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Rasmus Munk Larsen f0577a2bfd Speed up matrix multiplication for small to medium size matrices by using half- or quarter-packet vectorized loads in gemm_pack_rhs if they have size 4, instead of dropping down the the scalar path. 
Benchmark measurements below are for computing ```c.noalias() = a.transpose() * b;``` for square RowMajor matrices of varying size.

Measured improvement with AVX+FMA:

name                           old time/op             new time/op             delta
BM_MatMul_ATB/8                 139ns ± 1%              129ns ± 1%   -7.49%          (p=0.008 n=5+5)
BM_MatMul_ATB/32               1.46µs ± 1%             1.22µs ± 0%  -16.72%          (p=0.008 n=5+5)
BM_MatMul_ATB/64               8.43µs ± 1%             7.41µs ± 0%  -12.04%          (p=0.008 n=5+5)
BM_MatMul_ATB/128              56.8µs ± 1%             52.9µs ± 1%   -6.83%          (p=0.008 n=5+5)
BM_MatMul_ATB/256               407µs ± 1%              395µs ± 3%   -2.94%          (p=0.032 n=5+5)
BM_MatMul_ATB/512              3.27ms ± 3%             3.18ms ± 1%     ~             (p=0.056 n=5+5)


Measured improvement for AVX512:

name                          old time/op             new time/op             delta
BM_MatMul_ATB/8                167ns ± 1%              154ns ± 1%   -7.63%          (p=0.008 n=5+5)
BM_MatMul_ATB/32              1.08µs ± 1%             0.83µs ± 3%  -23.58%          (p=0.008 n=5+5)
BM_MatMul_ATB/64              6.21µs ± 1%             5.06µs ± 1%  -18.47%          (p=0.008 n=5+5)
BM_MatMul_ATB/128             36.1µs ± 2%             31.3µs ± 1%  -13.32%          (p=0.008 n=5+5)
BM_MatMul_ATB/256              263µs ± 2%              242µs ± 2%   -7.92%          (p=0.008 n=5+5)
BM_MatMul_ATB/512             1.95ms ± 2%             1.91ms ± 2%     ~             (p=0.095 n=5+5)
BM_MatMul_ATB/1k              15.4ms ± 4%             14.8ms ± 2%     ~             (p=0.095 n=5+5)
2020-04-07 22:09:51 +00:00
bench Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
blas STYLE: Remove CMake-language block-end command arguments 2019-10-31 11:36:27 -05:00
cmake [SYCL] Rebasing the SYCL support branch on top of the Einge upstream master branch. 2019-11-28 10:08:54 +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 Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
Eigen Speed up matrix multiplication for small to medium size matrices by using half- or quarter-packet vectorized loads in gemm_pack_rhs if they have size 4, instead of dropping down the the scalar path. 2020-04-07 22:09:51 +00:00
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 Replace norm() with squaredNorm() to address integer overflows 2020-04-07 19:48:28 +00:00
unsupported Make file formatting comply with POSIX and Unix standards 2020-03-23 18:09:02 +00:00
.gitignore Renamed .hgignore to .gitignore (removing hg-specific "syntax" line) 2019-12-13 19:40:57 +01:00
.hgeol Added a pattern which forces LF line endings for *.sh files. 2013-07-31 18:20:58 +02:00
CMakeLists.txt Don't restrict CMAKE_BUILD_TYPE 2020-02-28 20:46:53 +00:00
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.