#include <typeinfo> #include <iostream> #include <Eigen/Core> #include "BenchTimer.h" using namespace Eigen; using namespace std; template<typename T> EIGEN_DONT_INLINE typename T::Scalar sqsumNorm(const T& v) { return v.norm(); } template<typename T> EIGEN_DONT_INLINE typename T::Scalar hypotNorm(const T& v) { return v.hypotNorm(); } template<typename T> EIGEN_DONT_INLINE typename T::Scalar blueNorm(const T& v) { return v.blueNorm(); } template<typename T> EIGEN_DONT_INLINE typename T::Scalar lapackNorm(T& v) { typedef typename T::Scalar Scalar; int n = v.size(); Scalar scale = 0; Scalar ssq = 1; for (int i=0;i<n;++i) { Scalar ax = internal::abs(v.coeff(i)); if (scale >= ax) { ssq += internal::abs2(ax/scale); } else { ssq = Scalar(1) + ssq * internal::abs2(scale/ax); scale = ax; } } return scale * internal::sqrt(ssq); } template<typename T> EIGEN_DONT_INLINE typename T::Scalar twopassNorm(T& v) { typedef typename T::Scalar Scalar; Scalar s = v.cwise().abs().maxCoeff(); return s*(v/s).norm(); } template<typename T> EIGEN_DONT_INLINE typename T::Scalar bl2passNorm(T& v) { return v.stableNorm(); } template<typename T> EIGEN_DONT_INLINE typename T::Scalar divacNorm(T& v) { int n =v.size() / 2; for (int i=0;i<n;++i) v(i) = v(2*i)*v(2*i) + v(2*i+1)*v(2*i+1); n = n/2; while (n>0) { for (int i=0;i<n;++i) v(i) = v(2*i) + v(2*i+1); n = n/2; } return internal::sqrt(v(0)); } #ifdef EIGEN_VECTORIZE Packet4f internal::plt(const Packet4f& a, Packet4f& b) { return _mm_cmplt_ps(a,b); } Packet2d internal::plt(const Packet2d& a, Packet2d& b) { return _mm_cmplt_pd(a,b); } Packet4f internal::pandnot(const Packet4f& a, Packet4f& b) { return _mm_andnot_ps(a,b); } Packet2d internal::pandnot(const Packet2d& a, Packet2d& b) { return _mm_andnot_pd(a,b); } #endif template<typename T> EIGEN_DONT_INLINE typename T::Scalar pblueNorm(const T& v) { #ifndef EIGEN_VECTORIZE return v.blueNorm(); #else typedef typename T::Scalar Scalar; static int nmax = 0; 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<int>::max(); // largest integer ibeta = std::numeric_limits<Scalar>::radix; //NumTraits<Scalar>::Base; // base for floating-point numbers it = std::numeric_limits<Scalar>::digits; //NumTraits<Scalar>::Mantissa; // number of base-beta digits in mantissa iemin = std::numeric_limits<Scalar>::min_exponent; // minimum exponent iemax = std::numeric_limits<Scalar>::max_exponent; // maximum exponent rbig = std::numeric_limits<Scalar>::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) { eigen_assert(false && "the algorithm cannot be guaranteed on this computer"); } iexp = -((1-iemin)/2); b1 = std::pow(ibeta, iexp); // lower boundary of midrange iexp = (iemax + 1 - it)/2; b2 = std::pow(ibeta,iexp); // upper boundary of midrange iexp = (2-iemin)/2; s1m = std::pow(ibeta,iexp); // scaling factor for lower range iexp = - ((iemax+it)/2); s2m = std::pow(ibeta,iexp); // scaling factor for upper range overfl = rbig*s2m; // overfow boundary for abig eps = std::pow(ibeta, 1-it); relerr = internal::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 internal::packet_traits<Scalar>::type Packet; const int ps = internal::packet_traits<Scalar>::size; Packet pasml = internal::pset1(Scalar(0)); Packet pamed = internal::pset1(Scalar(0)); Packet pabig = internal::pset1(Scalar(0)); Packet ps2m = internal::pset1(s2m); Packet ps1m = internal::pset1(s1m); Packet pb2 = internal::pset1(b2); Packet pb1 = internal::pset1(b1); for(int j=0; j<v.size(); j+=ps) { Packet ax = internal::pabs(v.template packet<Aligned>(j)); Packet ax_s2m = internal::pmul(ax,ps2m); Packet ax_s1m = internal::pmul(ax,ps1m); Packet maskBig = internal::plt(pb2,ax); Packet maskSml = internal::plt(ax,pb1); // Packet maskMed = internal::pand(maskSml,maskBig); // Packet scale = internal::pset1(Scalar(0)); // scale = internal::por(scale, internal::pand(maskBig,ps2m)); // scale = internal::por(scale, internal::pand(maskSml,ps1m)); // scale = internal::por(scale, internal::pandnot(internal::pset1(Scalar(1)),maskMed)); // ax = internal::pmul(ax,scale); // ax = internal::pmul(ax,ax); // pabig = internal::padd(pabig, internal::pand(maskBig, ax)); // pasml = internal::padd(pasml, internal::pand(maskSml, ax)); // pamed = internal::padd(pamed, internal::pandnot(ax,maskMed)); pabig = internal::padd(pabig, internal::pand(maskBig, internal::pmul(ax_s2m,ax_s2m))); pasml = internal::padd(pasml, internal::pand(maskSml, internal::pmul(ax_s1m,ax_s1m))); pamed = internal::padd(pamed, internal::pandnot(internal::pmul(ax,ax),internal::pand(maskSml,maskBig))); } Scalar abig = internal::predux(pabig); Scalar asml = internal::predux(pasml); Scalar amed = internal::predux(pamed); if(abig > Scalar(0)) { abig = internal::sqrt(abig); if(abig > overfl) { eigen_assert(false && "overflow"); return rbig; } if(amed > Scalar(0)) { abig = abig/s2m; amed = internal::sqrt(amed); } else { return abig/s2m; } } else if(asml > Scalar(0)) { if (amed > Scalar(0)) { abig = internal::sqrt(amed); amed = internal::sqrt(asml) / s1m; } else { return internal::sqrt(asml)/s1m; } } else { return internal::sqrt(amed); } asml = std::min(abig, amed); abig = std::max(abig, amed); if(asml <= abig*relerr) return abig; else return abig * internal::sqrt(Scalar(1) + internal::abs2(asml/abig)); #endif } #define BENCH_PERF(NRM) { \ Eigen::BenchTimer tf, td, tcf; tf.reset(); td.reset(); tcf.reset();\ for (int k=0; k<tries; ++k) { \ tf.start(); \ for (int i=0; i<iters; ++i) NRM(vf); \ tf.stop(); \ } \ for (int k=0; k<tries; ++k) { \ td.start(); \ for (int i=0; i<iters; ++i) NRM(vd); \ td.stop(); \ } \ for (int k=0; k<std::max(1,tries/3); ++k) { \ tcf.start(); \ for (int i=0; i<iters; ++i) NRM(vcf); \ tcf.stop(); \ } \ std::cout << #NRM << "\t" << tf.value() << " " << td.value() << " " << tcf.value() << "\n"; \ } void check_accuracy(double basef, double based, int s) { double yf = basef * internal::abs(internal::random<double>()); double yd = based * internal::abs(internal::random<double>()); VectorXf vf = VectorXf::Ones(s) * yf; VectorXd vd = VectorXd::Ones(s) * yd; std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::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"; std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\n"; std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\n"; } void check_accuracy_var(int ef0, int ef1, int ed0, int ed1, int s) { VectorXf vf(s); VectorXd vd(s); for (int i=0; i<s; ++i) { vf[i] = internal::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ef0,ef1)); vd[i] = internal::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ed0,ed1)); } //std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::sqrt(double(s))*yd << "\n"; std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\t" << sqsumNorm(vf.cast<long double>()) << "\t" << sqsumNorm(vd.cast<long double>()) << "\n"; std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\t" << hypotNorm(vf.cast<long double>()) << "\t" << hypotNorm(vd.cast<long double>()) << "\n"; std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\t" << blueNorm(vf.cast<long double>()) << "\t" << blueNorm(vd.cast<long double>()) << "\n"; std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\t" << blueNorm(vf.cast<long double>()) << "\t" << blueNorm(vd.cast<long double>()) << "\n"; std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\t" << lapackNorm(vf.cast<long double>()) << "\t" << lapackNorm(vd.cast<long double>()) << "\n"; std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\t" << twopassNorm(vf.cast<long double>()) << "\t" << twopassNorm(vd.cast<long double>()) << "\n"; // std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\t" << bl2passNorm(vf.cast<long double>()) << "\t" << bl2passNorm(vd.cast<long double>()) << "\n"; } int main(int argc, char** argv) { int tries = 10; int iters = 100000; double y = 1.1345743233455785456788e12 * internal::random<double>(); VectorXf v = VectorXf::Ones(1024) * y; // return 0; int s = 10000; double basef_ok = 1.1345743233455785456788e15; double based_ok = 1.1345743233455785456788e95; double basef_under = 1.1345743233455785456788e-27; double based_under = 1.1345743233455785456788e-303; double basef_over = 1.1345743233455785456788e+27; double based_over = 1.1345743233455785456788e+302; 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, s); std::cerr << "\nOverflow:\n"; check_accuracy(basef_over, based_over, s); std::cerr << "\nVarying (over):\n"; for (int k=0; k<1; ++k) { check_accuracy_var(20,27,190,302,s); std::cout << "\n"; } std::cerr << "\nVarying (under):\n"; for (int k=0; k<1; ++k) { check_accuracy_var(-27,20,-302,-190,s); std::cout << "\n"; } std::cout.precision(4); std::cerr << "Performance (out of cache):\n"; { int iters = 1; VectorXf vf = VectorXf::Random(1024*1024*32) * y; VectorXd vd = VectorXd::Random(1024*1024*32) * y; VectorXcf vcf = VectorXcf::Random(1024*1024*32) * y; BENCH_PERF(sqsumNorm); BENCH_PERF(blueNorm); // BENCH_PERF(pblueNorm); // BENCH_PERF(lapackNorm); // BENCH_PERF(hypotNorm); // BENCH_PERF(twopassNorm); BENCH_PERF(bl2passNorm); } std::cerr << "\nPerformance (in cache):\n"; { int iters = 100000; VectorXf vf = VectorXf::Random(512) * y; VectorXd vd = VectorXd::Random(512) * y; VectorXcf vcf = VectorXcf::Random(512) * y; BENCH_PERF(sqsumNorm); BENCH_PERF(blueNorm); // BENCH_PERF(pblueNorm); // BENCH_PERF(lapackNorm); // BENCH_PERF(hypotNorm); // BENCH_PERF(twopassNorm); BENCH_PERF(bl2passNorm); } }