Improve accuracy of fast approximate tanh and the logistic functions in Eigen, such that they preserve relative accuracy to within a few ULPs where their function values tend to zero (around x=0 for tanh, and for large negative x for the logistic function).

This change re-instates the fast rational approximation of the logistic function for float32 in Eigen (removed in https://gitlab.com/libeigen/eigen/commit/66f07efeaed39d6a67005343d7e0caf7d9eeacdb), but uses the more accurate approximation 1/(1+exp(-1)) ~= exp(x) below -9. The exponential is only calculated on the vectorized path if at least one element in the SIMD input vector is less than -9.

This change also contains a few improvements to speed up the original float specialization of logistic:
  - Introduce EIGEN_PREDICT_{FALSE,TRUE} for __builtin_predict and use it to predict that the logistic-only path is most likely (~2-3% speedup for the common case).
  - Carefully set the upper clipping point to the smallest x where the approximation evaluates to exactly 1. This saves the explicit clamping of the output (~7% speedup).

The increased accuracy for tanh comes at a cost of 10-20% depending on instruction set.

The benchmarks below repeated calls

   u = v.logistic()  (u = v.tanh(), respectively)

where u and v are of type Eigen::ArrayXf, have length 8k, and v contains random numbers in [-1,1].

Benchmark numbers for logistic:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        4467           4468         155835  model_time: 4827
AVX
BM_eigen_logistic_float        2347           2347         299135  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1467           1467         476143  model_time: 2926
AVX512
BM_eigen_logistic_float         805            805         858696  model_time: 1463

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_logistic_float        2589           2590         270264  model_time: 4827
AVX
BM_eigen_logistic_float        1428           1428         489265  model_time: 2926
AVX+FMA
BM_eigen_logistic_float        1059           1059         662255  model_time: 2926
AVX512
BM_eigen_logistic_float         673            673        1000000  model_time: 1463

Benchmark numbers for tanh:

Before:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2391           2391         292624  model_time: 4242
AVX
BM_eigen_tanh_float        1256           1256         554662  model_time: 2633
AVX+FMA
BM_eigen_tanh_float         823            823         866267  model_time: 1609
AVX512
BM_eigen_tanh_float         443            443        1578999  model_time: 805

After:
Benchmark                  Time(ns)        CPU(ns)     Iterations
-----------------------------------------------------------------
SSE
BM_eigen_tanh_float        2588           2588         273531  model_time: 4242
AVX
BM_eigen_tanh_float        1536           1536         452321  model_time: 2633
AVX+FMA
BM_eigen_tanh_float        1007           1007         694681  model_time: 1609
AVX512
BM_eigen_tanh_float         471            471        1472178  model_time: 805

1 files changed, 7 insertions, 1 deletions

diff --git a/Eigen/src/Core/arch/AVX/PacketMath.h b/Eigen/src/Core/arch/AVX/PacketMath.h
index 00c3ae5d0..f83e358ba 100644
--- a/Eigen/src/Core/arch/AVX/PacketMath.h
+++ b/Eigen/src/Core/arch/AVX/PacketMath.h
@@ -297,9 +297,14 @@ template<> EIGEN_STRONG_INLINE Packet4d pmax<Packet4d>(const Packet4d& a, const
 
 template<> EIGEN_STRONG_INLINE Packet8f pcmp_le(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a,b,_CMP_LE_OQ); }
 template<> EIGEN_STRONG_INLINE Packet8f pcmp_lt(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a,b,_CMP_LT_OQ); }
+template<> EIGEN_STRONG_INLINE Packet8f pcmp_lt_or_nan(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a, b, _CMP_NGE_UQ); }
 template<> EIGEN_STRONG_INLINE Packet8f pcmp_eq(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a,b,_CMP_EQ_OQ); }
+
+template<> EIGEN_STRONG_INLINE Packet4d pcmp_le(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a,b,_CMP_LE_OQ); }
+template<> EIGEN_STRONG_INLINE Packet4d pcmp_lt(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a,b,_CMP_LT_OQ); }
+template<> EIGEN_STRONG_INLINE Packet4d pcmp_lt_or_nan(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a, b, _CMP_NGE_UQ); }
 template<> EIGEN_STRONG_INLINE Packet4d pcmp_eq(const Packet4d& a, const Packet4d& b) { return _mm256_cmp_pd(a,b,_CMP_EQ_OQ); }
-template<> EIGEN_STRONG_INLINE Packet8f pcmp_lt_or_nan(const Packet8f& a, const Packet8f& b) { return _mm256_cmp_ps(a, b, _CMP_NGE_UQ); }
+
 
 template<> EIGEN_STRONG_INLINE Packet8i pcmp_eq(const Packet8i& a, const Packet8i& b) {
 #ifdef EIGEN_VECTORIZE_AVX2
@@ -311,6 +316,7 @@ template<> EIGEN_STRONG_INLINE Packet8i pcmp_eq(const Packet8i& a, const Packet8
 #endif
 }
 
+
 template<> EIGEN_STRONG_INLINE Packet8f pceil<Packet8f>(const Packet8f& a) { return _mm256_ceil_ps(a); }
 template<> EIGEN_STRONG_INLINE Packet4d pceil<Packet4d>(const Packet4d& a) { return _mm256_ceil_pd(a); }