Merged in rmlarsen/eigen (pull request PR-230)

Fix a bug in psqrt for SSE and AVX when EIGEN_FAST_MATH=1

2 files changed, 34 insertions, 29 deletions

diff --git a/Eigen/src/Core/arch/AVX/MathFunctions.h b/Eigen/src/Core/arch/AVX/MathFunctions.h
index d21ec39dd..6af67ce2d 100644
--- a/Eigen/src/Core/arch/AVX/MathFunctions.h
+++ b/Eigen/src/Core/arch/AVX/MathFunctions.h
@@ -355,30 +355,27 @@ pexp<Packet4d>(const Packet4d& _x) {
 // Functions for sqrt.
 // The EIGEN_FAST_MATH version uses the _mm_rsqrt_ps approximation and one step
 // of Newton's method, at a cost of 1-2 bits of precision as opposed to the
-// exact solution. The main advantage of this approach is not just speed, but
-// also the fact that it can be inlined and pipelined with other computations,
-// further reducing its effective latency.
+// exact solution. It does not handle +inf, or denormalized numbers correctly.
+// The main advantage of this approach is not just speed, but also the fact that
+// it can be inlined and pipelined with other computations, further reducing its
+// effective latency. This is similar to Quake3's fast inverse square root.
+// For detail see here: http://www.beyond3d.com/content/articles/8/
 #if EIGEN_FAST_MATH
 template <>
 EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet8f
 psqrt<Packet8f>(const Packet8f& _x) {
-  _EIGEN_DECLARE_CONST_Packet8f(one_point_five, 1.5f);
-  _EIGEN_DECLARE_CONST_Packet8f(minus_half, -0.5f);
-  _EIGEN_DECLARE_CONST_Packet8f_FROM_INT(flt_min, 0x00800000);
-
-  Packet8f neg_half = pmul(_x, p8f_minus_half);
-
-  // select only the inverse sqrt of positive normal inputs (denormals are
-  // flushed to zero and cause infs as well).
-  Packet8f non_zero_mask = _mm256_cmp_ps(_x, p8f_flt_min, _CMP_GE_OQ);
-  Packet8f x = _mm256_and_ps(non_zero_mask, _mm256_rsqrt_ps(_x));
-
+  Packet8f half = pmul(_x, pset1<Packet8f>(.5f));
+  Packet8f denormal_mask = _mm256_and_ps(
+      _mm256_cmp_ps(_x, pset1<Packet8f>((std::numeric_limits<float>::min)()),
+                    _CMP_LT_OQ),
+      _mm256_cmp_ps(_x, _mm256_setzero_ps(), _CMP_GE_OQ));
+
+  // Compute approximate reciprocal sqrt.
+  Packet8f x = _mm256_rsqrt_ps(_x);
   // Do a single step of Newton's iteration.
-  x = pmul(x, pmadd(neg_half, pmul(x, x), p8f_one_point_five));
-
-  // Multiply the original _x by it's reciprocal square root to extract the
-  // square root.
-  return pmul(_x, x);
+  x = pmul(x, psub(pset1<Packet8f>(1.5f), pmul(half, pmul(x,x))));
+  // Flush results for denormals to zero.
+  return _mm256_andnot_ps(denormal_mask, pmul(_x,x));
 }
 #else
 template <> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
diff --git a/Eigen/src/Core/arch/SSE/MathFunctions.h b/Eigen/src/Core/arch/SSE/MathFunctions.h
index ac2fd8103..7b5f948e1 100644
--- a/Eigen/src/Core/arch/SSE/MathFunctions.h
+++ b/Eigen/src/Core/arch/SSE/MathFunctions.h
@@ -32,7 +32,7 @@ Packet4f plog<Packet4f>(const Packet4f& _x)
   /* the smallest non denormalized float number */
   _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(min_norm_pos,  0x00800000);
   _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(minus_inf,     0xff800000);//-1.f/0.f);
-  
+
   /* natural logarithm computed for 4 simultaneous float
     return NaN for x <= 0
   */
@@ -444,25 +444,33 @@ Packet4f pcos<Packet4f>(const Packet4f& _x)
 
 #if EIGEN_FAST_MATH
 
-// This is based on Quake3's fast inverse square root.
+// Functions for sqrt.
+// The EIGEN_FAST_MATH version uses the _mm_rsqrt_ps approximation and one step
+// of Newton's method, at a cost of 1-2 bits of precision as opposed to the
+// exact solution. It does not handle +inf, or denormalized numbers correctly.
+// The main advantage of this approach is not just speed, but also the fact that
+// it can be inlined and pipelined with other computations, further reducing its
+// effective latency. This is similar to Quake3's fast inverse square root.
 // For detail see here: http://www.beyond3d.com/content/articles/8/
-// It lacks 1 (or 2 bits in some rare cases) of precision, and does not handle negative, +inf, or denormalized numbers correctly.
 template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
 Packet4f psqrt<Packet4f>(const Packet4f& _x)
 {
   Packet4f half = pmul(_x, pset1<Packet4f>(.5f));
+  Packet4f denormal_mask = _mm_and_ps(
+      _mm_cmpge_ps(_x, _mm_setzero_ps()),
+      _mm_cmplt_ps(_x, pset1<Packet4f>((std::numeric_limits<float>::min)())));
 
-  /* select only the inverse sqrt of non-zero inputs */
-  Packet4f non_zero_mask = _mm_cmpge_ps(_x, pset1<Packet4f>((std::numeric_limits<float>::min)()));
-  Packet4f x = _mm_and_ps(non_zero_mask, _mm_rsqrt_ps(_x));
-
+  // Compute approximate reciprocal sqrt.
+  Packet4f x = _mm_rsqrt_ps(_x);
+  // Do a single step of Newton's iteration.
   x = pmul(x, psub(pset1<Packet4f>(1.5f), pmul(half, pmul(x,x))));
-  return pmul(_x,x);
+  // Flush results for denormals to zero.
+  return _mm_andnot_ps(denormal_mask, pmul(_x,x));
 }
 
 #else
 
-template<>EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED 
+template<>EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
 Packet4f psqrt<Packet4f>(const Packet4f& x) { return _mm_sqrt_ps(x); }
 
 #endif
@@ -491,7 +499,7 @@ Packet4f prsqrt<Packet4f>(const Packet4f& _x) {
   Packet4f neg_mask = _mm_cmplt_ps(_x, _mm_setzero_ps());
   Packet4f zero_mask = _mm_andnot_ps(neg_mask, le_zero_mask);
   Packet4f infs_and_nans = _mm_or_ps(_mm_and_ps(neg_mask, p4f_nan),
-                                        _mm_and_ps(zero_mask, p4f_inf));
+                                     _mm_and_ps(zero_mask, p4f_inf));
 
   // Do a single step of Newton's iteration.
   x = pmul(x, pmadd(neg_half, pmul(x, x), p4f_one_point_five));