// This file is part of Eigen, a lightweight C++ template library // for linear algebra. // // Copyright (C) 2007 Julien Pommier // Copyright (C) 2014 Pedro Gonnet (pedro.gonnet@gmail.com) // Copyright (C) 2009-2019 Gael Guennebaud // // This Source Code Form is subject to the terms of the Mozilla // Public License v. 2.0. If a copy of the MPL was not distributed // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. /* The exp and log functions of this file initially come from * Julien Pommier's sse math library: http://gruntthepeon.free.fr/ssemath/ */ #ifndef EIGEN_ARCH_GENERIC_PACKET_MATH_FUNCTIONS_H #define EIGEN_ARCH_GENERIC_PACKET_MATH_FUNCTIONS_H namespace Eigen { namespace internal { // Creates a Scalar integer type with same bit-width. template struct make_integer; template<> struct make_integer { typedef numext::int32_t type; }; template<> struct make_integer { typedef numext::int64_t type; }; template<> struct make_integer { typedef numext::int16_t type; }; template<> struct make_integer { typedef numext::int16_t type; }; template EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Packet pfrexp_generic_get_biased_exponent(const Packet& a) { typedef typename unpacket_traits::type Scalar; typedef typename unpacket_traits::integer_packet PacketI; enum { mantissa_bits = numext::numeric_limits::digits - 1}; return pcast(plogical_shift_right(preinterpret(pabs(a)))); } // Safely applies frexp, correctly handles denormals. // Assumes IEEE floating point format. template EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Packet pfrexp_generic(const Packet& a, Packet& exponent) { typedef typename unpacket_traits::type Scalar; typedef typename make_unsigned::type>::type ScalarUI; enum { TotalBits = sizeof(Scalar) * CHAR_BIT, MantissaBits = numext::numeric_limits::digits - 1, ExponentBits = int(TotalBits) - int(MantissaBits) - 1 }; EIGEN_CONSTEXPR ScalarUI scalar_sign_mantissa_mask = ~(((ScalarUI(1) << int(ExponentBits)) - ScalarUI(1)) << int(MantissaBits)); // ~0x7f800000 const Packet sign_mantissa_mask = pset1frombits(static_cast(scalar_sign_mantissa_mask)); const Packet half = pset1(Scalar(0.5)); const Packet zero = pzero(a); const Packet normal_min = pset1((numext::numeric_limits::min)()); // Minimum normal value, 2^-126 // To handle denormals, normalize by multiplying by 2^(int(MantissaBits)+1). const Packet is_denormal = pcmp_lt(pabs(a), normal_min); EIGEN_CONSTEXPR ScalarUI scalar_normalization_offset = ScalarUI(int(MantissaBits) + 1); // 24 // The following cannot be constexpr because bfloat16(uint16_t) is not constexpr. const Scalar scalar_normalization_factor = Scalar(ScalarUI(1) << int(scalar_normalization_offset)); // 2^24 const Packet normalization_factor = pset1(scalar_normalization_factor); const Packet normalized_a = pselect(is_denormal, pmul(a, normalization_factor), a); // Determine exponent offset: -126 if normal, -126-24 if denormal const Scalar scalar_exponent_offset = -Scalar((ScalarUI(1)<<(int(ExponentBits)-1)) - ScalarUI(2)); // -126 Packet exponent_offset = pset1(scalar_exponent_offset); const Packet normalization_offset = pset1(-Scalar(scalar_normalization_offset)); // -24 exponent_offset = pselect(is_denormal, padd(exponent_offset, normalization_offset), exponent_offset); // Determine exponent and mantissa from normalized_a. exponent = pfrexp_generic_get_biased_exponent(normalized_a); // Zero, Inf and NaN return 'a' unmodified, exponent is zero // (technically the exponent is unspecified for inf/NaN, but GCC/Clang set it to zero) const Scalar scalar_non_finite_exponent = Scalar((ScalarUI(1) << int(ExponentBits)) - ScalarUI(1)); // 255 const Packet non_finite_exponent = pset1(scalar_non_finite_exponent); const Packet is_zero_or_not_finite = por(pcmp_eq(a, zero), pcmp_eq(exponent, non_finite_exponent)); const Packet m = pselect(is_zero_or_not_finite, a, por(pand(normalized_a, sign_mantissa_mask), half)); exponent = pselect(is_zero_or_not_finite, zero, padd(exponent, exponent_offset)); return m; } // Safely applies ldexp, correctly handles overflows, underflows and denormals. // Assumes IEEE floating point format. template EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Packet pldexp_generic(const Packet& a, const Packet& exponent) { // We want to return a * 2^exponent, allowing for all possible integer // exponents without overflowing or underflowing in intermediate // computations. // // Since 'a' and the output can be denormal, the maximum range of 'exponent' // to consider for a float is: // -255-23 -> 255+23 // Below -278 any finite float 'a' will become zero, and above +278 any // finite float will become inf, including when 'a' is the smallest possible // denormal. // // Unfortunately, 2^(278) cannot be represented using either one or two // finite normal floats, so we must split the scale factor into at least // three parts. It turns out to be faster to split 'exponent' into four // factors, since [exponent>>2] is much faster to compute that [exponent/3]. // // Set e = min(max(exponent, -278), 278); // b = floor(e/4); // out = ((((a * 2^(b)) * 2^(b)) * 2^(b)) * 2^(e-3*b)) // // This will avoid any intermediate overflows and correctly handle 0, inf, // NaN cases. typedef typename unpacket_traits::integer_packet PacketI; typedef typename unpacket_traits::type Scalar; typedef typename unpacket_traits::type ScalarI; enum { TotalBits = sizeof(Scalar) * CHAR_BIT, MantissaBits = numext::numeric_limits::digits - 1, ExponentBits = int(TotalBits) - int(MantissaBits) - 1 }; const Packet max_exponent = pset1(Scalar((ScalarI(1)<((ScalarI(1)<<(int(ExponentBits)-1)) - ScalarI(1)); // 127 const PacketI e = pcast(pmin(pmax(exponent, pnegate(max_exponent)), max_exponent)); PacketI b = parithmetic_shift_right<2>(e); // floor(e/4); Packet c = preinterpret(plogical_shift_left(padd(b, bias))); // 2^b Packet out = pmul(pmul(pmul(a, c), c), c); // a * 2^(3b) b = psub(psub(psub(e, b), b), b); // e - 3b c = preinterpret(plogical_shift_left(padd(b, bias))); // 2^(e-3*b) out = pmul(out, c); return out; } // Explicitly multiplies // a * (2^e) // clamping e to the range // [NumTraits::min_exponent()-2, NumTraits::max_exponent()] // // This is approx 7x faster than pldexp_impl, but will prematurely over/underflow // if 2^e doesn't fit into a normal floating-point Scalar. // // Assumes IEEE floating point format template struct pldexp_fast_impl { typedef typename unpacket_traits::integer_packet PacketI; typedef typename unpacket_traits::type Scalar; typedef typename unpacket_traits::type ScalarI; enum { TotalBits = sizeof(Scalar) * CHAR_BIT, MantissaBits = numext::numeric_limits::digits - 1, ExponentBits = int(TotalBits) - int(MantissaBits) - 1 }; static EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Packet run(const Packet& a, const Packet& exponent) { const Packet bias = pset1(Scalar((ScalarI(1)<<(int(ExponentBits)-1)) - ScalarI(1))); // 127 const Packet limit = pset1(Scalar((ScalarI(1)<(pmin(pmax(padd(exponent, bias), pzero(limit)), limit)); // exponent + 127 // return a * (2^e) return pmul(a, preinterpret(plogical_shift_left(e))); } }; // Natural or base 2 logarithm. // Computes log(x) as log(2^e * m) = C*e + log(m), where the constant C =log(2) // and m is in the range [sqrt(1/2),sqrt(2)). In this range, the logarithm can // be easily approximated by a polynomial centered on m=1 for stability. // TODO(gonnet): Further reduce the interval allowing for lower-degree // polynomial interpolants -> ... -> profit! template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet plog_impl_float(const Packet _x) { Packet x = _x; const Packet cst_1 = pset1(1.0f); const Packet cst_neg_half = pset1(-0.5f); // The smallest non denormalized float number. const Packet cst_min_norm_pos = pset1frombits( 0x00800000u); const Packet cst_minus_inf = pset1frombits( 0xff800000u); const Packet cst_pos_inf = pset1frombits( 0x7f800000u); // Polynomial coefficients. const Packet cst_cephes_SQRTHF = pset1(0.707106781186547524f); const Packet cst_cephes_log_p0 = pset1(7.0376836292E-2f); const Packet cst_cephes_log_p1 = pset1(-1.1514610310E-1f); const Packet cst_cephes_log_p2 = pset1(1.1676998740E-1f); const Packet cst_cephes_log_p3 = pset1(-1.2420140846E-1f); const Packet cst_cephes_log_p4 = pset1(+1.4249322787E-1f); const Packet cst_cephes_log_p5 = pset1(-1.6668057665E-1f); const Packet cst_cephes_log_p6 = pset1(+2.0000714765E-1f); const Packet cst_cephes_log_p7 = pset1(-2.4999993993E-1f); const Packet cst_cephes_log_p8 = pset1(+3.3333331174E-1f); // Truncate input values to the minimum positive normal. x = pmax(x, cst_min_norm_pos); Packet e; // extract significant in the range [0.5,1) and exponent x = pfrexp(x,e); // part2: Shift the inputs from the range [0.5,1) to [sqrt(1/2),sqrt(2)) // and shift by -1. The values are then centered around 0, which improves // the stability of the polynomial evaluation. // if( x < SQRTHF ) { // e -= 1; // x = x + x - 1.0; // } else { x = x - 1.0; } Packet mask = pcmp_lt(x, cst_cephes_SQRTHF); Packet tmp = pand(x, mask); x = psub(x, cst_1); e = psub(e, pand(cst_1, mask)); x = padd(x, tmp); Packet x2 = pmul(x, x); Packet x3 = pmul(x2, x); // Evaluate the polynomial approximant of degree 8 in three parts, probably // to improve instruction-level parallelism. Packet y, y1, y2; y = pmadd(cst_cephes_log_p0, x, cst_cephes_log_p1); y1 = pmadd(cst_cephes_log_p3, x, cst_cephes_log_p4); y2 = pmadd(cst_cephes_log_p6, x, cst_cephes_log_p7); y = pmadd(y, x, cst_cephes_log_p2); y1 = pmadd(y1, x, cst_cephes_log_p5); y2 = pmadd(y2, x, cst_cephes_log_p8); y = pmadd(y, x3, y1); y = pmadd(y, x3, y2); y = pmul(y, x3); y = pmadd(cst_neg_half, x2, y); x = padd(x, y); // Add the logarithm of the exponent back to the result of the interpolation. if (base2) { const Packet cst_log2e = pset1(static_cast(EIGEN_LOG2E)); x = pmadd(x, cst_log2e, e); } else { const Packet cst_ln2 = pset1(static_cast(EIGEN_LN2)); x = pmadd(e, cst_ln2, x); } Packet invalid_mask = pcmp_lt_or_nan(_x, pzero(_x)); Packet iszero_mask = pcmp_eq(_x,pzero(_x)); Packet pos_inf_mask = pcmp_eq(_x,cst_pos_inf); // Filter out invalid inputs, i.e.: // - negative arg will be NAN // - 0 will be -INF // - +INF will be +INF return pselect(iszero_mask, cst_minus_inf, por(pselect(pos_inf_mask,cst_pos_inf,x), invalid_mask)); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet plog_float(const Packet _x) { return plog_impl_float(_x); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet plog2_float(const Packet _x) { return plog_impl_float(_x); } /* Returns the base e (2.718...) or base 2 logarithm of x. * The argument is separated into its exponent and fractional parts. * The logarithm of the fraction in the interval [sqrt(1/2), sqrt(2)], * is approximated by * * log(1+x) = x - 0.5 x**2 + x**3 P(x)/Q(x). * * for more detail see: http://www.netlib.org/cephes/ */ template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet plog_impl_double(const Packet _x) { Packet x = _x; const Packet cst_1 = pset1(1.0); const Packet cst_neg_half = pset1(-0.5); // The smallest non denormalized double. const Packet cst_min_norm_pos = pset1frombits( static_cast(0x0010000000000000ull)); const Packet cst_minus_inf = pset1frombits( static_cast(0xfff0000000000000ull)); const Packet cst_pos_inf = pset1frombits( static_cast(0x7ff0000000000000ull)); // Polynomial Coefficients for log(1+x) = x - x**2/2 + x**3 P(x)/Q(x) // 1/sqrt(2) <= x < sqrt(2) const Packet cst_cephes_SQRTHF = pset1(0.70710678118654752440E0); const Packet cst_cephes_log_p0 = pset1(1.01875663804580931796E-4); const Packet cst_cephes_log_p1 = pset1(4.97494994976747001425E-1); const Packet cst_cephes_log_p2 = pset1(4.70579119878881725854E0); const Packet cst_cephes_log_p3 = pset1(1.44989225341610930846E1); const Packet cst_cephes_log_p4 = pset1(1.79368678507819816313E1); const Packet cst_cephes_log_p5 = pset1(7.70838733755885391666E0); const Packet cst_cephes_log_q0 = pset1(1.0); const Packet cst_cephes_log_q1 = pset1(1.12873587189167450590E1); const Packet cst_cephes_log_q2 = pset1(4.52279145837532221105E1); const Packet cst_cephes_log_q3 = pset1(8.29875266912776603211E1); const Packet cst_cephes_log_q4 = pset1(7.11544750618563894466E1); const Packet cst_cephes_log_q5 = pset1(2.31251620126765340583E1); // Truncate input values to the minimum positive normal. x = pmax(x, cst_min_norm_pos); Packet e; // extract significant in the range [0.5,1) and exponent x = pfrexp(x,e); // Shift the inputs from the range [0.5,1) to [sqrt(1/2),sqrt(2)) // and shift by -1. The values are then centered around 0, which improves // the stability of the polynomial evaluation. // if( x < SQRTHF ) { // e -= 1; // x = x + x - 1.0; // } else { x = x - 1.0; } Packet mask = pcmp_lt(x, cst_cephes_SQRTHF); Packet tmp = pand(x, mask); x = psub(x, cst_1); e = psub(e, pand(cst_1, mask)); x = padd(x, tmp); Packet x2 = pmul(x, x); Packet x3 = pmul(x2, x); // Evaluate the polynomial approximant , probably to improve instruction-level parallelism. // y = x - 0.5*x^2 + x^3 * polevl( x, P, 5 ) / p1evl( x, Q, 5 ) ); Packet y, y1, y_; y = pmadd(cst_cephes_log_p0, x, cst_cephes_log_p1); y1 = pmadd(cst_cephes_log_p3, x, cst_cephes_log_p4); y = pmadd(y, x, cst_cephes_log_p2); y1 = pmadd(y1, x, cst_cephes_log_p5); y_ = pmadd(y, x3, y1); y = pmadd(cst_cephes_log_q0, x, cst_cephes_log_q1); y1 = pmadd(cst_cephes_log_q3, x, cst_cephes_log_q4); y = pmadd(y, x, cst_cephes_log_q2); y1 = pmadd(y1, x, cst_cephes_log_q5); y = pmadd(y, x3, y1); y_ = pmul(y_, x3); y = pdiv(y_, y); y = pmadd(cst_neg_half, x2, y); x = padd(x, y); // Add the logarithm of the exponent back to the result of the interpolation. if (base2) { const Packet cst_log2e = pset1(static_cast(EIGEN_LOG2E)); x = pmadd(x, cst_log2e, e); } else { const Packet cst_ln2 = pset1(static_cast(EIGEN_LN2)); x = pmadd(e, cst_ln2, x); } Packet invalid_mask = pcmp_lt_or_nan(_x, pzero(_x)); Packet iszero_mask = pcmp_eq(_x,pzero(_x)); Packet pos_inf_mask = pcmp_eq(_x,cst_pos_inf); // Filter out invalid inputs, i.e.: // - negative arg will be NAN // - 0 will be -INF // - +INF will be +INF return pselect(iszero_mask, cst_minus_inf, por(pselect(pos_inf_mask,cst_pos_inf,x), invalid_mask)); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet plog_double(const Packet _x) { return plog_impl_double(_x); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet plog2_double(const Packet _x) { return plog_impl_double(_x); } /** \internal \returns log(1 + x) computed using W. Kahan's formula. See: http://www.plunk.org/~hatch/rightway.php */ template Packet generic_plog1p(const Packet& x) { typedef typename unpacket_traits::type ScalarType; const Packet one = pset1(ScalarType(1)); Packet xp1 = padd(x, one); Packet small_mask = pcmp_eq(xp1, one); Packet log1 = plog(xp1); Packet inf_mask = pcmp_eq(xp1, log1); Packet log_large = pmul(x, pdiv(log1, psub(xp1, one))); return pselect(por(small_mask, inf_mask), x, log_large); } /** \internal \returns exp(x)-1 computed using W. Kahan's formula. See: http://www.plunk.org/~hatch/rightway.php */ template Packet generic_expm1(const Packet& x) { typedef typename unpacket_traits::type ScalarType; const Packet one = pset1(ScalarType(1)); const Packet neg_one = pset1(ScalarType(-1)); Packet u = pexp(x); Packet one_mask = pcmp_eq(u, one); Packet u_minus_one = psub(u, one); Packet neg_one_mask = pcmp_eq(u_minus_one, neg_one); Packet logu = plog(u); // The following comparison is to catch the case where // exp(x) = +inf. It is written in this way to avoid having // to form the constant +inf, which depends on the packet // type. Packet pos_inf_mask = pcmp_eq(logu, u); Packet expm1 = pmul(u_minus_one, pdiv(x, logu)); expm1 = pselect(pos_inf_mask, u, expm1); return pselect(one_mask, x, pselect(neg_one_mask, neg_one, expm1)); } // Exponential function. Works by writing "x = m*log(2) + r" where // "m = floor(x/log(2)+1/2)" and "r" is the remainder. The result is then // "exp(x) = 2^m*exp(r)" where exp(r) is in the range [-1,1). template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet pexp_float(const Packet _x) { const Packet cst_1 = pset1(1.0f); const Packet cst_half = pset1(0.5f); const Packet cst_exp_hi = pset1( 88.723f); const Packet cst_exp_lo = pset1(-88.723f); const Packet cst_cephes_LOG2EF = pset1(1.44269504088896341f); const Packet cst_cephes_exp_p0 = pset1(1.9875691500E-4f); const Packet cst_cephes_exp_p1 = pset1(1.3981999507E-3f); const Packet cst_cephes_exp_p2 = pset1(8.3334519073E-3f); const Packet cst_cephes_exp_p3 = pset1(4.1665795894E-2f); const Packet cst_cephes_exp_p4 = pset1(1.6666665459E-1f); const Packet cst_cephes_exp_p5 = pset1(5.0000001201E-1f); // Clamp x. Packet x = pmax(pmin(_x, cst_exp_hi), cst_exp_lo); // Express exp(x) as exp(m*ln(2) + r), start by extracting // m = floor(x/ln(2) + 0.5). Packet m = pfloor(pmadd(x, cst_cephes_LOG2EF, cst_half)); // Get r = x - m*ln(2). If no FMA instructions are available, m*ln(2) is // subtracted out in two parts, m*C1+m*C2 = m*ln(2), to avoid accumulating // truncation errors. const Packet cst_cephes_exp_C1 = pset1(-0.693359375f); const Packet cst_cephes_exp_C2 = pset1(2.12194440e-4f); Packet r = pmadd(m, cst_cephes_exp_C1, x); r = pmadd(m, cst_cephes_exp_C2, r); Packet r2 = pmul(r, r); Packet r3 = pmul(r2, r); // Evaluate the polynomial approximant,improved by instruction-level parallelism. Packet y, y1, y2; y = pmadd(cst_cephes_exp_p0, r, cst_cephes_exp_p1); y1 = pmadd(cst_cephes_exp_p3, r, cst_cephes_exp_p4); y2 = padd(r, cst_1); y = pmadd(y, r, cst_cephes_exp_p2); y1 = pmadd(y1, r, cst_cephes_exp_p5); y = pmadd(y, r3, y1); y = pmadd(y, r2, y2); // Return 2^m * exp(r). // TODO: replace pldexp with faster implementation since y in [-1, 1). return pmax(pldexp(y,m), _x); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet pexp_double(const Packet _x) { Packet x = _x; const Packet cst_1 = pset1(1.0); const Packet cst_2 = pset1(2.0); const Packet cst_half = pset1(0.5); const Packet cst_exp_hi = pset1(709.784); const Packet cst_exp_lo = pset1(-709.784); const Packet cst_cephes_LOG2EF = pset1(1.4426950408889634073599); const Packet cst_cephes_exp_p0 = pset1(1.26177193074810590878e-4); const Packet cst_cephes_exp_p1 = pset1(3.02994407707441961300e-2); const Packet cst_cephes_exp_p2 = pset1(9.99999999999999999910e-1); const Packet cst_cephes_exp_q0 = pset1(3.00198505138664455042e-6); const Packet cst_cephes_exp_q1 = pset1(2.52448340349684104192e-3); const Packet cst_cephes_exp_q2 = pset1(2.27265548208155028766e-1); const Packet cst_cephes_exp_q3 = pset1(2.00000000000000000009e0); const Packet cst_cephes_exp_C1 = pset1(0.693145751953125); const Packet cst_cephes_exp_C2 = pset1(1.42860682030941723212e-6); Packet tmp, fx; // clamp x x = pmax(pmin(x, cst_exp_hi), cst_exp_lo); // Express exp(x) as exp(g + n*log(2)). fx = pmadd(cst_cephes_LOG2EF, x, cst_half); // Get the integer modulus of log(2), i.e. the "n" described above. fx = pfloor(fx); // Get the remainder modulo log(2), i.e. the "g" described above. Subtract // n*log(2) out in two steps, i.e. n*C1 + n*C2, C1+C2=log2 to get the last // digits right. tmp = pmul(fx, cst_cephes_exp_C1); Packet z = pmul(fx, cst_cephes_exp_C2); x = psub(x, tmp); x = psub(x, z); Packet x2 = pmul(x, x); // Evaluate the numerator polynomial of the rational interpolant. Packet px = cst_cephes_exp_p0; px = pmadd(px, x2, cst_cephes_exp_p1); px = pmadd(px, x2, cst_cephes_exp_p2); px = pmul(px, x); // Evaluate the denominator polynomial of the rational interpolant. Packet qx = cst_cephes_exp_q0; qx = pmadd(qx, x2, cst_cephes_exp_q1); qx = pmadd(qx, x2, cst_cephes_exp_q2); qx = pmadd(qx, x2, cst_cephes_exp_q3); // I don't really get this bit, copied from the SSE2 routines, so... // TODO(gonnet): Figure out what is going on here, perhaps find a better // rational interpolant? x = pdiv(px, psub(qx, px)); x = pmadd(cst_2, x, cst_1); // Construct the result 2^n * exp(g) = e * x. The max is used to catch // non-finite values in the input. // TODO: replace pldexp with faster implementation since x in [-1, 1). return pmax(pldexp(x,fx), _x); } // The following code is inspired by the following stack-overflow answer: // https://stackoverflow.com/questions/30463616/payne-hanek-algorithm-implementation-in-c/30465751#30465751 // It has been largely optimized: // - By-pass calls to frexp. // - Aligned loads of required 96 bits of 2/pi. This is accomplished by // (1) balancing the mantissa and exponent to the required bits of 2/pi are // aligned on 8-bits, and (2) replicating the storage of the bits of 2/pi. // - Avoid a branch in rounding and extraction of the remaining fractional part. // Overall, I measured a speed up higher than x2 on x86-64. inline float trig_reduce_huge (float xf, int *quadrant) { using Eigen::numext::int32_t; using Eigen::numext::uint32_t; using Eigen::numext::int64_t; using Eigen::numext::uint64_t; const double pio2_62 = 3.4061215800865545e-19; // pi/2 * 2^-62 const uint64_t zero_dot_five = uint64_t(1) << 61; // 0.5 in 2.62-bit fixed-point foramt // 192 bits of 2/pi for Payne-Hanek reduction // Bits are introduced by packet of 8 to enable aligned reads. static const uint32_t two_over_pi [] = { 0x00000028, 0x000028be, 0x0028be60, 0x28be60db, 0xbe60db93, 0x60db9391, 0xdb939105, 0x9391054a, 0x91054a7f, 0x054a7f09, 0x4a7f09d5, 0x7f09d5f4, 0x09d5f47d, 0xd5f47d4d, 0xf47d4d37, 0x7d4d3770, 0x4d377036, 0x377036d8, 0x7036d8a5, 0x36d8a566, 0xd8a5664f, 0xa5664f10, 0x664f10e4, 0x4f10e410, 0x10e41000, 0xe4100000 }; uint32_t xi = numext::bit_cast(xf); // Below, -118 = -126 + 8. // -126 is to get the exponent, // +8 is to enable alignment of 2/pi's bits on 8 bits. // This is possible because the fractional part of x as only 24 meaningful bits. uint32_t e = (xi >> 23) - 118; // Extract the mantissa and shift it to align it wrt the exponent xi = ((xi & 0x007fffffu)| 0x00800000u) << (e & 0x7); uint32_t i = e >> 3; uint32_t twoopi_1 = two_over_pi[i-1]; uint32_t twoopi_2 = two_over_pi[i+3]; uint32_t twoopi_3 = two_over_pi[i+7]; // Compute x * 2/pi in 2.62-bit fixed-point format. uint64_t p; p = uint64_t(xi) * twoopi_3; p = uint64_t(xi) * twoopi_2 + (p >> 32); p = (uint64_t(xi * twoopi_1) << 32) + p; // Round to nearest: add 0.5 and extract integral part. uint64_t q = (p + zero_dot_five) >> 62; *quadrant = int(q); // Now it remains to compute "r = x - q*pi/2" with high accuracy, // since we have p=x/(pi/2) with high accuracy, we can more efficiently compute r as: // r = (p-q)*pi/2, // where the product can be be carried out with sufficient accuracy using double precision. p -= q<<62; return float(double(int64_t(p)) * pio2_62); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED #if EIGEN_GNUC_AT_LEAST(4,4) && EIGEN_COMP_GNUC_STRICT __attribute__((optimize("-fno-unsafe-math-optimizations"))) #endif Packet psincos_float(const Packet& _x) { typedef typename unpacket_traits::integer_packet PacketI; const Packet cst_2oPI = pset1(0.636619746685028076171875f); // 2/PI const Packet cst_rounding_magic = pset1(12582912); // 2^23 for rounding const PacketI csti_1 = pset1(1); const Packet cst_sign_mask = pset1frombits(0x80000000u); Packet x = pabs(_x); // Scale x by 2/Pi to find x's octant. Packet y = pmul(x, cst_2oPI); // Rounding trick: Packet y_round = padd(y, cst_rounding_magic); EIGEN_OPTIMIZATION_BARRIER(y_round) PacketI y_int = preinterpret(y_round); // last 23 digits represent integer (if abs(x)<2^24) y = psub(y_round, cst_rounding_magic); // nearest integer to x*4/pi // Reduce x by y octants to get: -Pi/4 <= x <= +Pi/4 // using "Extended precision modular arithmetic" #if defined(EIGEN_HAS_SINGLE_INSTRUCTION_MADD) // This version requires true FMA for high accuracy // It provides a max error of 1ULP up to (with absolute_error < 5.9605e-08): const float huge_th = ComputeSine ? 117435.992f : 71476.0625f; x = pmadd(y, pset1(-1.57079601287841796875f), x); x = pmadd(y, pset1(-3.1391647326017846353352069854736328125e-07f), x); x = pmadd(y, pset1(-5.390302529957764765544681040410068817436695098876953125e-15f), x); #else // Without true FMA, the previous set of coefficients maintain 1ULP accuracy // up to x<15.7 (for sin), but accuracy is immediately lost for x>15.7. // We thus use one more iteration to maintain 2ULPs up to reasonably large inputs. // The following set of coefficients maintain 1ULP up to 9.43 and 14.16 for sin and cos respectively. // and 2 ULP up to: const float huge_th = ComputeSine ? 25966.f : 18838.f; x = pmadd(y, pset1(-1.5703125), x); // = 0xbfc90000 EIGEN_OPTIMIZATION_BARRIER(x) x = pmadd(y, pset1(-0.000483989715576171875), x); // = 0xb9fdc000 EIGEN_OPTIMIZATION_BARRIER(x) x = pmadd(y, pset1(1.62865035235881805419921875e-07), x); // = 0x342ee000 x = pmadd(y, pset1(5.5644315544167710640977020375430583953857421875e-11), x); // = 0x2e74b9ee // For the record, the following set of coefficients maintain 2ULP up // to a slightly larger range: // const float huge_th = ComputeSine ? 51981.f : 39086.125f; // but it slightly fails to maintain 1ULP for two values of sin below pi. // x = pmadd(y, pset1(-3.140625/2.), x); // x = pmadd(y, pset1(-0.00048351287841796875), x); // x = pmadd(y, pset1(-3.13855707645416259765625e-07), x); // x = pmadd(y, pset1(-6.0771006282767103812147979624569416046142578125e-11), x); // For the record, with only 3 iterations it is possible to maintain // 1 ULP up to 3PI (maybe more) and 2ULP up to 255. // The coefficients are: 0xbfc90f80, 0xb7354480, 0x2e74b9ee #endif if(predux_any(pcmp_le(pset1(huge_th),pabs(_x)))) { const int PacketSize = unpacket_traits::size; EIGEN_ALIGN_TO_BOUNDARY(sizeof(Packet)) float vals[PacketSize]; EIGEN_ALIGN_TO_BOUNDARY(sizeof(Packet)) float x_cpy[PacketSize]; EIGEN_ALIGN_TO_BOUNDARY(sizeof(Packet)) int y_int2[PacketSize]; pstoreu(vals, pabs(_x)); pstoreu(x_cpy, x); pstoreu(y_int2, y_int); for(int k=0; k=huge_th && (numext::isfinite)(val)) x_cpy[k] = trig_reduce_huge(val,&y_int2[k]); } x = ploadu(x_cpy); y_int = ploadu(y_int2); } // Compute the sign to apply to the polynomial. // sin: sign = second_bit(y_int) xor signbit(_x) // cos: sign = second_bit(y_int+1) Packet sign_bit = ComputeSine ? pxor(_x, preinterpret(plogical_shift_left<30>(y_int))) : preinterpret(plogical_shift_left<30>(padd(y_int,csti_1))); sign_bit = pand(sign_bit, cst_sign_mask); // clear all but left most bit // Get the polynomial selection mask from the second bit of y_int // We'll calculate both (sin and cos) polynomials and then select from the two. Packet poly_mask = preinterpret(pcmp_eq(pand(y_int, csti_1), pzero(y_int))); Packet x2 = pmul(x,x); // Evaluate the cos(x) polynomial. (-Pi/4 <= x <= Pi/4) Packet y1 = pset1(2.4372266125283204019069671630859375e-05f); y1 = pmadd(y1, x2, pset1(-0.00138865201734006404876708984375f )); y1 = pmadd(y1, x2, pset1(0.041666619479656219482421875f )); y1 = pmadd(y1, x2, pset1(-0.5f)); y1 = pmadd(y1, x2, pset1(1.f)); // Evaluate the sin(x) polynomial. (Pi/4 <= x <= Pi/4) // octave/matlab code to compute those coefficients: // x = (0:0.0001:pi/4)'; // A = [x.^3 x.^5 x.^7]; // w = ((1.-(x/(pi/4)).^2).^5)*2000+1; # weights trading relative accuracy // c = (A'*diag(w)*A)\(A'*diag(w)*(sin(x)-x)); # weighted LS, linear coeff forced to 1 // printf('%.64f\n %.64f\n%.64f\n', c(3), c(2), c(1)) // Packet y2 = pset1(-0.0001959234114083702898469196984621021329076029360294342041015625f); y2 = pmadd(y2, x2, pset1( 0.0083326873655616851693794799871284340042620897293090820312500000f)); y2 = pmadd(y2, x2, pset1(-0.1666666203982298255503735617821803316473960876464843750000000000f)); y2 = pmul(y2, x2); y2 = pmadd(y2, x, x); // Select the correct result from the two polynomials. y = ComputeSine ? pselect(poly_mask,y2,y1) : pselect(poly_mask,y1,y2); // Update the sign and filter huge inputs return pxor(y, sign_bit); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet psin_float(const Packet& x) { return psincos_float(x); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet pcos_float(const Packet& x) { return psincos_float(x); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet pdiv_complex(const Packet& x, const Packet& y) { typedef typename unpacket_traits::as_real RealPacket; // In the following we annotate the code for the case where the inputs // are a pair length-2 SIMD vectors representing a single pair of complex // numbers x = a + i*b, y = c + i*d. const RealPacket y_abs = pabs(y.v); // |c|, |d| const RealPacket y_abs_flip = pcplxflip(Packet(y_abs)).v; // |d|, |c| const RealPacket y_max = pmax(y_abs, y_abs_flip); // max(|c|, |d|), max(|c|, |d|) const RealPacket y_scaled = pdiv(y.v, y_max); // c / max(|c|, |d|), d / max(|c|, |d|) // Compute scaled denominator. const RealPacket y_scaled_sq = pmul(y_scaled, y_scaled); // c'**2, d'**2 const RealPacket denom = padd(y_scaled_sq, pcplxflip(Packet(y_scaled_sq)).v); Packet result_scaled = pmul(x, pconj(Packet(y_scaled))); // a * c' + b * d', -a * d + b * c // Divide elementwise by denom. result_scaled = Packet(pdiv(result_scaled.v, denom)); // Rescale result return Packet(pdiv(result_scaled.v, y_max)); } template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet psqrt_complex(const Packet& a) { typedef typename unpacket_traits::type Scalar; typedef typename Scalar::value_type RealScalar; typedef typename unpacket_traits::as_real RealPacket; // Computes the principal sqrt of the complex numbers in the input. // // For example, for packets containing 2 complex numbers stored in interleaved format // a = [a0, a1] = [x0, y0, x1, y1], // where x0 = real(a0), y0 = imag(a0) etc., this function returns // b = [b0, b1] = [u0, v0, u1, v1], // such that b0^2 = a0, b1^2 = a1. // // To derive the formula for the complex square roots, let's consider the equation for // a single complex square root of the number x + i*y. We want to find real numbers // u and v such that // (u + i*v)^2 = x + i*y <=> // u^2 - v^2 + i*2*u*v = x + i*v. // By equating the real and imaginary parts we get: // u^2 - v^2 = x // 2*u*v = y. // // For x >= 0, this has the numerically stable solution // u = sqrt(0.5 * (x + sqrt(x^2 + y^2))) // v = 0.5 * (y / u) // and for x < 0, // v = sign(y) * sqrt(0.5 * (-x + sqrt(x^2 + y^2))) // u = 0.5 * (y / v) // // To avoid unnecessary over- and underflow, we compute sqrt(x^2 + y^2) as // l = max(|x|, |y|) * sqrt(1 + (min(|x|, |y|) / max(|x|, |y|))^2) , // In the following, without lack of generality, we have annotated the code, assuming // that the input is a packet of 2 complex numbers. // // Step 1. Compute l = [l0, l0, l1, l1], where // l0 = sqrt(x0^2 + y0^2), l1 = sqrt(x1^2 + y1^2) // To avoid over- and underflow, we use the stable formula for each hypotenuse // l0 = (min0 == 0 ? max0 : max0 * sqrt(1 + (min0/max0)**2)), // where max0 = max(|x0|, |y0|), min0 = min(|x0|, |y0|), and similarly for l1. RealPacket a_abs = pabs(a.v); // [|x0|, |y0|, |x1|, |y1|] RealPacket a_abs_flip = pcplxflip(Packet(a_abs)).v; // [|y0|, |x0|, |y1|, |x1|] RealPacket a_max = pmax(a_abs, a_abs_flip); RealPacket a_min = pmin(a_abs, a_abs_flip); RealPacket a_min_zero_mask = pcmp_eq(a_min, pzero(a_min)); RealPacket a_max_zero_mask = pcmp_eq(a_max, pzero(a_max)); RealPacket r = pdiv(a_min, a_max); const RealPacket cst_one = pset1(RealScalar(1)); RealPacket l = pmul(a_max, psqrt(padd(cst_one, pmul(r, r)))); // [l0, l0, l1, l1] // Set l to a_max if a_min is zero. l = pselect(a_min_zero_mask, a_max, l); // Step 2. Compute [rho0, *, rho1, *], where // rho0 = sqrt(0.5 * (l0 + |x0|)), rho1 = sqrt(0.5 * (l1 + |x1|)) // We don't care about the imaginary parts computed here. They will be overwritten later. const RealPacket cst_half = pset1(RealScalar(0.5)); Packet rho; rho.v = psqrt(pmul(cst_half, padd(a_abs, l))); // Step 3. Compute [rho0, eta0, rho1, eta1], where // eta0 = (y0 / l0) / 2, and eta1 = (y1 / l1) / 2. // set eta = 0 of input is 0 + i0. RealPacket eta = pandnot(pmul(cst_half, pdiv(a.v, pcplxflip(rho).v)), a_max_zero_mask); RealPacket real_mask = peven_mask(a.v); Packet positive_real_result; // Compute result for inputs with positive real part. positive_real_result.v = pselect(real_mask, rho.v, eta); // Step 4. Compute solution for inputs with negative real part: // [|eta0|, sign(y0)*rho0, |eta1|, sign(y1)*rho1] const RealScalar neg_zero = RealScalar(numext::bit_cast(0x80000000u)); const RealPacket cst_imag_sign_mask = pset1(Scalar(RealScalar(0.0), neg_zero)).v; RealPacket imag_signs = pand(a.v, cst_imag_sign_mask); Packet negative_real_result; // Notice that rho is positive, so taking it's absolute value is a noop. negative_real_result.v = por(pabs(pcplxflip(positive_real_result).v), imag_signs); // Step 5. Select solution branch based on the sign of the real parts. Packet negative_real_mask; negative_real_mask.v = pcmp_lt(pand(real_mask, a.v), pzero(a.v)); negative_real_mask.v = por(negative_real_mask.v, pcplxflip(negative_real_mask).v); Packet result = pselect(negative_real_mask, negative_real_result, positive_real_result); // Step 6. Handle special cases for infinities: // * If z is (x,+∞), the result is (+∞,+∞) even if x is NaN // * If z is (x,-∞), the result is (+∞,-∞) even if x is NaN // * If z is (-∞,y), the result is (0*|y|,+∞) for finite or NaN y // * If z is (+∞,y), the result is (+∞,0*|y|) for finite or NaN y const RealPacket cst_pos_inf = pset1(NumTraits::infinity()); Packet is_inf; is_inf.v = pcmp_eq(a_abs, cst_pos_inf); Packet is_real_inf; is_real_inf.v = pand(is_inf.v, real_mask); is_real_inf = por(is_real_inf, pcplxflip(is_real_inf)); // prepare packet of (+∞,0*|y|) or (0*|y|,+∞), depending on the sign of the infinite real part. Packet real_inf_result; real_inf_result.v = pmul(a_abs, pset1(Scalar(RealScalar(1.0), RealScalar(0.0))).v); real_inf_result.v = pselect(negative_real_mask.v, pcplxflip(real_inf_result).v, real_inf_result.v); // prepare packet of (+∞,+∞) or (+∞,-∞), depending on the sign of the infinite imaginary part. Packet is_imag_inf; is_imag_inf.v = pandnot(is_inf.v, real_mask); is_imag_inf = por(is_imag_inf, pcplxflip(is_imag_inf)); Packet imag_inf_result; imag_inf_result.v = por(pand(cst_pos_inf, real_mask), pandnot(a.v, real_mask)); return pselect(is_imag_inf, imag_inf_result, pselect(is_real_inf, real_inf_result,result)); } // TODO(rmlarsen): The following set of utilities for double word arithmetic // should perhaps be refactored as a separate file, since it would be generally // useful for special function implementation etc. Writing the algorithms in // terms if a double word type would also make the code more readable. // This function splits x into the nearest integer n and fractional part r, // such that x = n + r holds exactly. template EIGEN_STRONG_INLINE void absolute_split(const Packet& x, Packet& n, Packet& r) { n = pround(x); r = psub(x, n); } // This function computes the sum {s, r}, such that x + y = s_hi + s_lo // holds exactly, and s_hi = fl(x+y), if |x| >= |y|. template EIGEN_STRONG_INLINE void fast_twosum(const Packet& x, const Packet& y, Packet& s_hi, Packet& s_lo) { s_hi = padd(x, y); const Packet t = psub(s_hi, x); s_lo = psub(y, t); } #ifdef EIGEN_HAS_SINGLE_INSTRUCTION_MADD // This function implements the extended precision product of // a pair of floating point numbers. Given {x, y}, it computes the pair // {p_hi, p_lo} such that x * y = p_hi + p_lo holds exactly and // p_hi = fl(x * y). template EIGEN_STRONG_INLINE void twoprod(const Packet& x, const Packet& y, Packet& p_hi, Packet& p_lo) { p_hi = pmul(x, y); p_lo = pmadd(x, y, pnegate(p_hi)); } #else // This function implements the Veltkamp splitting. Given a floating point // number x it returns the pair {x_hi, x_lo} such that x_hi + x_lo = x holds // exactly and that half of the significant of x fits in x_hi. // This is Algorithm 3 from Jean-Michel Muller, "Elementary Functions", // 3rd edition, Birkh\"auser, 2016. template EIGEN_STRONG_INLINE void veltkamp_splitting(const Packet& x, Packet& x_hi, Packet& x_lo) { typedef typename unpacket_traits::type Scalar; EIGEN_CONSTEXPR int shift = (NumTraits::digits() + 1) / 2; const Scalar shift_scale = Scalar(uint64_t(1) << shift); // Scalar constructor not necessarily constexpr. const Packet gamma = pmul(pset1(shift_scale + Scalar(1)), x); Packet rho = psub(x, gamma); x_hi = padd(rho, gamma); x_lo = psub(x, x_hi); } // This function implements Dekker's algorithm for products x * y. // Given floating point numbers {x, y} computes the pair // {p_hi, p_lo} such that x * y = p_hi + p_lo holds exactly and // p_hi = fl(x * y). template EIGEN_STRONG_INLINE void twoprod(const Packet& x, const Packet& y, Packet& p_hi, Packet& p_lo) { Packet x_hi, x_lo, y_hi, y_lo; veltkamp_splitting(x, x_hi, x_lo); veltkamp_splitting(y, y_hi, y_lo); p_hi = pmul(x, y); p_lo = pmadd(x_hi, y_hi, pnegate(p_hi)); p_lo = pmadd(x_hi, y_lo, p_lo); p_lo = pmadd(x_lo, y_hi, p_lo); p_lo = pmadd(x_lo, y_lo, p_lo); } #endif // EIGEN_HAS_SINGLE_INSTRUCTION_MADD // This function implements Dekker's algorithm for the addition // of two double word numbers represented by {x_hi, x_lo} and {y_hi, y_lo}. // It returns the result as a pair {s_hi, s_lo} such that // x_hi + x_lo + y_hi + y_lo = s_hi + s_lo holds exactly. // This is Algorithm 5 from Jean-Michel Muller, "Elementary Functions", // 3rd edition, Birkh\"auser, 2016. template EIGEN_STRONG_INLINE void twosum(const Packet& x_hi, const Packet& x_lo, const Packet& y_hi, const Packet& y_lo, Packet& s_hi, Packet& s_lo) { const Packet x_greater_mask = pcmp_lt(pabs(y_hi), pabs(x_hi)); Packet r_hi_1, r_lo_1; fast_twosum(x_hi, y_hi,r_hi_1, r_lo_1); Packet r_hi_2, r_lo_2; fast_twosum(y_hi, x_hi,r_hi_2, r_lo_2); const Packet r_hi = pselect(x_greater_mask, r_hi_1, r_hi_2); const Packet s1 = padd(padd(y_lo, r_lo_1), x_lo); const Packet s2 = padd(padd(x_lo, r_lo_2), y_lo); const Packet s = pselect(x_greater_mask, s1, s2); fast_twosum(r_hi, s, s_hi, s_lo); } // This is a version of twosum for double word numbers, // which assumes that |x_hi| >= |y_hi|. template EIGEN_STRONG_INLINE void fast_twosum(const Packet& x_hi, const Packet& x_lo, const Packet& y_hi, const Packet& y_lo, Packet& s_hi, Packet& s_lo) { Packet r_hi, r_lo; fast_twosum(x_hi, y_hi, r_hi, r_lo); const Packet s = padd(padd(y_lo, r_lo), x_lo); fast_twosum(r_hi, s, s_hi, s_lo); } // This is a version of twosum for adding a floating point number x to // double word number {y_hi, y_lo} number, with the assumption // that |x| >= |y_hi|. template EIGEN_STRONG_INLINE void fast_twosum(const Packet& x, const Packet& y_hi, const Packet& y_lo, Packet& s_hi, Packet& s_lo) { Packet r_hi, r_lo; fast_twosum(x, y_hi, r_hi, r_lo); const Packet s = padd(y_lo, r_lo); fast_twosum(r_hi, s, s_hi, s_lo); } // This function implements the multiplication of a double word // number represented by {x_hi, x_lo} by a floating point number y. // It returns the result as a pair {p_hi, p_lo} such that // (x_hi + x_lo) * y = p_hi + p_lo hold with a relative error // of less than 2*2^{-2p}, where p is the number of significand bit // in the floating point type. // This is Algorithm 7 from Jean-Michel Muller, "Elementary Functions", // 3rd edition, Birkh\"auser, 2016. template EIGEN_STRONG_INLINE void twoprod(const Packet& x_hi, const Packet& x_lo, const Packet& y, Packet& p_hi, Packet& p_lo) { Packet c_hi, c_lo1; twoprod(x_hi, y, c_hi, c_lo1); const Packet c_lo2 = pmul(x_lo, y); Packet t_hi, t_lo1; fast_twosum(c_hi, c_lo2, t_hi, t_lo1); const Packet t_lo2 = padd(t_lo1, c_lo1); fast_twosum(t_hi, t_lo2, p_hi, p_lo); } // This function implements the multiplication of two double word // numbers represented by {x_hi, x_lo} and {y_hi, y_lo}. // It returns the result as a pair {p_hi, p_lo} such that // (x_hi + x_lo) * (y_hi + y_lo) = p_hi + p_lo holds with a relative error // of less than 2*2^{-2p}, where p is the number of significand bit // in the floating point type. template EIGEN_STRONG_INLINE void twoprod(const Packet& x_hi, const Packet& x_lo, const Packet& y_hi, const Packet& y_lo, Packet& p_hi, Packet& p_lo) { Packet p_hi_hi, p_hi_lo; twoprod(x_hi, x_lo, y_hi, p_hi_hi, p_hi_lo); Packet p_lo_hi, p_lo_lo; twoprod(x_hi, x_lo, y_lo, p_lo_hi, p_lo_lo); fast_twosum(p_hi_hi, p_hi_lo, p_lo_hi, p_lo_lo, p_hi, p_lo); } // This function computes the reciprocal of a floating point number // with extra precision and returns the result as a double word. template void doubleword_reciprocal(const Packet& x, Packet& recip_hi, Packet& recip_lo) { typedef typename unpacket_traits::type Scalar; // 1. Approximate the reciprocal as the reciprocal of the high order element. Packet approx_recip = prsqrt(x); approx_recip = pmul(approx_recip, approx_recip); // 2. Run one step of Newton-Raphson iteration in double word arithmetic // to get the bottom half. The NR iteration for reciprocal of 'a' is // x_{i+1} = x_i * (2 - a * x_i) // -a*x_i Packet t1_hi, t1_lo; twoprod(pnegate(x), approx_recip, t1_hi, t1_lo); // 2 - a*x_i Packet t2_hi, t2_lo; fast_twosum(pset1(Scalar(2)), t1_hi, t2_hi, t2_lo); Packet t3_hi, t3_lo; fast_twosum(t2_hi, padd(t2_lo, t1_lo), t3_hi, t3_lo); // x_i * (2 - a * x_i) twoprod(t3_hi, t3_lo, approx_recip, recip_hi, recip_lo); } // This function computes log2(x) and returns the result as a double word. template struct accurate_log2 { template EIGEN_STRONG_INLINE void operator()(const Packet& x, Packet& log2_x_hi, Packet& log2_x_lo) { log2_x_hi = plog2(x); log2_x_lo = pzero(x); } }; // This specialization uses a more accurate algorithm to compute log2(x) for // floats in [1/sqrt(2);sqrt(2)] with a relative accuracy of ~6.42e-10. // This additional accuracy is needed to counter the error-magnification // inherent in multiplying by a potentially large exponent in pow(x,y). // The minimax polynomial used was calculated using the Sollya tool. // See sollya.org. template <> struct accurate_log2 { template EIGEN_STRONG_INLINE void operator()(const Packet& z, Packet& log2_x_hi, Packet& log2_x_lo) { // The function log(1+x)/x is approximated in the interval // [1/sqrt(2)-1;sqrt(2)-1] by a degree 10 polynomial of the form // Q(x) = (C0 + x * (C1 + x * (C2 + x * (C3 + x * P(x))))), // where the degree 6 polynomial P(x) is evaluated in single precision, // while the remaining 4 terms of Q(x), as well as the final multiplication by x // to reconstruct log(1+x) are evaluated in extra precision using // double word arithmetic. C0 through C3 are extra precise constants // stored as double words. // // The polynomial coefficients were calculated using Sollya commands: // > n = 10; // > f = log2(1+x)/x; // > interval = [sqrt(0.5)-1;sqrt(2)-1]; // > p = fpminimax(f,n,[|double,double,double,double,single...|],interval,relative,floating); const Packet p6 = pset1( 9.703654795885e-2f); const Packet p5 = pset1(-0.1690667718648f); const Packet p4 = pset1( 0.1720575392246f); const Packet p3 = pset1(-0.1789081543684f); const Packet p2 = pset1( 0.2050433009862f); const Packet p1 = pset1(-0.2404672354459f); const Packet p0 = pset1( 0.2885761857032f); const Packet C3_hi = pset1(-0.360674142838f); const Packet C3_lo = pset1(-6.13283912543e-09f); const Packet C2_hi = pset1(0.480897903442f); const Packet C2_lo = pset1(-1.44861207474e-08f); const Packet C1_hi = pset1(-0.721347510815f); const Packet C1_lo = pset1(-4.84483164698e-09f); const Packet C0_hi = pset1(1.44269502163f); const Packet C0_lo = pset1(2.01711713999e-08f); const Packet one = pset1(1.0f); const Packet x = psub(z, one); // Evaluate P(x) in working precision. // We evaluate it in multiple parts to improve instruction level // parallelism. Packet x2 = pmul(x,x); Packet p_even = pmadd(p6, x2, p4); p_even = pmadd(p_even, x2, p2); p_even = pmadd(p_even, x2, p0); Packet p_odd = pmadd(p5, x2, p3); p_odd = pmadd(p_odd, x2, p1); Packet p = pmadd(p_odd, x, p_even); // Now evaluate the low-order tems of Q(x) in double word precision. // In the following, due to the alternating signs and the fact that // |x| < sqrt(2)-1, we can assume that |C*_hi| >= q_i, and use // fast_twosum instead of the slower twosum. Packet q_hi, q_lo; Packet t_hi, t_lo; // C3 + x * p(x) twoprod(p, x, t_hi, t_lo); fast_twosum(C3_hi, C3_lo, t_hi, t_lo, q_hi, q_lo); // C2 + x * p(x) twoprod(q_hi, q_lo, x, t_hi, t_lo); fast_twosum(C2_hi, C2_lo, t_hi, t_lo, q_hi, q_lo); // C1 + x * p(x) twoprod(q_hi, q_lo, x, t_hi, t_lo); fast_twosum(C1_hi, C1_lo, t_hi, t_lo, q_hi, q_lo); // C0 + x * p(x) twoprod(q_hi, q_lo, x, t_hi, t_lo); fast_twosum(C0_hi, C0_lo, t_hi, t_lo, q_hi, q_lo); // log(z) ~= x * Q(x) twoprod(q_hi, q_lo, x, log2_x_hi, log2_x_lo); } }; // This specialization uses a more accurate algorithm to compute log2(x) for // floats in [1/sqrt(2);sqrt(2)] with a relative accuracy of ~1.27e-18. // This additional accuracy is needed to counter the error-magnification // inherent in multiplying by a potentially large exponent in pow(x,y). // The minimax polynomial used was calculated using the Sollya tool. // See sollya.org. template <> struct accurate_log2 { template EIGEN_STRONG_INLINE void operator()(const Packet& x, Packet& log2_x_hi, Packet& log2_x_lo) { // We use a transformation of variables: // r = c * (x-1) / (x+1), // such that // log2(x) = log2((1 + r/c) / (1 - r/c)) = f(r). // The function f(r) can be approximated well using an odd polynomial // of the form // P(r) = ((Q(r^2) * r^2 + C) * r^2 + 1) * r, // For the implementation of log2 here, Q is of degree 6 with // coefficient represented in working precision (double), while C is a // constant represented in extra precision as a double word to achieve // full accuracy. // // The polynomial coefficients were computed by the Sollya script: // // c = 2 / log(2); // trans = c * (x-1)/(x+1); // itrans = (1+x/c)/(1-x/c); // interval=[trans(sqrt(0.5)); trans(sqrt(2))]; // print(interval); // f = log2(itrans(x)); // p=fpminimax(f,[|1,3,5,7,9,11,13,15,17|],[|1,DD,double...|],interval,relative,floating); const Packet q12 = pset1(2.87074255468000586e-9); const Packet q10 = pset1(2.38957980901884082e-8); const Packet q8 = pset1(2.31032094540014656e-7); const Packet q6 = pset1(2.27279857398537278e-6); const Packet q4 = pset1(2.31271023278625638e-5); const Packet q2 = pset1(2.47556738444535513e-4); const Packet q0 = pset1(2.88543873228900172e-3); const Packet C_hi = pset1(0.0400377511598501157); const Packet C_lo = pset1(-4.77726582251425391e-19); const Packet one = pset1(1.0); const Packet cst_2_log2e_hi = pset1(2.88539008177792677); const Packet cst_2_log2e_lo = pset1(4.07660016854549667e-17); // c * (x - 1) Packet num_hi, num_lo; twoprod(cst_2_log2e_hi, cst_2_log2e_lo, psub(x, one), num_hi, num_lo); // TODO(rmlarsen): Investigate if using the division algorithm by // Muller et al. is faster/more accurate. // 1 / (x + 1) Packet denom_hi, denom_lo; doubleword_reciprocal(padd(x, one), denom_hi, denom_lo); // r = c * (x-1) / (x+1), Packet r_hi, r_lo; twoprod(num_hi, num_lo, denom_hi, denom_lo, r_hi, r_lo); // r2 = r * r Packet r2_hi, r2_lo; twoprod(r_hi, r_lo, r_hi, r_lo, r2_hi, r2_lo); // r4 = r2 * r2 Packet r4_hi, r4_lo; twoprod(r2_hi, r2_lo, r2_hi, r2_lo, r4_hi, r4_lo); // Evaluate Q(r^2) in working precision. We evaluate it in two parts // (even and odd in r^2) to improve instruction level parallelism. Packet q_even = pmadd(q12, r4_hi, q8); Packet q_odd = pmadd(q10, r4_hi, q6); q_even = pmadd(q_even, r4_hi, q4); q_odd = pmadd(q_odd, r4_hi, q2); q_even = pmadd(q_even, r4_hi, q0); Packet q = pmadd(q_odd, r2_hi, q_even); // Now evaluate the low order terms of P(x) in double word precision. // In the following, due to the increasing magnitude of the coefficients // and r being constrained to [-0.5, 0.5] we can use fast_twosum instead // of the slower twosum. // Q(r^2) * r^2 Packet p_hi, p_lo; twoprod(r2_hi, r2_lo, q, p_hi, p_lo); // Q(r^2) * r^2 + C Packet p1_hi, p1_lo; fast_twosum(C_hi, C_lo, p_hi, p_lo, p1_hi, p1_lo); // (Q(r^2) * r^2 + C) * r^2 Packet p2_hi, p2_lo; twoprod(r2_hi, r2_lo, p1_hi, p1_lo, p2_hi, p2_lo); // ((Q(r^2) * r^2 + C) * r^2 + 1) Packet p3_hi, p3_lo; fast_twosum(one, p2_hi, p2_lo, p3_hi, p3_lo); // log(z) ~= ((Q(r^2) * r^2 + C) * r^2 + 1) * r twoprod(p3_hi, p3_lo, r_hi, r_lo, log2_x_hi, log2_x_lo); } }; // This function computes exp2(x) (i.e. 2**x). template struct fast_accurate_exp2 { template EIGEN_STRONG_INLINE Packet operator()(const Packet& x) { // TODO(rmlarsen): Add a pexp2 packetop. return pexp(pmul(pset1(Scalar(EIGEN_LN2)), x)); } }; // This specialization uses a faster algorithm to compute exp2(x) for floats // in [-0.5;0.5] with a relative accuracy of 1 ulp. // The minimax polynomial used was calculated using the Sollya tool. // See sollya.org. template <> struct fast_accurate_exp2 { template EIGEN_STRONG_INLINE Packet operator()(const Packet& x) { // This function approximates exp2(x) by a degree 6 polynomial of the form // Q(x) = 1 + x * (C + x * P(x)), where the degree 4 polynomial P(x) is evaluated in // single precision, and the remaining steps are evaluated with extra precision using // double word arithmetic. C is an extra precise constant stored as a double word. // // The polynomial coefficients were calculated using Sollya commands: // > n = 6; // > f = 2^x; // > interval = [-0.5;0.5]; // > p = fpminimax(f,n,[|1,double,single...|],interval,relative,floating); const Packet p4 = pset1(1.539513905e-4f); const Packet p3 = pset1(1.340007293e-3f); const Packet p2 = pset1(9.618283249e-3f); const Packet p1 = pset1(5.550328270e-2f); const Packet p0 = pset1(0.2402264923f); const Packet C_hi = pset1(0.6931471825f); const Packet C_lo = pset1(2.36836577e-08f); const Packet one = pset1(1.0f); // Evaluate P(x) in working precision. // We evaluate even and odd parts of the polynomial separately // to gain some instruction level parallelism. Packet x2 = pmul(x,x); Packet p_even = pmadd(p4, x2, p2); Packet p_odd = pmadd(p3, x2, p1); p_even = pmadd(p_even, x2, p0); Packet p = pmadd(p_odd, x, p_even); // Evaluate the remaining terms of Q(x) with extra precision using // double word arithmetic. Packet p_hi, p_lo; // x * p(x) twoprod(p, x, p_hi, p_lo); // C + x * p(x) Packet q1_hi, q1_lo; twosum(p_hi, p_lo, C_hi, C_lo, q1_hi, q1_lo); // x * (C + x * p(x)) Packet q2_hi, q2_lo; twoprod(q1_hi, q1_lo, x, q2_hi, q2_lo); // 1 + x * (C + x * p(x)) Packet q3_hi, q3_lo; // Since |q2_hi| <= sqrt(2)-1 < 1, we can use fast_twosum // for adding it to unity here. fast_twosum(one, q2_hi, q3_hi, q3_lo); return padd(q3_hi, padd(q2_lo, q3_lo)); } }; // in [-0.5;0.5] with a relative accuracy of 1 ulp. // The minimax polynomial used was calculated using the Sollya tool. // See sollya.org. template <> struct fast_accurate_exp2 { template EIGEN_STRONG_INLINE Packet operator()(const Packet& x) { // This function approximates exp2(x) by a degree 10 polynomial of the form // Q(x) = 1 + x * (C + x * P(x)), where the degree 8 polynomial P(x) is evaluated in // single precision, and the remaining steps are evaluated with extra precision using // double word arithmetic. C is an extra precise constant stored as a double word. // // The polynomial coefficients were calculated using Sollya commands: // > n = 11; // > f = 2^x; // > interval = [-0.5;0.5]; // > p = fpminimax(f,n,[|1,DD,double...|],interval,relative,floating); const Packet p9 = pset1(4.431642109085495276e-10); const Packet p8 = pset1(7.073829923303358410e-9); const Packet p7 = pset1(1.017822306737031311e-7); const Packet p6 = pset1(1.321543498017646657e-6); const Packet p5 = pset1(1.525273342728892877e-5); const Packet p4 = pset1(1.540353045780084423e-4); const Packet p3 = pset1(1.333355814685869807e-3); const Packet p2 = pset1(9.618129107593478832e-3); const Packet p1 = pset1(5.550410866481961247e-2); const Packet p0 = pset1(0.240226506959101332); const Packet C_hi = pset1(0.693147180559945286); const Packet C_lo = pset1(4.81927865669806721e-17); const Packet one = pset1(1.0); // Evaluate P(x) in working precision. // We evaluate even and odd parts of the polynomial separately // to gain some instruction level parallelism. Packet x2 = pmul(x,x); Packet p_even = pmadd(p8, x2, p6); Packet p_odd = pmadd(p9, x2, p7); p_even = pmadd(p_even, x2, p4); p_odd = pmadd(p_odd, x2, p5); p_even = pmadd(p_even, x2, p2); p_odd = pmadd(p_odd, x2, p3); p_even = pmadd(p_even, x2, p0); p_odd = pmadd(p_odd, x2, p1); Packet p = pmadd(p_odd, x, p_even); // Evaluate the remaining terms of Q(x) with extra precision using // double word arithmetic. Packet p_hi, p_lo; // x * p(x) twoprod(p, x, p_hi, p_lo); // C + x * p(x) Packet q1_hi, q1_lo; twosum(p_hi, p_lo, C_hi, C_lo, q1_hi, q1_lo); // x * (C + x * p(x)) Packet q2_hi, q2_lo; twoprod(q1_hi, q1_lo, x, q2_hi, q2_lo); // 1 + x * (C + x * p(x)) Packet q3_hi, q3_lo; // Since |q2_hi| <= sqrt(2)-1 < 1, we can use fast_twosum // for adding it to unity here. fast_twosum(one, q2_hi, q3_hi, q3_lo); return padd(q3_hi, padd(q2_lo, q3_lo)); } }; // This function implements the non-trivial case of pow(x,y) where x is // positive and y is (possibly) non-integer. // Formally, pow(x,y) = exp2(y * log2(x)), where exp2(x) is shorthand for 2^x. // TODO(rmlarsen): We should probably add this as a packet up 'ppow', to make it // easier to specialize or turn off for specific types and/or backends.x template EIGEN_STRONG_INLINE Packet generic_pow_impl(const Packet& x, const Packet& y) { typedef typename unpacket_traits::type Scalar; // Split x into exponent e_x and mantissa m_x. Packet e_x; Packet m_x = pfrexp(x, e_x); // Adjust m_x to lie in [1/sqrt(2):sqrt(2)] to minimize absolute error in log2(m_x). EIGEN_CONSTEXPR Scalar sqrt_half = Scalar(0.70710678118654752440); const Packet m_x_scale_mask = pcmp_lt(m_x, pset1(sqrt_half)); m_x = pselect(m_x_scale_mask, pmul(pset1(Scalar(2)), m_x), m_x); e_x = pselect(m_x_scale_mask, psub(e_x, pset1(Scalar(1))), e_x); // Compute log2(m_x) with 6 extra bits of accuracy. Packet rx_hi, rx_lo; accurate_log2()(m_x, rx_hi, rx_lo); // Compute the two terms {y * e_x, y * r_x} in f = y * log2(x) with doubled // precision using double word arithmetic. Packet f1_hi, f1_lo, f2_hi, f2_lo; twoprod(e_x, y, f1_hi, f1_lo); twoprod(rx_hi, rx_lo, y, f2_hi, f2_lo); // Sum the two terms in f using double word arithmetic. We know // that |e_x| > |log2(m_x)|, except for the case where e_x==0. // This means that we can use fast_twosum(f1,f2). // In the case e_x == 0, e_x * y = f1 = 0, so we don't lose any // accuracy by violating the assumption of fast_twosum, because // it's a no-op. Packet f_hi, f_lo; fast_twosum(f1_hi, f1_lo, f2_hi, f2_lo, f_hi, f_lo); // Split f into integer and fractional parts. Packet n_z, r_z; absolute_split(f_hi, n_z, r_z); r_z = padd(r_z, f_lo); Packet n_r; absolute_split(r_z, n_r, r_z); n_z = padd(n_z, n_r); // We now have an accurate split of f = n_z + r_z and can compute // x^y = 2**{n_z + r_z) = exp2(r_z) * 2**{n_z}. // Since r_z is in [-0.5;0.5], we compute the first factor to high accuracy // using a specialized algorithm. Multiplication by the second factor can // be done exactly using pldexp(), since it is an integer power of 2. const Packet e_r = fast_accurate_exp2()(r_z); return pldexp(e_r, n_z); } // Generic implementation of pow(x,y). template EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED Packet generic_pow(const Packet& x, const Packet& y) { typedef typename unpacket_traits::type Scalar; const Packet cst_pos_inf = pset1(NumTraits::infinity()); const Packet cst_zero = pset1(Scalar(0)); const Packet cst_one = pset1(Scalar(1)); const Packet cst_nan = pset1(NumTraits::quiet_NaN()); const Packet abs_x = pabs(x); // Predicates for sign and magnitude of x. const Packet x_is_zero = pcmp_eq(x, cst_zero); const Packet x_is_neg = pcmp_lt(x, cst_zero); const Packet abs_x_is_inf = pcmp_eq(abs_x, cst_pos_inf); const Packet abs_x_is_one = pcmp_eq(abs_x, cst_one); const Packet abs_x_is_gt_one = pcmp_lt(cst_one, abs_x); const Packet abs_x_is_lt_one = pcmp_lt(abs_x, cst_one); const Packet x_is_one = pandnot(abs_x_is_one, x_is_neg); const Packet x_is_neg_one = pand(abs_x_is_one, x_is_neg); const Packet x_is_nan = pandnot(ptrue(x), pcmp_eq(x, x)); // Predicates for sign and magnitude of y. const Packet y_is_one = pcmp_eq(y, cst_one); const Packet y_is_zero = pcmp_eq(y, cst_zero); const Packet y_is_neg = pcmp_lt(y, cst_zero); const Packet y_is_pos = pandnot(ptrue(y), por(y_is_zero, y_is_neg)); const Packet y_is_nan = pandnot(ptrue(y), pcmp_eq(y, y)); const Packet abs_y_is_inf = pcmp_eq(pabs(y), cst_pos_inf); EIGEN_CONSTEXPR Scalar huge_exponent = (NumTraits::max_exponent() * Scalar(EIGEN_LN2)) / NumTraits::epsilon(); const Packet abs_y_is_huge = pcmp_le(pset1(huge_exponent), pabs(y)); // Predicates for whether y is integer and/or even. const Packet y_is_int = pcmp_eq(pfloor(y), y); const Packet y_div_2 = pmul(y, pset1(Scalar(0.5))); const Packet y_is_even = pcmp_eq(pround(y_div_2), y_div_2); // Predicates encoding special cases for the value of pow(x,y) const Packet invalid_negative_x = pandnot(pandnot(pandnot(x_is_neg, abs_x_is_inf), y_is_int), abs_y_is_inf); const Packet pow_is_one = por(por(x_is_one, y_is_zero), pand(x_is_neg_one, por(abs_y_is_inf, pandnot(y_is_even, invalid_negative_x)))); const Packet pow_is_nan = por(invalid_negative_x, por(x_is_nan, y_is_nan)); const Packet pow_is_zero = por(por(por(pand(x_is_zero, y_is_pos), pand(abs_x_is_inf, y_is_neg)), pand(pand(abs_x_is_lt_one, abs_y_is_huge), y_is_pos)), pand(pand(abs_x_is_gt_one, abs_y_is_huge), y_is_neg)); const Packet pow_is_inf = por(por(por(pand(x_is_zero, y_is_neg), pand(abs_x_is_inf, y_is_pos)), pand(pand(abs_x_is_lt_one, abs_y_is_huge), y_is_neg)), pand(pand(abs_x_is_gt_one, abs_y_is_huge), y_is_pos)); // General computation of pow(x,y) for positive x or negative x and integer y. const Packet negate_pow_abs = pandnot(x_is_neg, y_is_even); const Packet pow_abs = generic_pow_impl(abs_x, y); return pselect(y_is_one, x, pselect(pow_is_one, cst_one, pselect(pow_is_nan, cst_nan, pselect(pow_is_inf, cst_pos_inf, pselect(pow_is_zero, cst_zero, pselect(negate_pow_abs, pnegate(pow_abs), pow_abs)))))); } /* polevl (modified for Eigen) * * Evaluate polynomial * * * * SYNOPSIS: * * int N; * Scalar x, y, coef[N+1]; * * y = polevl( x, coef); * * * * DESCRIPTION: * * Evaluates polynomial of degree N: * * 2 N * y = C + C x + C x +...+ C x * 0 1 2 N * * Coefficients are stored in reverse order: * * coef[0] = C , ..., coef[N] = C . * N 0 * * The function p1evl() assumes that coef[N] = 1.0 and is * omitted from the array. Its calling arguments are * otherwise the same as polevl(). * * * The Eigen implementation is templatized. For best speed, store * coef as a const array (constexpr), e.g. * * const double coef[] = {1.0, 2.0, 3.0, ...}; * */ template struct ppolevl { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet run(const Packet& x, const typename unpacket_traits::type coeff[]) { EIGEN_STATIC_ASSERT((N > 0), YOU_MADE_A_PROGRAMMING_MISTAKE); return pmadd(ppolevl::run(x, coeff), x, pset1(coeff[N])); } }; template struct ppolevl { static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet run(const Packet& x, const typename unpacket_traits::type coeff[]) { EIGEN_UNUSED_VARIABLE(x); return pset1(coeff[0]); } }; /* chbevl (modified for Eigen) * * Evaluate Chebyshev series * * * * SYNOPSIS: * * int N; * Scalar x, y, coef[N], chebevl(); * * y = chbevl( x, coef, N ); * * * * DESCRIPTION: * * Evaluates the series * * N-1 * - ' * y = > coef[i] T (x/2) * - i * i=0 * * of Chebyshev polynomials Ti at argument x/2. * * Coefficients are stored in reverse order, i.e. the zero * order term is last in the array. Note N is the number of * coefficients, not the order. * * If coefficients are for the interval a to b, x must * have been transformed to x -> 2(2x - b - a)/(b-a) before * entering the routine. This maps x from (a, b) to (-1, 1), * over which the Chebyshev polynomials are defined. * * If the coefficients are for the inverted interval, in * which (a, b) is mapped to (1/b, 1/a), the transformation * required is x -> 2(2ab/x - b - a)/(b-a). If b is infinity, * this becomes x -> 4a/x - 1. * * * * SPEED: * * Taking advantage of the recurrence properties of the * Chebyshev polynomials, the routine requires one more * addition per loop than evaluating a nested polynomial of * the same degree. * */ template struct pchebevl { EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE Packet run(Packet x, const typename unpacket_traits::type coef[]) { typedef typename unpacket_traits::type Scalar; Packet b0 = pset1(coef[0]); Packet b1 = pset1(static_cast(0.f)); Packet b2; for (int i = 1; i < N; i++) { b2 = b1; b1 = b0; b0 = psub(pmadd(x, b1, pset1(coef[i])), b2); } return pmul(pset1(static_cast(0.5f)), psub(b0, b2)); } }; } // end namespace internal } // end namespace Eigen #endif // EIGEN_ARCH_GENERIC_PACKET_MATH_FUNCTIONS_H