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
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
It is based on the SSE version which is much more accurate, though very slightly slower.
This changeset also includes the following required changes:
- add packet-float to packet-int type traits
- add packet float<->int reinterpret casts
- add faster pselect for AVX based on blendv
Benchmark speed in Giga-sqrts/s
Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz
-----------------------------------------
SSE AVX
Fast=1 2.529G 4.380G
Fast=0 1.944G 1.898G
Fast=1 fixed 2.214G 3.739G
This table illustrates the worst case in terms speed impact: It was measured by repeatedly computing the sqrt of an n=4096 float vector that fits in L1 cache. For large vectors the operation becomes memory bound and the differences between the different versions almost negligible.
This changeset add two specializations for float/double on SSE. Those
are mostly usefull with GCC for which std::sqrt add an extra and costly
check on the result of _mm_sqrt_*. Clang does not add this burden.
In this changeset, only DenseBase::norm() makes use of it.
* pload* and pset1 are now templated on the packet type
* gemv routines are now embeded into a structure with
a consistent API with respect to gemm
* some configurations of vector * matrix and matrix * matrix works fine,
some need more work...
