| Commit message (Collapse) | Author | Age |
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The macro `__cplusplus` is not defined correctly in MSVC unless building
with the the `/Zc:__cplusplus` flag. Instead, it defines `_MSVC_LANG` to the
specified c++ standard version number.
Here we introduce `EIGEN_CPLUSPLUS` which will contain the c++ version
number both for MSVC and otherwise. This simplifies checks for supported
features.
Also replaced most instances of standard version checking via `__cplusplus`
with the existing `EIGEN_COMP_CXXVER` macro for better clarity.
Fixes: #2170
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We are potentially seeing some accuracy issues with these. Ideally we
would hand off to `float`, but that's not trivial with the current
setup.
We may want to consider adding `ppow<Packet>` and `HasPow`, so
implementations can more easily specialize this.
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The new `generic_pow` implementation was failing for half/bfloat16 since
their construction from int/float is not `constexpr`. Modified
in `GenericPacketMathFunctions` to remove `constexpr`.
While adding tests for half/bfloat16, found other issues related to
implicit conversions.
Also needed to implement `numext::arg` for non-integer, non-complex,
non-float/double/long double types. These seem to be implicitly
converted to `std::complex<T>`, which then fails for half/bfloat16.
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https://gitlab.com/libeigen/eigen/-/issues/2085, which also contains a description of the algorithm.
I ran some testing (comparing to `std::pow(double(x), double(y)))` for `x` in the set of all (positive) floats in the interval `[std::sqrt(std::numeric_limits<float>::min()), std::sqrt(std::numeric_limits<float>::max())]`, and `y` in `{2, sqrt(2), -sqrt(2)}` I get the following error statistics:
```
max_rel_error = 8.34405e-07
rms_rel_error = 2.76654e-07
```
If I widen the range to all normal float I see lower accuracy for arguments where the result is subnormal, e.g. for `y = sqrt(2)`:
```
max_rel_error = 0.666667
rms = 6.8727e-05
count = 1335165689
argmax = 2.56049e-32, 2.10195e-45 != 1.4013e-45
```
which seems reasonable, since these results are subnormals with only couple of significant bits left.
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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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For these to exist we would need to define `_USE_MATH_DEFINES` before
`cmath` or `math.h` is first included. However, we don't
control the include order for projects outside Eigen, so even defining
the macro in `Eigen/Core` does not fix the issue for projects that
end up including `<cmath>` before Eigen does (explicitly or transitively).
To fix this, we define `EIGEN_LOG2E` and `EIGEN_LN2` ourselves.
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This reverts commit 4d91519a9be061da5d300079fca17dd0b9328050.
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This fixes some gcc warnings such as:
```
Eigen/src/Core/GenericPacketMath.h:655:63: warning: implicit conversion turns floating-point number into bool: 'typename __gnu_cxx::__enable_if<__is_integer<bool>::__value, double>::__type' (aka 'double') to 'bool' [-Wimplicit-conversion-floating-point-to-bool]
Packet psqrt(const Packet& a) { EIGEN_USING_STD(sqrt); return sqrt(a); }
```
Details:
- Added `scalar_sqrt_op<bool>` (`-Wimplicit-conversion-floating-point-to-bool`).
- Added `scalar_square_op<bool>` and `scalar_cube_op<bool>`
specializations (`-Wint-in-bool-context`)
- Deprecated above specialized ops for bool.
- Modified `cxx11_tensor_block_eval` to specialize generator for
booleans (`-Wint-in-bool-context`) and to use `abs` instead of `square` to
avoid deprecated bool ops.
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`predux_fmax_nan` that implement reductions with `PropagateNaN`, and `PropagateNumbers` semantics. Add (slow) generic implementations for most reductions.
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across platforms.
Change test to only test for NaN-propagation for pfmin/pfmax.
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function + respective unit test
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single place, and can be replaced by other ops when constructing the first/final packet in linspaced_op_impl::packetOp.
I cannot measure any performance changes for SSE, AVX, or AVX512.
name old time/op new time/op delta
BM_LinSpace<float>/1 1.63ns ± 0% 1.63ns ± 0% ~ (p=0.762 n=5+5)
BM_LinSpace<float>/8 4.92ns ± 3% 4.89ns ± 3% ~ (p=0.421 n=5+5)
BM_LinSpace<float>/64 34.6ns ± 0% 34.6ns ± 0% ~ (p=0.841 n=5+5)
BM_LinSpace<float>/512 217ns ± 0% 217ns ± 0% ~ (p=0.421 n=5+5)
BM_LinSpace<float>/4k 1.68µs ± 0% 1.68µs ± 0% ~ (p=1.000 n=5+5)
BM_LinSpace<float>/32k 13.3µs ± 0% 13.3µs ± 0% ~ (p=0.905 n=5+4)
BM_LinSpace<float>/256k 107µs ± 0% 107µs ± 0% ~ (p=0.841 n=5+5)
BM_LinSpace<float>/1M 427µs ± 0% 427µs ± 0% ~ (p=0.690 n=5+5)
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* Add ptranspose<*,4> to support matmul and add unit test for Matrix<bool> * Matrix<bool>
* work around a bug in slicing of Tensor<bool>.
* Add tensor tests
This speeds up matmul for boolean matrices by about 10x
name old time/op new time/op delta
BM_MatMul<bool>/8 267ns ± 0% 479ns ± 0% +79.25% (p=0.008 n=5+5)
BM_MatMul<bool>/32 6.42µs ± 0% 0.87µs ± 0% -86.50% (p=0.008 n=5+5)
BM_MatMul<bool>/64 43.3µs ± 0% 5.9µs ± 0% -86.42% (p=0.008 n=5+5)
BM_MatMul<bool>/128 315µs ± 0% 44µs ± 0% -85.98% (p=0.008 n=5+5)
BM_MatMul<bool>/256 2.41ms ± 0% 0.34ms ± 0% -85.68% (p=0.008 n=5+5)
BM_MatMul<bool>/512 18.8ms ± 0% 2.7ms ± 0% -85.53% (p=0.008 n=5+5)
BM_MatMul<bool>/1k 149ms ± 0% 22ms ± 0% -85.40% (p=0.008 n=5+5)
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boolean operations on Tensors by up to 25x.
Benchmark numbers for the logical and of two NxN tensors:
name old time/op new time/op delta
BM_booleanAnd_1T/3 [using 1 threads] 14.6ns ± 0% 14.4ns ± 0% -0.96%
BM_booleanAnd_1T/4 [using 1 threads] 20.5ns ±12% 9.0ns ± 0% -56.07%
BM_booleanAnd_1T/7 [using 1 threads] 41.7ns ± 0% 10.5ns ± 0% -74.87%
BM_booleanAnd_1T/8 [using 1 threads] 52.1ns ± 0% 10.1ns ± 0% -80.59%
BM_booleanAnd_1T/10 [using 1 threads] 76.3ns ± 0% 13.8ns ± 0% -81.87%
BM_booleanAnd_1T/15 [using 1 threads] 167ns ± 0% 16ns ± 0% -90.45%
BM_booleanAnd_1T/16 [using 1 threads] 188ns ± 0% 16ns ± 0% -91.57%
BM_booleanAnd_1T/31 [using 1 threads] 667ns ± 0% 34ns ± 0% -94.83%
BM_booleanAnd_1T/32 [using 1 threads] 710ns ± 0% 35ns ± 0% -95.01%
BM_booleanAnd_1T/64 [using 1 threads] 2.80µs ± 0% 0.11µs ± 0% -95.93%
BM_booleanAnd_1T/128 [using 1 threads] 11.2µs ± 0% 0.4µs ± 0% -96.11%
BM_booleanAnd_1T/256 [using 1 threads] 44.6µs ± 0% 2.5µs ± 0% -94.31%
BM_booleanAnd_1T/512 [using 1 threads] 178µs ± 0% 10µs ± 0% -94.35%
BM_booleanAnd_1T/1k [using 1 threads] 717µs ± 0% 78µs ± 1% -89.07%
BM_booleanAnd_1T/2k [using 1 threads] 2.87ms ± 0% 0.31ms ± 1% -89.08%
BM_booleanAnd_1T/4k [using 1 threads] 11.7ms ± 0% 1.9ms ± 4% -83.55%
BM_booleanAnd_1T/10k [using 1 threads] 70.3ms ± 0% 17.2ms ± 4% -75.48%
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appears to be slightly slower.
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function were not set carefully enough in the original commit, and some arguments would cause the function to return values greater than 1. This change set the versions found by scanning all floating point numbers (using std::nextafterf()).
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This provides a new op that matches std::rint and previous behavior of
pround. Also adds corresponding unsupported/../Tensor op.
Performance is the same as e. g. floor (tested SSE/AVX).
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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
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https://bitbucket.org/eigen/eigen/commits/77b447c24e3344e43ff64eb932d4bb35a2db01ce
While providing a 50% speedup on Haswell+ processors, the large relative error outside [-18, 18] in this approximation causes problems, e.g., when computing gradients of activation functions like softplus in neural networks.
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Eigen unsupported modules on devices supporting SYCL.
* Adding SYCL memory model
* Enabling/Disabling SYCL backend in Core
* Supporting Vectorization
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paths of scalar_logistic_<float>.
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This is also important to make sure that A.conjugate() * B.conjugate() does not evaluate
its arguments into temporaries (e.g., if A and B are fixed and small, or * fall back to lazyProduct)
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Fix cost of division.
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about 50% faster than the existing version on Haswell using AVX.
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There are two major changes (and a few minor ones which are not listed here...see PR discussion for details)
1. Eigen::half implementations for HIP and CUDA have been merged.
This means that
- `CUDA/Half.h` and `HIP/hcc/Half.h` got merged to a new file `GPU/Half.h`
- `CUDA/PacketMathHalf.h` and `HIP/hcc/PacketMathHalf.h` got merged to a new file `GPU/PacketMathHalf.h`
- `CUDA/TypeCasting.h` and `HIP/hcc/TypeCasting.h` got merged to a new file `GPU/TypeCasting.h`
After this change the `HIP/hcc` directory only contains one file `math_constants.h`. That will go away too once that file becomes a part of the HIP install.
2. new macros EIGEN_GPUCC, EIGEN_GPU_COMPILE_PHASE and EIGEN_HAS_GPU_FP16 have been added and the code has been updated to use them where appropriate.
- `EIGEN_GPUCC` is the same as `(EIGEN_CUDACC || EIGEN_HIPCC)`
- `EIGEN_GPU_DEVICE_COMPILE` is the same as `(EIGEN_CUDA_ARCH || EIGEN_HIP_DEVICE_COMPILE)`
- `EIGEN_HAS_GPU_FP16` is the same as `(EIGEN_HAS_CUDA_FP16 or EIGEN_HAS_HIP_FP16)`
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