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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
bench Fix #1911: add benchmark for move semantics with fixed-size matrix 2020-06-11 23:43:25 +00:00
blas STYLE: Remove CMake-language block-end command arguments 2019-10-31 11:36:27 -05:00
ci Add CI configuration for ppc64le 2020-09-22 00:26:23 +00:00
cmake check for include dirs set 2020-11-26 10:22:46 +00:00
debug MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
demos Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
doc Fix typo in doc 2020-11-30 10:53:29 +00:00
Eigen Implement vectorized complex square root. 2020-12-08 18:13:35 -08:00
failtest Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
lapack STYLE: Convert CMake-language commands to lower case 2019-10-31 11:36:37 -05:00
scripts Replace calls to "hg" by calls to "git" 2019-12-04 11:24:06 +01:00
test Implement vectorized complex square root. 2020-12-08 18:13:35 -08:00
unsupported Fix bad NEON fp16 check 2020-12-04 13:42:18 -08:00
.gitignore New CI infrastructure, including AArch64 runners 2020-09-11 18:11:49 +00:00
.gitlab-ci.yml New CI infrastructure, including AArch64 runners 2020-09-11 18:11:49 +00:00
.hgeol Added a pattern which forces LF line endings for *.sh files. 2013-07-31 18:20:58 +02:00
CMakeLists.txt Include CMakeDependentOption to be able to use cmake_dependent_option 2020-11-27 13:21:49 +01:00
COPYING.APACHE Add Apache 2.0 license text in COPYING.APACHE. 2020-06-18 12:45:27 -07:00
COPYING.BSD Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
COPYING.GPL there's no reason why we should follow the FSF's stupid recommendation for the naming of these files, right? This could give the wrong impression that Eigen is only GPL-licensed. 2009-11-14 23:26:07 -05:00
COPYING.LGPL Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). 2012-09-10 13:27:44 -04:00
COPYING.MINPACK Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
COPYING.MPL2 add COPYING.MPL2 2012-07-15 10:20:59 -04:00
COPYING.README Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). 2012-09-10 13:27:44 -04:00
CTestConfig.cmake STYLE: Convert CMake-language commands to lower case 2019-10-31 11:36:37 -05:00
CTestCustom.cmake.in Allow to filter out build-error messages 2018-07-24 20:12:49 +02:00
eigen3.pc.in Further fixes for CMAKE_INSTALL_PREFIX correctness 2015-11-07 21:29:24 -05:00
INSTALL finally, the right fix: set CTEST_BUILD_TARGET. 2009-10-04 20:27:44 -04:00
README.md Update old links to bitbucket to point to gitlab.com 2019-12-04 10:57:07 +01:00
signature_of_eigen3_matrix_library improve the scripts for building unit tests: 2009-11-25 21:26:37 -05:00

README.md

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

For more information go to http://eigen.tuxfamily.org/.

For pull request, bug reports, and feature requests, go to https://gitlab.com/libeigen/eigen.