Commit Graph

19 Commits

Author SHA1 Message Date
Rasmus Munk Larsen
be0574e215 New accurate algorithm for pow(x,y). This version is accurate to 1.4 ulps for float, while still being 10x faster than std::pow for AVX512. A future change will introduce a specialization for double. 2021-02-17 02:50:32 +00:00
Rasmus Munk Larsen
6e3b795f81 Add more tests for pow and fix a corner case for huge exponent where the result is always zero or infinite unless x is one. 2021-02-05 16:58:49 -08:00
Antonio Sanchez
4c42d5ee41 Eliminate implicit conversion warning in test/array_cwise.cpp 2021-01-23 11:54:00 -08:00
Antonio Sanchez
e0d13ead90 Replace std::isnan with numext::isnan for c++03 2021-01-23 11:02:35 -08:00
Antonio Sanchez
f0e46ed5d4 Fix pow and other cwise ops for half/bfloat16.
The new `generic_pow` implementation was failing for half/bfloat16 since
their construction from int/float is not `constexpr`. Modified
in `GenericPacketMathFunctions` to remove `constexpr`.

While adding tests for half/bfloat16, found other issues related to
implicit conversions.

Also needed to implement `numext::arg` for non-integer, non-complex,
non-float/double/long double types.  These seem to be  implicitly
converted to `std::complex<T>`, which then fails for half/bfloat16.
2021-01-22 11:10:54 -08:00
Rasmus Munk Larsen
cdd8fdc32e Vectorize pow(x, y). This closes https://gitlab.com/libeigen/eigen/-/issues/2085, which also contains a description of the algorithm.
I ran some testing (comparing to `std::pow(double(x), double(y)))` for `x` in the set of all (positive) floats in the interval `[std::sqrt(std::numeric_limits<float>::min()), std::sqrt(std::numeric_limits<float>::max())]`, and `y` in `{2, sqrt(2), -sqrt(2)}` I get the following error statistics:

```
max_rel_error = 8.34405e-07
rms_rel_error = 2.76654e-07
```

If I widen the range to all normal float I see lower accuracy for arguments where the result is subnormal, e.g. for `y = sqrt(2)`:

```
max_rel_error = 0.666667
rms = 6.8727e-05
count = 1335165689
argmax = 2.56049e-32, 2.10195e-45 != 1.4013e-45
```

which seems reasonable, since these results are subnormals with only couple of significant bits left.
2021-01-18 13:25:16 +00:00
Rasmus Munk Larsen
f9fac1d5b0 Add log2() to Eigen. 2020-12-04 21:45:09 +00:00
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
6964ae8d52 Change the sign operator in Eigen to return NaN for NaN arguments, not zero. 2020-07-07 01:54:04 +00:00
Rasmus Munk Larsen
74ec8e6618 Make size odd for transposeInPlace test to make sure we hit the scalar path. 2020-05-07 17:29:56 +00:00
Rasmus Munk Larsen
b47c777993 Block transposeInPlace() when the matrix is real and square. This yields a large speedup because we transpose in registers (or L1 if we spill), instead of one packet at a time, which in the worst case makes the code write to the same cache line PacketSize times instead of once.
rmlarsen@rmlarsen4:.../eigen_bench/google3$ benchy --benchmarks=.*TransposeInPlace.*float.* --reference=srcfs experimental/users/rmlarsen/bench:matmul_bench
 10 / 10 [====================================================================================================================================================================================================================] 100.00% 2m50s
(Generated by http://go/benchy. Settings: --runs 5 --benchtime 1s --reference "srcfs" --benchmarks ".*TransposeInPlace.*float.*" experimental/users/rmlarsen/bench:matmul_bench)

name                                       old time/op             new time/op             delta
BM_TransposeInPlace<float>/4               9.84ns ± 0%             6.51ns ± 0%  -33.80%          (p=0.008 n=5+5)
BM_TransposeInPlace<float>/8               23.6ns ± 1%             17.6ns ± 0%  -25.26%          (p=0.016 n=5+4)
BM_TransposeInPlace<float>/16              78.8ns ± 0%             60.3ns ± 0%  -23.50%          (p=0.029 n=4+4)
BM_TransposeInPlace<float>/32               302ns ± 0%              229ns ± 0%  -24.40%          (p=0.008 n=5+5)
BM_TransposeInPlace<float>/59              1.03µs ± 0%             0.84µs ± 1%  -17.87%          (p=0.016 n=5+4)
BM_TransposeInPlace<float>/64              1.20µs ± 0%             0.89µs ± 1%  -25.81%          (p=0.008 n=5+5)
BM_TransposeInPlace<float>/128             8.96µs ± 0%             3.82µs ± 2%  -57.33%          (p=0.008 n=5+5)
BM_TransposeInPlace<float>/256              152µs ± 3%               17µs ± 2%  -89.06%          (p=0.008 n=5+5)
BM_TransposeInPlace<float>/512              837µs ± 1%              208µs ± 0%  -75.15%          (p=0.008 n=5+5)
BM_TransposeInPlace<float>/1k              4.28ms ± 2%             1.08ms ± 2%  -74.72%          (p=0.008 n=5+5)
2020-04-28 16:08:16 +00:00
Joel Holdsworth
d5c665742b Add absolute_difference coefficient-wise binary Array function 2020-03-19 17:45:20 +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
Srinivas Vasudevan
88062b7fed Fix implementation of complex expm1. Add tests that fail with previous implementation, but pass with the current one. 2019-12-12 01:56:54 +00:00
Gael Guennebaud
87427d2eaa PR 719: fix real/imag namespace conflict 2019-10-08 09:15:17 +02:00
Gael Guennebaud
543529da6a Add more extensive tests of Array ctors, including {} variants 2019-01-22 15:30:50 +01:00
Rasmus Munk Larsen
28ba1b2c32 Add support for inverse hyperbolic functions.
Fix cost of division.
2019-01-11 17:45:37 -08:00
Gael Guennebaud
e0f6d352fb Rename test/array.cpp to test/array_cwise.cpp to avoid conflicts with the array header. 2018-09-20 18:07:32 +02:00