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The original produced NaNs when dividing 0/b for subnormal b.
The `complex_divide_stable` was changed to use the more common
Smith's algorithm.
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NVCC does not understand `__forceinline`, so we need to use `inline`
when compiling for GPU.
ICC specializes `std::complex` operators for `float` and `double`
by default, which cannot be used on device and conflict with Eigen's
workaround in CUDA/Complex.h. This can be prevented by defining
`_OVERRIDE_COMPLEX_SPECIALIZATION_` before including `<complex>`.
Added this define to the tests and to `Eigen/Core`, but this will
not work if the user includes `<complex>` before `<Eigen/Core>`.
ICC also seems to generate a duplicate `Map` symbol in
`PlainObjectBase`:
```
error: "Map" has already been declared in the current scope
static ConstMapType Map(const Scalar *data)
```
I tracked this down to `friend class Eigen::Map`. Putting the `friend`
statements at the bottom of the class seems to resolve this issue.
Fixes #2180
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NVCC and older versions of clang do not fully support `std::complex` on device,
leading to either compile errors (Cannot call `__host__` function) or worse,
runtime errors (Illegal instruction). For most functions, we can
implement specialized `numext` versions. Here we specialize the standard
operators (with the exception of stream operators and member function operators
with a scalar that are already specialized in `<complex>`) so they can be used
in device code as well.
To import these operators into the current scope, use
`EIGEN_USING_STD_COMPLEX_OPERATORS`. By default, these are imported into
the `Eigen`, `Eigen:internal`, and `Eigen::numext` namespaces.
This allow us to remove specializations of the
sum/difference/product/quotient ops, and allow us to treat complex
numbers like most other scalars (e.g. in tests).
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Replaces `std::sqrt` with `complex_sqrt` for all platforms (previously
`complex_sqrt` was only used for CUDA and MSVC), and implements
custom `complex_rsqrt`.
Also introduces `numext::rsqrt` to simplify implementation, and modified
`numext::hypot` to adhere to IEEE IEC 6059 for special cases.
The `complex_sqrt` and `complex_rsqrt` implementations were found to be
significantly faster than `std::sqrt<std::complex<T>>` and
`1/numext::sqrt<std::complex<T>>`.
Benchmark file attached.
```
GCC 10, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark Time CPU Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>> 9.21 ns 9.21 ns 73225448
BM_StdSqrt<std::complex<float>> 17.1 ns 17.1 ns 40966545
BM_Sqrt<std::complex<double>> 8.53 ns 8.53 ns 81111062
BM_StdSqrt<std::complex<double>> 21.5 ns 21.5 ns 32757248
BM_Rsqrt<std::complex<float>> 10.3 ns 10.3 ns 68047474
BM_DivSqrt<std::complex<float>> 16.3 ns 16.3 ns 42770127
BM_Rsqrt<std::complex<double>> 11.3 ns 11.3 ns 61322028
BM_DivSqrt<std::complex<double>> 16.5 ns 16.5 ns 42200711
Clang 11, Intel Xeon, x86_64:
---------------------------------------------------------------------------
Benchmark Time CPU Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>> 7.46 ns 7.45 ns 90742042
BM_StdSqrt<std::complex<float>> 16.6 ns 16.6 ns 42369878
BM_Sqrt<std::complex<double>> 8.49 ns 8.49 ns 81629030
BM_StdSqrt<std::complex<double>> 21.8 ns 21.7 ns 31809588
BM_Rsqrt<std::complex<float>> 8.39 ns 8.39 ns 82933666
BM_DivSqrt<std::complex<float>> 14.4 ns 14.4 ns 48638676
BM_Rsqrt<std::complex<double>> 9.83 ns 9.82 ns 70068956
BM_DivSqrt<std::complex<double>> 15.7 ns 15.7 ns 44487798
Clang 9, Pixel 2, aarch64:
---------------------------------------------------------------------------
Benchmark Time CPU Iterations
---------------------------------------------------------------------------
BM_Sqrt<std::complex<float>> 24.2 ns 24.1 ns 28616031
BM_StdSqrt<std::complex<float>> 104 ns 103 ns 6826926
BM_Sqrt<std::complex<double>> 31.8 ns 31.8 ns 22157591
BM_StdSqrt<std::complex<double>> 128 ns 128 ns 5437375
BM_Rsqrt<std::complex<float>> 31.9 ns 31.8 ns 22384383
BM_DivSqrt<std::complex<float>> 99.2 ns 98.9 ns 7250438
BM_Rsqrt<std::complex<double>> 46.0 ns 45.8 ns 15338689
BM_DivSqrt<std::complex<double>> 119 ns 119 ns 5898944
```
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We already specialize `sqrt_impl` on windows due to MSVC's mishandling
of `inf` (!355).
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MSVC incorrectly handles `inf` cases for `std::sqrt<std::complex<T>>`.
Here we replace it with a custom version (currently used on GPU).
Also fixed the `packetmath` test, which previously skipped several
corner cases since `CHECK_CWISE1` only tests the first `PacketSize`
elements.
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This is to support scalar `sqrt` of complex numbers `std::complex<T>` on
device, requested by Tensorflow folks.
Technically `std::complex` is not supported by NVCC on device
(though it is by clang), so the default `sqrt(std::complex<T>)` function only
works on the host. Here we create an overload to add back the
functionality.
Also modified the CMake file to add `--relaxed-constexpr` (or
equivalent) flag for NVCC to allow calling constexpr functions from
device functions, and added support for specifying compute architecture for
NVCC (was already available for clang).
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aliases
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scalar_difference_op, scalar_product_op, and scalar_quotient_op.
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Antonio Sanchez
Gael Guennebaud
Abhijit Kundu
Benoit Steiner
RJ Ryan