1#include <typeinfo>
2#include <iostream>
3#include <Eigen/Core>
4#include "BenchTimer.h"
5using namespace Eigen;
6using namespace std;
7
8template<typename T>
9EIGEN_DONT_INLINE typename T::Scalar sqsumNorm(const T& v)
10{
11  return v.norm();
12}
13
14template<typename T>
15EIGEN_DONT_INLINE typename T::Scalar hypotNorm(const T& v)
16{
17  return v.hypotNorm();
18}
19
20template<typename T>
21EIGEN_DONT_INLINE typename T::Scalar blueNorm(const T& v)
22{
23  return v.blueNorm();
24}
25
26template<typename T>
27EIGEN_DONT_INLINE typename T::Scalar lapackNorm(T& v)
28{
29  typedef typename T::Scalar Scalar;
30  int n = v.size();
31  Scalar scale = 0;
32  Scalar ssq = 1;
33  for (int i=0;i<n;++i)
34  {
35    Scalar ax = internal::abs(v.coeff(i));
36    if (scale >= ax)
37    {
38      ssq += internal::abs2(ax/scale);
39    }
40    else
41    {
42      ssq = Scalar(1) + ssq * internal::abs2(scale/ax);
43      scale = ax;
44    }
45  }
46  return scale * internal::sqrt(ssq);
47}
48
49template<typename T>
50EIGEN_DONT_INLINE typename T::Scalar twopassNorm(T& v)
51{
52  typedef typename T::Scalar Scalar;
53  Scalar s = v.cwise().abs().maxCoeff();
54  return s*(v/s).norm();
55}
56
57template<typename T>
58EIGEN_DONT_INLINE typename T::Scalar bl2passNorm(T& v)
59{
60  return v.stableNorm();
61}
62
63template<typename T>
64EIGEN_DONT_INLINE typename T::Scalar divacNorm(T& v)
65{
66  int n =v.size() / 2;
67  for (int i=0;i<n;++i)
68    v(i) = v(2*i)*v(2*i) + v(2*i+1)*v(2*i+1);
69  n = n/2;
70  while (n>0)
71  {
72    for (int i=0;i<n;++i)
73      v(i) = v(2*i) + v(2*i+1);
74    n = n/2;
75  }
76  return internal::sqrt(v(0));
77}
78
79#ifdef EIGEN_VECTORIZE
80Packet4f internal::plt(const Packet4f& a, Packet4f& b) { return _mm_cmplt_ps(a,b); }
81Packet2d internal::plt(const Packet2d& a, Packet2d& b) { return _mm_cmplt_pd(a,b); }
82
83Packet4f internal::pandnot(const Packet4f& a, Packet4f& b) { return _mm_andnot_ps(a,b); }
84Packet2d internal::pandnot(const Packet2d& a, Packet2d& b) { return _mm_andnot_pd(a,b); }
85#endif
86
87template<typename T>
88EIGEN_DONT_INLINE typename T::Scalar pblueNorm(const T& v)
89{
90  #ifndef EIGEN_VECTORIZE
91  return v.blueNorm();
92  #else
93  typedef typename T::Scalar Scalar;
94
95  static int nmax = 0;
96  static Scalar b1, b2, s1m, s2m, overfl, rbig, relerr;
97  int n;
98
99  if(nmax <= 0)
100  {
101    int nbig, ibeta, it, iemin, iemax, iexp;
102    Scalar abig, eps;
103
104    nbig  = std::numeric_limits<int>::max();            // largest integer
105    ibeta = std::numeric_limits<Scalar>::radix; //NumTraits<Scalar>::Base;                    // base for floating-point numbers
106    it    = std::numeric_limits<Scalar>::digits; //NumTraits<Scalar>::Mantissa;                // number of base-beta digits in mantissa
107    iemin = std::numeric_limits<Scalar>::min_exponent;  // minimum exponent
108    iemax = std::numeric_limits<Scalar>::max_exponent;  // maximum exponent
109    rbig  = std::numeric_limits<Scalar>::max();         // largest floating-point number
110
111    // Check the basic machine-dependent constants.
112    if(iemin > 1 - 2*it || 1+it>iemax || (it==2 && ibeta<5)
113      || (it<=4 && ibeta <= 3 ) || it<2)
114    {
115      eigen_assert(false && "the algorithm cannot be guaranteed on this computer");
116    }
117    iexp  = -((1-iemin)/2);
118    b1    = std::pow(ibeta, iexp);  // lower boundary of midrange
119    iexp  = (iemax + 1 - it)/2;
120    b2    = std::pow(ibeta,iexp);   // upper boundary of midrange
121
122    iexp  = (2-iemin)/2;
123    s1m   = std::pow(ibeta,iexp);   // scaling factor for lower range
124    iexp  = - ((iemax+it)/2);
125    s2m   = std::pow(ibeta,iexp);   // scaling factor for upper range
126
127    overfl  = rbig*s2m;          // overfow boundary for abig
128    eps     = std::pow(ibeta, 1-it);
129    relerr  = internal::sqrt(eps);      // tolerance for neglecting asml
130    abig    = 1.0/eps - 1.0;
131    if (Scalar(nbig)>abig)  nmax = abig;  // largest safe n
132    else                    nmax = nbig;
133  }
134
135  typedef typename internal::packet_traits<Scalar>::type Packet;
136  const int ps = internal::packet_traits<Scalar>::size;
137  Packet pasml = internal::pset1(Scalar(0));
138  Packet pamed = internal::pset1(Scalar(0));
139  Packet pabig = internal::pset1(Scalar(0));
140  Packet ps2m = internal::pset1(s2m);
141  Packet ps1m = internal::pset1(s1m);
142  Packet pb2  = internal::pset1(b2);
143  Packet pb1  = internal::pset1(b1);
144  for(int j=0; j<v.size(); j+=ps)
145  {
146    Packet ax = internal::pabs(v.template packet<Aligned>(j));
147    Packet ax_s2m = internal::pmul(ax,ps2m);
148    Packet ax_s1m = internal::pmul(ax,ps1m);
149    Packet maskBig = internal::plt(pb2,ax);
150    Packet maskSml = internal::plt(ax,pb1);
151
152//     Packet maskMed = internal::pand(maskSml,maskBig);
153//     Packet scale = internal::pset1(Scalar(0));
154//     scale = internal::por(scale, internal::pand(maskBig,ps2m));
155//     scale = internal::por(scale, internal::pand(maskSml,ps1m));
156//     scale = internal::por(scale, internal::pandnot(internal::pset1(Scalar(1)),maskMed));
157//     ax = internal::pmul(ax,scale);
158//     ax = internal::pmul(ax,ax);
159//     pabig = internal::padd(pabig, internal::pand(maskBig, ax));
160//     pasml = internal::padd(pasml, internal::pand(maskSml, ax));
161//     pamed = internal::padd(pamed, internal::pandnot(ax,maskMed));
162
163
164    pabig = internal::padd(pabig, internal::pand(maskBig, internal::pmul(ax_s2m,ax_s2m)));
165    pasml = internal::padd(pasml, internal::pand(maskSml, internal::pmul(ax_s1m,ax_s1m)));
166    pamed = internal::padd(pamed, internal::pandnot(internal::pmul(ax,ax),internal::pand(maskSml,maskBig)));
167  }
168  Scalar abig = internal::predux(pabig);
169  Scalar asml = internal::predux(pasml);
170  Scalar amed = internal::predux(pamed);
171  if(abig > Scalar(0))
172  {
173    abig = internal::sqrt(abig);
174    if(abig > overfl)
175    {
176      eigen_assert(false && "overflow");
177      return rbig;
178    }
179    if(amed > Scalar(0))
180    {
181      abig = abig/s2m;
182      amed = internal::sqrt(amed);
183    }
184    else
185    {
186      return abig/s2m;
187    }
188
189  }
190  else if(asml > Scalar(0))
191  {
192    if (amed > Scalar(0))
193    {
194      abig = internal::sqrt(amed);
195      amed = internal::sqrt(asml) / s1m;
196    }
197    else
198    {
199      return internal::sqrt(asml)/s1m;
200    }
201  }
202  else
203  {
204    return internal::sqrt(amed);
205  }
206  asml = std::min(abig, amed);
207  abig = std::max(abig, amed);
208  if(asml <= abig*relerr)
209    return abig;
210  else
211    return abig * internal::sqrt(Scalar(1) + internal::abs2(asml/abig));
212  #endif
213}
214
215#define BENCH_PERF(NRM) { \
216  Eigen::BenchTimer tf, td, tcf; tf.reset(); td.reset(); tcf.reset();\
217  for (int k=0; k<tries; ++k) { \
218    tf.start(); \
219    for (int i=0; i<iters; ++i) NRM(vf); \
220    tf.stop(); \
221  } \
222  for (int k=0; k<tries; ++k) { \
223    td.start(); \
224    for (int i=0; i<iters; ++i) NRM(vd); \
225    td.stop(); \
226  } \
227  for (int k=0; k<std::max(1,tries/3); ++k) { \
228    tcf.start(); \
229    for (int i=0; i<iters; ++i) NRM(vcf); \
230    tcf.stop(); \
231  } \
232  std::cout << #NRM << "\t" << tf.value() << "   " << td.value() <<  "    " << tcf.value() << "\n"; \
233}
234
235void check_accuracy(double basef, double based, int s)
236{
237  double yf = basef * internal::abs(internal::random<double>());
238  double yd = based * internal::abs(internal::random<double>());
239  VectorXf vf = VectorXf::Ones(s) * yf;
240  VectorXd vd = VectorXd::Ones(s) * yd;
241
242  std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::sqrt(double(s))*yd << "\n";
243  std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\n";
244  std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\n";
245  std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\n";
246  std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\n";
247  std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\n";
248  std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\n";
249  std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\n";
250}
251
252void check_accuracy_var(int ef0, int ef1, int ed0, int ed1, int s)
253{
254  VectorXf vf(s);
255  VectorXd vd(s);
256  for (int i=0; i<s; ++i)
257  {
258    vf[i] = internal::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ef0,ef1));
259    vd[i] = internal::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ed0,ed1));
260  }
261
262  //std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::sqrt(double(s))*yd << "\n";
263  std::cout << "sqsumNorm\t"  << sqsumNorm(vf)  << "\t" << sqsumNorm(vd)  << "\t" << sqsumNorm(vf.cast<long double>()) << "\t" << sqsumNorm(vd.cast<long double>()) << "\n";
264  std::cout << "hypotNorm\t"  << hypotNorm(vf)  << "\t" << hypotNorm(vd)  << "\t" << hypotNorm(vf.cast<long double>()) << "\t" << hypotNorm(vd.cast<long double>()) << "\n";
265  std::cout << "blueNorm\t"   << blueNorm(vf)   << "\t" << blueNorm(vd)   << "\t" << blueNorm(vf.cast<long double>()) << "\t" << blueNorm(vd.cast<long double>()) << "\n";
266  std::cout << "pblueNorm\t"  << pblueNorm(vf)  << "\t" << pblueNorm(vd)  << "\t" << blueNorm(vf.cast<long double>()) << "\t" << blueNorm(vd.cast<long double>()) << "\n";
267  std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\t" << lapackNorm(vf.cast<long double>()) << "\t" << lapackNorm(vd.cast<long double>()) << "\n";
268  std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\t" << twopassNorm(vf.cast<long double>()) << "\t" << twopassNorm(vd.cast<long double>()) << "\n";
269//   std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\t" << bl2passNorm(vf.cast<long double>()) << "\t" << bl2passNorm(vd.cast<long double>()) << "\n";
270}
271
272int main(int argc, char** argv)
273{
274  int tries = 10;
275  int iters = 100000;
276  double y = 1.1345743233455785456788e12 * internal::random<double>();
277  VectorXf v = VectorXf::Ones(1024) * y;
278
279// return 0;
280  int s = 10000;
281  double basef_ok = 1.1345743233455785456788e15;
282  double based_ok = 1.1345743233455785456788e95;
283
284  double basef_under = 1.1345743233455785456788e-27;
285  double based_under = 1.1345743233455785456788e-303;
286
287  double basef_over = 1.1345743233455785456788e+27;
288  double based_over = 1.1345743233455785456788e+302;
289
290  std::cout.precision(20);
291
292  std::cerr << "\nNo under/overflow:\n";
293  check_accuracy(basef_ok, based_ok, s);
294
295  std::cerr << "\nUnderflow:\n";
296  check_accuracy(basef_under, based_under, s);
297
298  std::cerr << "\nOverflow:\n";
299  check_accuracy(basef_over, based_over, s);
300
301  std::cerr << "\nVarying (over):\n";
302  for (int k=0; k<1; ++k)
303  {
304    check_accuracy_var(20,27,190,302,s);
305    std::cout << "\n";
306  }
307
308  std::cerr << "\nVarying (under):\n";
309  for (int k=0; k<1; ++k)
310  {
311    check_accuracy_var(-27,20,-302,-190,s);
312    std::cout << "\n";
313  }
314
315  std::cout.precision(4);
316  std::cerr << "Performance (out of cache):\n";
317  {
318    int iters = 1;
319    VectorXf vf = VectorXf::Random(1024*1024*32) * y;
320    VectorXd vd = VectorXd::Random(1024*1024*32) * y;
321    VectorXcf vcf = VectorXcf::Random(1024*1024*32) * y;
322    BENCH_PERF(sqsumNorm);
323    BENCH_PERF(blueNorm);
324//     BENCH_PERF(pblueNorm);
325//     BENCH_PERF(lapackNorm);
326//     BENCH_PERF(hypotNorm);
327//     BENCH_PERF(twopassNorm);
328    BENCH_PERF(bl2passNorm);
329  }
330
331  std::cerr << "\nPerformance (in cache):\n";
332  {
333    int iters = 100000;
334    VectorXf vf = VectorXf::Random(512) * y;
335    VectorXd vd = VectorXd::Random(512) * y;
336    VectorXcf vcf = VectorXcf::Random(512) * y;
337    BENCH_PERF(sqsumNorm);
338    BENCH_PERF(blueNorm);
339//     BENCH_PERF(pblueNorm);
340//     BENCH_PERF(lapackNorm);
341//     BENCH_PERF(hypotNorm);
342//     BENCH_PERF(twopassNorm);
343    BENCH_PERF(bl2passNorm);
344  }
345}
346