Commit Graph

65 Commits

Author SHA1 Message Date
Tobias Wood
f38e16c193 Apply clang-format 2023-11-29 11:12:48 +00:00
Antonio Sánchez
6e4d5d4832 Add IWYU private pragmas to internal headers. 2023-08-21 16:25:22 +00:00
Antonio Sánchez
1f79a6078f Return NaN in ndtri for values outside valid input range. 2023-05-05 16:27:26 +00:00
Rasmus Munk Larsen
b378014fef Make sure we return +/-1 above the clamping point for Erf(). 2023-04-18 20:53:01 +00:00
Rasmus Munk Larsen
1e223a956c Add missing 'f' in float literal in SpecialFunctionsImpl.h that triggers implicit conversion warning. 2023-04-18 17:33:29 +00:00
Rasmus Munk Larsen
3026fc0d3c Improve accuracy of erf(). 2023-04-14 16:57:56 +00:00
Rasmus Munk Larsen
1c0a6cf228 Get rid of EIGEN_HAS_AVX512_MATH workaround. 2023-02-23 23:16:41 +00:00
Antonio Sánchez
e5794873cb Replace assert with eigen_assert. 2022-10-04 17:11:23 +00:00
Antonio Sánchez
8ed3b9dcd6 Skip f16/bf16 bessel specializations on AVX512 if unavailable. 2022-06-24 15:10:36 +00:00
Tobias Schlüter
f3ba220c5d Remove EIGEN_EMPTY_STRUCT_CTOR 2022-04-08 18:27:26 +00:00
Antonio Sánchez
9296bb4b93 Fix edge-case in zeta for large inputs. 2022-03-08 21:21:20 +00:00
Rasmus Munk Larsen
ea2c02060c Add reciprocal packet op and fast specializations for float with SSE, AVX, and AVX512. 2022-01-21 23:49:18 +00:00
Kolja Brix
afa616bc9e Fix some typos found 2021-09-23 15:22:00 +00:00
Rasmus Munk Larsen
6cadab6896 Clean up EIGEN_STATIC_ASSERT to only use standard c++11 static_assert. 2021-09-16 20:43:54 +00:00
Rasmus Munk Larsen
d7d0bf832d Issue an error in case of direct inclusion of internal headers. 2021-09-10 19:12:26 +00:00
frgossen
33e0af0130 Return nan at poles of polygamma, digamma, and zeta if limit is not defined 2021-02-19 16:35:11 +00:00
Antonio Sanchez
2dbac2f99f Fix bad NEON fp16 check 2020-12-04 13:42:18 -08:00
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
David Tellenbach
8f8d77b516 Add EIGEN prefix for HAS_LGAMMA_R 2020-10-08 18:32:19 +02:00
Eugene Zhulenev
2279f2c62f Use lgamma_r if it is available (update check for glibc 2.19+) 2020-10-08 00:26:45 +00:00
Teng Lu
386d809bde Support BFloat16 in Eigen 2020-06-20 19:16:24 +00:00
Jeff Daily
b5df8cabd7 fix hip-clang compilation due to new HIP scalar accessor 2020-01-20 21:08:52 +00:00
Deven Desai
6d284bb1b7 Fix for HIP breakage - 200115. Adding a missing EIGEN_DEVICE_FUNC attr 2020-01-16 00:51:43 +00:00
Srinivas Vasudevan
f6c6de5d63 Ensure Igamma does not NaN or Inf for large values. 2020-01-14 21:32:48 +00:00
Jeff Daily
de07c4d1c2 fix compilation due to new HIP scalar accessor 2019-12-17 20:27:30 +00:00
Gael Guennebaud
c3f6fcf2c0 bug #1747: one more fix for MSVC regarding the Bessel implementation. 2019-11-15 11:12:35 +01:00
Gael Guennebaud
39fb9eeccf bug #1747: fix compilation with MSVC 2019-10-14 22:50:23 +02:00
Rasmus Munk Larsen
20c4a9118f Use "pdiv" rather than operator/ to support packet types. 2019-10-04 16:54:03 -07:00
Rasmus Munk Larsen
13ef08e5ac Move implementation of vectorized error function erf() to SpecialFunctionsImpl.h. 2019-09-27 13:56:04 -07:00
Deven Desai
5e186b1987 Fix for the HIP build+test errors.
The errors were introduced by this commit : d38e6fbc27


After the above mentioned commit, some of the tests started failing with the following error


```
Building HIPCC object unsupported/test/CMakeFiles/cxx11_tensor_reduction_gpu_5.dir/cxx11_tensor_reduction_gpu_5_generated_cxx11_tensor_reduction_gpu.cu.o
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:70:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsHalf.h:28:22: error: call to 'erf' is ambiguous
  return Eigen::half(Eigen::numext::erf(static_cast<float>(a)));
                     ^~~~~~~~~~~~~~~~~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1600:7: note: candidate function [with T = float]
float erf(const float &x) { return ::erff(x); }
      ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = float]
    erf(const Scalar& x) {
    ^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:23: error: call to 'erf' is ambiguous
  return make_double2(erf(a.x), erf(a.y));
                      ^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
       ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
    erf(const Scalar& x) {
    ^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:33: error: call to 'erf' is ambiguous
  return make_double2(erf(a.x), erf(a.y));
                                ^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
       ^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
    erf(const Scalar& x) {
    ^
3 errors generated.
```


This PR fixes the compile error by removing the "old" implementation for "erf" (assuming that the "new" implementation is what we want going forward. from a GPU point-of-view both implementations are the same).

This PR also fixes what seems like a cut-n-paste error in the aforementioned commit
2019-09-25 15:39:13 +00:00
Rasmus Larsen
d38e6fbc27 Merged in rmlarsen/eigen (pull request PR-704)
Add generic PacketMath implementation of the Error Function (erf).
2019-09-24 23:40:29 +00:00
Rasmus Munk Larsen
591a554c68 Add TODO to cleanup FMA cost modelling. 2019-09-24 16:39:25 -07:00
Christoph Hertzberg
e4c1b3c1d2 Fix implicit conversion warnings and use pnegate to negate packets 2019-09-23 16:07:43 +02:00
Rasmus Munk Larsen
6de5ed08d8 Add generic PacketMath implementation of the Error Function (erf). 2019-09-19 12:48:30 -07:00
Srinivas Vasudevan
df0816b71f Merging eigen/eigen. 2019-09-16 19:33:29 -04:00
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
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
Eugene Zhulenev
8ead5bb3d8 Fix doxygen warnings to enable statis code analysis 2019-04-24 12:42:28 -07:00
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
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
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
Michael Figurnov
30fa3d0454 Merge from eigen/eigen 2018-06-07 17:57:56 +01:00
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