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facdec5aa7
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Srinivas Vasudevan facdec5aa7 Add packetized versions of i0e and i1e special functions. 
- In particular refactor the i0e and i1e code so scalar and vectorized path share code.
  - Move chebevl to GenericPacketMathFunctions.


A brief benchmark with building Eigen with FMA, AVX and AVX2 flags

Before:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            57.3           57.3     10000000
BM_eigen_i0e_double/8           398            398        1748554
BM_eigen_i0e_double/64         3184           3184         218961
BM_eigen_i0e_double/512       25579          25579          27330
BM_eigen_i0e_double/4k       205043         205042           3418
BM_eigen_i0e_double/32k     1646038        1646176            422
BM_eigen_i0e_double/256k   13180959       13182613             53
BM_eigen_i0e_double/1M     52684617       52706132             10
BM_eigen_i0e_float/1             28.4           28.4     24636711
BM_eigen_i0e_float/8             75.7           75.7      9207634
BM_eigen_i0e_float/64           512            512        1000000
BM_eigen_i0e_float/512         4194           4194         166359
BM_eigen_i0e_float/4k         32756          32761          21373
BM_eigen_i0e_float/32k       261133         261153           2678
BM_eigen_i0e_float/256k     2087938        2088231            333
BM_eigen_i0e_float/1M       8380409        8381234             84
BM_eigen_i1e_double/1            56.3           56.3     10000000
BM_eigen_i1e_double/8           397            397        1772376
BM_eigen_i1e_double/64         3114           3115         223881
BM_eigen_i1e_double/512       25358          25361          27761
BM_eigen_i1e_double/4k       203543         203593           3462
BM_eigen_i1e_double/32k     1613649        1613803            428
BM_eigen_i1e_double/256k   12910625       12910374             54
BM_eigen_i1e_double/1M     51723824       51723991             10
BM_eigen_i1e_float/1             28.3           28.3     24683049
BM_eigen_i1e_float/8             74.8           74.9      9366216
BM_eigen_i1e_float/64           505            505        1000000
BM_eigen_i1e_float/512         4068           4068         171690
BM_eigen_i1e_float/4k         31803          31806          21948
BM_eigen_i1e_float/32k       253637         253692           2763
BM_eigen_i1e_float/256k     2019711        2019918            346
BM_eigen_i1e_float/1M       8238681        8238713             86


After:

CPU: Intel Haswell with HyperThreading (6 cores)
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
BM_eigen_i0e_double/1            15.8           15.8     44097476
BM_eigen_i0e_double/8            99.3           99.3      7014884
BM_eigen_i0e_double/64          777            777         886612
BM_eigen_i0e_double/512        6180           6181         100000
BM_eigen_i0e_double/4k        48136          48140          14678
BM_eigen_i0e_double/32k      385936         385943           1801
BM_eigen_i0e_double/256k    3293324        3293551            228
BM_eigen_i0e_double/1M     12423600       12424458             57
BM_eigen_i0e_float/1             16.3           16.3     43038042
BM_eigen_i0e_float/8             30.1           30.1     23456931
BM_eigen_i0e_float/64           169            169        4132875
BM_eigen_i0e_float/512         1338           1339         516860
BM_eigen_i0e_float/4k         10191          10191          68513
BM_eigen_i0e_float/32k        81338          81337           8531
BM_eigen_i0e_float/256k      651807         651984           1000
BM_eigen_i0e_float/1M       2633821        2634187            268
BM_eigen_i1e_double/1            16.2           16.2     42352499
BM_eigen_i1e_double/8           110            110        6316524
BM_eigen_i1e_double/64          822            822         851065
BM_eigen_i1e_double/512        6480           6481         100000
BM_eigen_i1e_double/4k        51843          51843          10000
BM_eigen_i1e_double/32k      414854         414852           1680
BM_eigen_i1e_double/256k    3320001        3320568            212
BM_eigen_i1e_double/1M     13442795       13442391             53
BM_eigen_i1e_float/1             17.6           17.6     41025735
BM_eigen_i1e_float/8             35.5           35.5     19597891
BM_eigen_i1e_float/64           240            240        2924237
BM_eigen_i1e_float/512         1424           1424         485953
BM_eigen_i1e_float/4k         10722          10723          65162
BM_eigen_i1e_float/32k        86286          86297           8048
BM_eigen_i1e_float/256k      691821         691868           1000
BM_eigen_i1e_float/1M       2777336        2777747            256


This shows anywhere from a 50% to 75% improvement on these operations.

I've also benchmarked without any of these flags turned on, and got similar
performance to before (if not better).

Also tested packetmath.cpp + special_functions to ensure no regressions.
2019-09-11 18:34:02 -07:00
bench update wrt recent changes 2019-02-21 17:19:36 +01:00
blas bug #1741: fix self-adjoint*matrix, triangular*matrix, and triangular^1*matrix with a destination having a non-trivial inner-stride 2019-09-11 15:04:25 +02:00
cmake Remove XSMM support from Tensor module 2019-08-19 11:44:25 -07:00
debug MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
demos Fixed compilation error due to obsolete internal::abs and internal::sqrt function calls 2014-03-26 22:02:48 -04:00
doc Fix doc issues regarding ndtri 2019-09-04 23:00:21 +02:00
Eigen Add packetized versions of i0e and i1e special functions. 2019-09-11 18:34:02 -07:00
failtest PR 572: Add initializer list constructors to Matrix and Array (include unit tests and doc) 2019-01-21 16:25:57 +01:00
lapack Enable "old" CMP0026 policy (not perfect, but better than dozens of warning) 2018-12-08 18:59:51 +01:00
scripts Simplify handling and non-splitted tests and include split_test_helper.h instead of re-generating it. This also allows us to modify it without breaking existing build folder. 2018-07-16 18:55:40 +02:00
test Add packetized versions of i0e and i1e special functions. 2019-09-11 18:34:02 -07:00
unsupported Add packetized versions of i0e and i1e special functions. 2019-09-11 18:34:02 -07:00
.hgeol Added a pattern which forces LF line endings for *.sh files. 2013-07-31 18:20:58 +02:00
.hgignore ignore all *build* sub directories 2017-12-14 14:22:14 +01:00
CMakeLists.txt Bypass inline asm for non compatible compilers. 2019-01-23 23:43:13 +01:00
COPYING.BSD Intel(R) MKL support added. 2011-12-05 14:52:21 +07:00
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 add COPYING.MINPACK 2012-07-15 11:46:22 -04:00
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 Optimize the product of a householder-sequence with the identity, and optimize the evaluation of a HouseholderSequence to a dense matrix using faster blocked product. 2018-07-11 17:16:50 +02:00
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 Add links where to make PRs and report bugs into README.md 2018-04-13 21:05:28 +00:00
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 please only use the official repository at https://bitbucket.org/eigen/eigen.

For bug reports and feature requests go to http://eigen.tuxfamily.org/bz.