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- #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(T& v)
- {
- return v.norm();
- }
- template<typename T>
- EIGEN_DONT_INLINE typename T::Scalar stableNorm(T& v)
- {
- return v.stableNorm();
- }
- template<typename T>
- EIGEN_DONT_INLINE typename T::Scalar hypotNorm(T& v)
- {
- return v.hypotNorm();
- }
- template<typename T>
- EIGEN_DONT_INLINE typename T::Scalar blueNorm(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 = std::abs(v.coeff(i));
- if (scale >= ax)
- {
- ssq += numext::abs2(ax/scale);
- }
- else
- {
- ssq = Scalar(1) + ssq * numext::abs2(scale/ax);
- scale = ax;
- }
- }
- return scale * std::sqrt(ssq);
- }
- template<typename T>
- EIGEN_DONT_INLINE typename T::Scalar twopassNorm(T& v)
- {
- typedef typename T::Scalar Scalar;
- Scalar s = v.array().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 std::sqrt(v(0));
- }
- namespace Eigen {
- namespace internal {
- #ifdef EIGEN_VECTORIZE
- Packet4f plt(const Packet4f& a, Packet4f& b) { return _mm_cmplt_ps(a,b); }
- Packet2d plt(const Packet2d& a, Packet2d& b) { return _mm_cmplt_pd(a,b); }
- Packet4f pandnot(const Packet4f& a, Packet4f& b) { return _mm_andnot_ps(a,b); }
- Packet2d 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 = NumTraits<int>::highest(); // largest integer
- ibeta = std::numeric_limits<Scalar>::radix; // NumTraits<Scalar>::Base; // base for floating-point numbers
- it = NumTraits<Scalar>::digits(); // NumTraits<Scalar>::Mantissa; // number of base-beta digits in mantissa
- iemin = NumTraits<Scalar>::min_exponent(); // minimum exponent
- iemax = NumTraits<Scalar>::max_exponent(); // maximum exponent
- rbig = NumTraits<Scalar>::highest(); // 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; // overflow boundary for abig
- eps = std::pow(ibeta, 1-it);
- relerr = std::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<Packet>(Scalar(0));
- Packet pamed = internal::pset1<Packet>(Scalar(0));
- Packet pabig = internal::pset1<Packet>(Scalar(0));
- Packet ps2m = internal::pset1<Packet>(s2m);
- Packet ps1m = internal::pset1<Packet>(s1m);
- Packet pb2 = internal::pset1<Packet>(b2);
- Packet pb1 = internal::pset1<Packet>(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 = std::sqrt(abig);
- if(abig > overfl)
- {
- eigen_assert(false && "overflow");
- return rbig;
- }
- if(amed > Scalar(0))
- {
- abig = abig/s2m;
- amed = std::sqrt(amed);
- }
- else
- {
- return abig/s2m;
- }
- }
- else if(asml > Scalar(0))
- {
- if (amed > Scalar(0))
- {
- abig = std::sqrt(amed);
- amed = std::sqrt(asml) / s1m;
- }
- else
- {
- return std::sqrt(asml)/s1m;
- }
- }
- else
- {
- return std::sqrt(amed);
- }
- asml = std::min(abig, amed);
- abig = std::max(abig, amed);
- if(asml <= abig*relerr)
- return abig;
- else
- return abig * std::sqrt(Scalar(1) + numext::abs2(asml/abig));
- #endif
- }
- #define BENCH_PERF(NRM) { \
- float af = 0; double ad = 0; std::complex<float> ac = 0; \
- 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) { af += NRM(vf); } \
- tf.stop(); \
- } \
- for (int k=0; k<tries; ++k) { \
- td.start(); \
- for (int i=0; i<iters; ++i) { ad += NRM(vd); } \
- td.stop(); \
- } \
- /*for (int k=0; k<std::max(1,tries/3); ++k) { \
- tcf.start(); \
- for (int i=0; i<iters; ++i) { ac += 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 * std::abs(internal::random<double>());
- double yd = based * std::abs(internal::random<double>());
- VectorXf vf = VectorXf::Ones(s) * yf;
- VectorXd vd = VectorXd::Ones(s) * yd;
- std::cout << "reference\t" << std::sqrt(double(s))*yf << "\t" << std::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] = std::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ef0,ef1));
- vd[i] = std::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";
- }
- y = 1;
- std::cout.precision(4);
- int s1 = 1024*1024*32;
- std::cerr << "Performance (out of cache, " << s1 << "):\n";
- {
- int iters = 1;
- VectorXf vf = VectorXf::Random(s1) * y;
- VectorXd vd = VectorXd::Random(s1) * y;
- VectorXcf vcf = VectorXcf::Random(s1) * y;
- BENCH_PERF(sqsumNorm);
- BENCH_PERF(stableNorm);
- BENCH_PERF(blueNorm);
- BENCH_PERF(pblueNorm);
- BENCH_PERF(lapackNorm);
- BENCH_PERF(hypotNorm);
- BENCH_PERF(twopassNorm);
- BENCH_PERF(bl2passNorm);
- }
- std::cerr << "\nPerformance (in cache, " << 512 << "):\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(stableNorm);
- BENCH_PERF(blueNorm);
- BENCH_PERF(pblueNorm);
- BENCH_PERF(lapackNorm);
- BENCH_PERF(hypotNorm);
- BENCH_PERF(twopassNorm);
- BENCH_PERF(bl2passNorm);
- }
- }
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