| Commit message (Collapse) | Author | Age |
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Current implementations fail to consider half-float packets, only
half-float scalars. Added specializations for packets on AVX, AVX512 and
NEON. Added tests to `special_packetmath`.
The current `special_functions` tests would fail for half and bfloat16 due to
lack of precision. The NEON tests also fail with precision issues and
due to different handling of `sqrt(inf)`, so special functions bessel, ndtri
have been disabled.
Tested with AVX, AVX512.
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SpecialFunctionsImpl.h.
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The errors were introduced by this commit : https://bitbucket.org/eigen/eigen/commits/d38e6fbc27abe0c354ffe90928f6741c378e76e1
After the above mentioned commit, some of the tests started failing with the following error
```
Building HIPCC object unsupported/test/CMakeFiles/cxx11_tensor_reduction_gpu_5.dir/cxx11_tensor_reduction_gpu_5_generated_cxx11_tensor_reduction_gpu.cu.o
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:70:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsHalf.h:28:22: error: call to 'erf' is ambiguous
return Eigen::half(Eigen::numext::erf(static_cast<float>(a)));
^~~~~~~~~~~~~~~~~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1600:7: note: candidate function [with T = float]
float erf(const float &x) { return ::erff(x); }
^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = float]
erf(const Scalar& x) {
^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:23: error: call to 'erf' is ambiguous
return make_double2(erf(a.x), erf(a.y));
^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
erf(const Scalar& x) {
^
In file included from /home/rocm-user/eigen/unsupported/test/cxx11_tensor_reduction_gpu.cu:16:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/Tensor:29:
In file included from /home/rocm-user/eigen/unsupported/Eigen/CXX11/../SpecialFunctions:75:
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/arch/GPU/GpuSpecialFunctions.h:87:33: error: call to 'erf' is ambiguous
return make_double2(erf(a.x), erf(a.y));
^~~
/home/rocm-user/eigen/unsupported/test/../../Eigen/src/Core/MathFunctions.h:1603:8: note: candidate function [with T = double]
double erf(const double &x) { return ::erf(x); }
^
/home/rocm-user/eigen/unsupported/Eigen/CXX11/../src/SpecialFunctions/SpecialFunctionsImpl.h:1897:5: note: candidate function [with Scalar = double]
erf(const Scalar& x) {
^
3 errors generated.
```
This PR fixes the compile error by removing the "old" implementation for "erf" (assuming that the "new" implementation is what we want going forward. from a GPU point-of-view both implementations are the same).
This PR also fixes what seems like a cut-n-paste error in the aforementioned commit
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Add generic PacketMath implementation of the Error Function (erf).
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- Split SpecialFunctions files in to a separate BesselFunctions file.
In particular add:
- Modified bessel functions of the second kind k0, k1, k0e, k1e
- Bessel functions of the first kind j0, j1
- Bessel functions of the second kind y0, y1
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- 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.
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The fixes needed are
* adding EIGEN_DEVICE_FUNC attribute to a couple of funcs (else HIPCC will error out when non-device funcs are called from global/device funcs)
* switching to using ::<math_func> instead std::<math_func> (only for HIPCC) in cases where the std::<math_func> is not recognized as a device func by HIPCC
* removing an errant "j" from a testcase (don't know how that made it in to begin with!)
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* Modifying TensorDeviceSYCL to use `EIGEN_THROW_X`.
* Modifying TensorMacro to use `EIGEN_TRY/CATCH(X)` macro.
* Modifying TensorReverse.h to use `EIGEN_DEVICE_REF` instead of `&`.
* Fixing the SYCL device macro in SpecialFunctionsImpl.h.
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The major changes are
1. Moving CUDA/PacketMath.h to GPU/PacketMath.h
2. Moving CUDA/MathFunctions.h to GPU/MathFunction.h
3. Moving CUDA/CudaSpecialFunctions.h to GPU/GpuSpecialFunctions.h
The above three changes effectively enable the Eigen "Packet" layer for the HIP platform
4. Merging the "hip_basic" and "cuda_basic" unit tests into one ("gpu_basic")
5. Updating the "EIGEN_DEVICE_FUNC" marking in some places
The change has been tested on the HIP and CUDA platforms.
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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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The commit with Bessel functions i0e and i1e placed the ifdef/endif incorrectly,
causing i0e/i1e to be undefined when EIGEN_HAS_C99_MATH=0. These functions do not
actually require C99 math, so now they are always available.
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Previously, when computing the derivative, it used a relative error threshold. Now it uses an absolute error threshold. The behavior for computing the value is unchanged. This makes more sense since we do not expect the derivative to often be close to zero. This change makes the derivatives about 30% faster across the board. The error for the igamma_der_a is almost unchanged, while for gamma_sample_der_alpha it is a bit worse for float32 and unchanged for float64.
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variable.
In addition to igamma(a, x), this code implements:
* igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter
* gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter
The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
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This commit enables the use of Eigen on HIP kernels / AMD GPUs. Support has been added along the same lines as what already exists for using Eigen in CUDA kernels / NVidia GPUs.
Application code needs to explicitly define EIGEN_USE_HIP when using Eigen in HIP kernels. This is because some of the CUDA headers get picked up by default during Eigen compile (irrespective of whether or not the underlying compiler is CUDACC/NVCC, for e.g. Eigen/src/Core/arch/CUDA/Half.h). In order to maintain this behavior, the EIGEN_USE_HIP macro is used to switch to using the HIP version of those header files (see Eigen/Core and unsupported/Eigen/CXX11/Tensor)
Use the "-DEIGEN_TEST_HIP" cmake option to enable the HIP specific unit tests.
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The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x)
The code is ported from Cephes and tested against SciPy.
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Check for nan inputs and propagate them immediately. Limit the number of internal iterations to 2000 (same number as used by scipy.special.gammainc). This prevents an infinite loop when the function is called with nan or very large arguments.
Original change by mfirgunov@google.com
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aliases
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isn't available on MacOS
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Fix type in lgamma_impl<double>.
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install(DIRECTORY ...) command.
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currently in unsupported/.
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