#include #include "BenchTimer.h" using namespace Eigen; using namespace std; template EIGEN_DONT_INLINE typename T::Scalar sqsumNorm(const T& v) { return v.norm(); } template EIGEN_DONT_INLINE typename T::Scalar hypotNorm(const T& v) { return v.stableNorm(); } template EIGEN_DONT_INLINE typename T::Scalar blueNorm(const T& v) { return v.blueNorm(); } template EIGEN_DONT_INLINE typename T::Scalar lapackNorm(T& v) { typedef typename T::Scalar Scalar; int n = v.size(); Scalar scale = 1; Scalar ssq = 0; for (int i=0;i EIGEN_DONT_INLINE typename T::Scalar divacNorm(T& v) { int n =v.size() / 2; for (int i=0;i0) { for (int i=0;i EIGEN_DONT_INLINE typename T::Scalar pblueNorm(const T& v) { typedef typename T::Scalar Scalar; static int nmax; static Scalar b1, b2, s1m, s2m, overfl, rbig, relerr; int n; if(nmax <= 0) { int nbig, ibeta, it, iemin, iemax, iexp; Scalar abig, eps; nbig = std::numeric_limits::max(); // largest integer ibeta = NumTraits::Base; // base for floating-point numbers it = NumTraits::Mantissa; // number of base-beta digits in mantissa iemin = std::numeric_limits::min_exponent; // minimum exponent iemax = std::numeric_limits::max_exponent; // maximum exponent rbig = std::numeric_limits::max(); // largest floating-point number // Check the basic machine-dependent constants. if(iemin > 1 - 2*it || 1+it>iemax || (it==2 && ibeta<5) || (it<=4 && ibeta <= 3 ) || it<2) { ei_assert(false && "the algorithm cannot be guaranteed on this computer"); } iexp = -((1-iemin)/2); b1 = bexp(ibeta, iexp); // lower boundary of midrange iexp = (iemax + 1 - it)/2; b2 = bexp(ibeta,iexp); // upper boundary of midrange iexp = (2-iemin)/2; s1m = bexp(ibeta,iexp); // scaling factor for lower range iexp = - ((iemax+it)/2); s2m = bexp(ibeta,iexp); // scaling factor for upper range overfl = rbig*s2m; // overfow boundary for abig eps = bexp(ibeta, 1-it); relerr = ei_sqrt(eps); // tolerance for neglecting asml abig = 1.0/eps - 1.0; if (Scalar(nbig)>abig) nmax = abig; // largest safe n else nmax = nbig; } typedef typename ei_packet_traits::type Packet; const int ps = ei_packet_traits::size; Packet pasml = ei_pset1(Scalar(0)); Packet pamed = ei_pset1(Scalar(0)); Packet pabig = ei_pset1(Scalar(0)); Packet ps2m = ei_pset1(s2m); Packet ps1m = ei_pset1(s1m); Packet pb2 = ei_pset1(b2); Packet pb1 = ei_pset1(b1); for(int j=0; j(j)); Packet ax_s2m = ei_pmul(ax,ps2m); Packet ax_s1m = ei_pmul(ax,ps1m); Packet maskBig = ei_plt(pb2,ax); Packet maskSml = ei_plt(ax,pb1); pabig = ei_padd(pabig, ei_pand(maskBig, ei_pmul(ax_s2m,ax_s2m))); pasml = ei_padd(pasml, ei_pand(maskSml, ei_pmul(ax_s1m,ax_s1m))); pamed = ei_padd(pamed, ei_pandnot(ei_pmul(ax,ax),ei_pand(maskSml,maskBig))); } Scalar abig = ei_predux(pabig); Scalar asml = ei_predux(pasml); Scalar amed = ei_predux(pamed); if(abig > Scalar(0)) { abig = ei_sqrt(abig); if(abig > overfl) { ei_assert(false && "overflow"); return rbig; } if(amed > Scalar(0)) { abig = abig/s2m; amed = ei_sqrt(amed); } else { return abig/s2m; } } else if(asml > Scalar(0)) { if (amed > Scalar(0)) { abig = ei_sqrt(amed); amed = ei_sqrt(asml) / s1m; } else { return ei_sqrt(asml)/s1m; } } else { return ei_sqrt(amed); } asml = std::min(abig, amed); abig = std::max(abig, amed); if(asml <= abig*relerr) return abig; else return abig * ei_sqrt(Scalar(1) + ei_abs2(asml/abig)); } #define BENCH_PERF(NRM) { \ Eigen::BenchTimer tf, td; tf.reset(); td.reset();\ for (int k=0; k()); double yd = based * ei_abs(ei_random()); VectorXf vf = VectorXf::Ones(s) * yf; VectorXd vd = VectorXd::Ones(s) * yd; std::cout << "reference\t" << ei_sqrt(double(s))*yf << "\t" << ei_sqrt(double(s))*yd << "\n"; std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\n"; std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\n"; std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\n"; std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\n"; std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\n"; } int main(int argc, char** argv) { int tries = 5; int iters = 100000; double y = 1.1345743233455785456788e12 * ei_random(); VectorXf v = VectorXf::Ones(1024) * y; // std::cerr << "Performance (out of cache):\n"; // { // int iters = 1; // VectorXf vf = VectorXf::Ones(1024*1024*32) * y; // VectorXd vd = VectorXd::Ones(1024*1024*32) * y; // BENCH_PERF(sqsumNorm); // BENCH_PERF(blueNorm); // BENCH_PERF(pblueNorm); // BENCH_PERF(lapackNorm); // BENCH_PERF(hypotNorm); // } // // std::cerr << "\nPerformance (in cache):\n"; // { // int iters = 100000; // VectorXf vf = VectorXf::Ones(512) * y; // VectorXd vd = VectorXd::Ones(512) * y; // BENCH_PERF(sqsumNorm); // BENCH_PERF(blueNorm); // BENCH_PERF(pblueNorm); // BENCH_PERF(lapackNorm); // BENCH_PERF(hypotNorm); // } int s = 10000; double basef_ok = 1.1345743233455785456788e12; double based_ok = 1.1345743233455785456788e32; double basef_under = 1.1345743233455785456788e-23; double based_under = 1.1345743233455785456788e-180; double basef_over = 1.1345743233455785456788e+27; double based_over = 1.1345743233455785456788e+185; std::cout.precision(20); std::cerr << "\nNo under/overflow:\n"; check_accuracy(basef_ok, based_ok, s); std::cerr << "\nUnderflow:\n"; check_accuracy(basef_under, based_under, 1); std::cerr << "\nOverflow:\n"; check_accuracy(basef_over, based_over, s); }