21edea5edd Fix the specialization of pfrexp for AVX to be faster when AVX2/AVX512DQ is not available, and avoid undefined behavior in C++. Also mask off the sign bit when extracting the exponent. 2020-10-15 18:39:58 -07:00
Guoqiang QI
4700713faf Add AVX plog<Packet4d> and AVX512 plog<Packet8d> ops,also unified AVX512 plog<Packet16f> op with generic api 2020-10-15 00:54:45 +00:00
Rasmus Munk Larsen
af6f43d7ff Add specializations for pmin/pmax with prescribed NaN propagation semantics for SSE/AVX/AVX512. 2020-10-14 23:11:24 +00:00
Rasmus Munk Larsen
4e4d3f32d1 Clean up packetmath tests and fix various bugs to make bfloat16 pass (almost) all packetmath tests with SSE, AVX, and AVX512. 2020-10-09 20:05:49 +00:00
Sheng Yang
56b3e3f3f8 AVX path for BF16 2020-07-14 01:34:03 +00:00
Sheng Yang
116c5235ac BF16 for scalar_cmp_with_cast_op 2020-07-01 18:33:42 +00:00
Rasmus Munk Larsen
9b411757ab Add missing packet ops for bool, and make it pass the same packet op unit tests as other arithmetic types.
This change also contains a few minor cleanups:
  1. Remove packet op pnot, which is not needed for anything other than pcmp_le_or_nan,
     which can be done in other ways.
  2. Remove the "HasInsert" enum, which is no longer needed since we removed the
     corresponding packet ops.
  3. Add faster pselect op for Packet4i when SSE4.1 is supported.

Among other things, this makes the fast transposeInPlace() method available for Matrix<bool>.

Run on ************** (72 X 2994 MHz CPUs); 2020-05-09T10:51:02.372347913-07:00
CPU: Intel Skylake Xeon with HyperThreading (36 cores) dL1:32KB dL2:1024KB dL3:24MB
Benchmark                        Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------------
BM_TransposeInPlace<float>/4            9.77           9.77    71670320
BM_TransposeInPlace<float>/8           21.9           21.9     31929525
BM_TransposeInPlace<float>/16          66.6           66.6     10000000
BM_TransposeInPlace<float>/32         243            243        2879561
BM_TransposeInPlace<float>/59         844            844         829767
BM_TransposeInPlace<float>/64         933            933         750567
BM_TransposeInPlace<float>/128       3944           3945         177405
BM_TransposeInPlace<float>/256      16853          16853          41457
BM_TransposeInPlace<float>/512     204952         204968           3448
BM_TransposeInPlace<float>/1k     1053889        1053861            664
BM_TransposeInPlace<bool>/4            14.4           14.4     48637301
BM_TransposeInPlace<bool>/8            36.0           36.0     19370222
BM_TransposeInPlace<bool>/16           31.5           31.5     22178902
BM_TransposeInPlace<bool>/32          111            111        6272048
BM_TransposeInPlace<bool>/59          626            626        1000000
BM_TransposeInPlace<bool>/64          428            428        1632689
BM_TransposeInPlace<bool>/128        1677           1677         417377
BM_TransposeInPlace<bool>/256        7126           7126          96264
BM_TransposeInPlace<bool>/512       29021          29024          24165
BM_TransposeInPlace<bool>/1k       116321         116330           6068
2020-05-14 22:39:13 +00:00
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
225ab040e0 Remove unused packet op "palign".
Clean up a compiler warning in c++03 mode in AVX512/Complex.h.
2020-05-07 17:14:26 -07:00
Rasmus Munk Larsen
e80ec24357 Remove unused packet op "preduxp". 2020-04-23 18:17:14 +00:00
Rasmus Munk Larsen
5ab87d8aba Move eigen_packet_wrapper to GenericPacketMath.h and use it for SSE/AVX/AVX512 as it is already used for NEON.
This will allow us to define multiple packet types backed by the same vector type, e.g., __m128i.
Use this machanism to define packets for half and clean up the packet op implementations.
2020-04-15 18:17:19 +00:00
Joel Holdsworth
52d54278be Additional NEON packet-math operations 2020-03-26 20:18:19 +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
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
Ilya Tokar
06e99aaf40 Bug 1785: fix pround on x86 to use the same rounding mode as std::round.
This also adds pset1frombits helper to Packet[24]d.
Makes round ~45% slower for SSE: 1.65µs ± 1% before vs 2.45µs ± 2% after,
stil an order of magnitude faster than scalar version: 33.8µs ± 2%.
2019-12-12 17:38:53 -05:00
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
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
99036a3615 Merging from eigen/eigen. 2019-09-03 15:34:47 -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
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
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
Eugene Zhulenev
e9f0eb8a5e Add masked_store_available to unpacket_traits 2019-05-02 14:52:58 -07:00
Eugene Zhulenev
b4010f02f9 Add masked pstoreu to AVX and AVX512 PacketMath 2019-05-02 13:14:18 -07:00