Rasmus Munk Larsen 3ed67cb0bb Fix a bug in the implementation of Carmack's fast sqrt algorithm in Eigen (enabled by EIGEN_FAST_MATH), which causes the vectorized parts of the computation to return -0.0 instead of NaN for negative arguments. ...

Benchmark speed in Giga-sqrts/s
Intel(R) Xeon(R) CPU E5-1650 v3 @ 3.50GHz
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                    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.

2016-10-04 14:22:56 -07:00

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