[Libclc-dev] [PATCH 1/2] math: Implement erfc
Tom Stellard
tom at stellard.net
Thu Mar 12 20:14:27 PDT 2015
On Thu, Mar 12, 2015 at 08:48:12PM -0500, Aaron Watry wrote:
> Signed-off-by: Aaron Watry <awatry at gmail.com>
> ---
> generic/include/clc/clc.h | 1 +
> generic/include/clc/math/erfc.h | 9 +
> generic/lib/SOURCES | 1 +
> generic/lib/math/erfc.cl | 413 ++++++++++++++++++++++++++++++++++++++++
> 4 files changed, 424 insertions(+)
> create mode 100644 generic/include/clc/math/erfc.h
> create mode 100644 generic/lib/math/erfc.cl
>
LGTM.
> diff --git a/generic/include/clc/clc.h b/generic/include/clc/clc.h
> index ae611a5..1c12cf3 100644
> --- a/generic/include/clc/clc.h
> +++ b/generic/include/clc/clc.h
> @@ -40,6 +40,7 @@
> #include <clc/math/cos.h>
> #include <clc/math/cospi.h>
> #include <clc/math/ceil.h>
> +#include <clc/math/erfc.h>
> #include <clc/math/exp.h>
> #include <clc/math/exp10.h>
> #include <clc/math/exp2.h>
> diff --git a/generic/include/clc/math/erfc.h b/generic/include/clc/math/erfc.h
> new file mode 100644
> index 0000000..b365a10
> --- /dev/null
> +++ b/generic/include/clc/math/erfc.h
> @@ -0,0 +1,9 @@
> +#undef erfc
> +
> +#define __CLC_BODY <clc/math/unary_decl.inc>
> +#define __CLC_FUNCTION erfc
> +
> +#include <clc/math/gentype.inc>
> +
> +#undef __CLC_BODY
> +#undef __CLC_FUNCTION
> diff --git a/generic/lib/SOURCES b/generic/lib/SOURCES
> index 551798a..0110e15 100644
> --- a/generic/lib/SOURCES
> +++ b/generic/lib/SOURCES
> @@ -63,6 +63,7 @@ math/atan2.cl
> math/copysign.cl
> math/cos.cl
> math/cospi.cl
> +math/erfc.cl
> math/exp.cl
> math/exp10.cl
> math/fmax.cl
> diff --git a/generic/lib/math/erfc.cl b/generic/lib/math/erfc.cl
> new file mode 100644
> index 0000000..c322f86
> --- /dev/null
> +++ b/generic/lib/math/erfc.cl
> @@ -0,0 +1,413 @@
> +/*
> + * Copyright (c) 2014 Advanced Micro Devices, Inc.
> + *
> + * Permission is hereby granted, free of charge, to any person obtaining a copy
> + * of this software and associated documentation files (the "Software"), to deal
> + * in the Software without restriction, including without limitation the rights
> + * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
> + * copies of the Software, and to permit persons to whom the Software is
> + * furnished to do so, subject to the following conditions:
> + *
> + * The above copyright notice and this permission notice shall be included in
> + * all copies or substantial portions of the Software.
> + *
> + * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
> + * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
> + * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
> + * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
> + * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
> + * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
> + * THE SOFTWARE.
> + */
> +
> +#include <clc/clc.h>
> +
> +#include "math.h"
> +#include "../clcmacro.h"
> +
> +/*
> + * ====================================================
> + * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
> + *
> + * Developed at SunPro, a Sun Microsystems, Inc. business.
> + * Permission to use, copy, modify, and distribute this
> + * software is freely granted, provided that this notice
> + * is preserved.
> + * ====================================================
> + */
> +
> +#define erx_f 8.4506291151e-01f /* 0x3f58560b */
> +
> +// Coefficients for approximation to erf on [00.84375]
> +
> +#define efx 1.2837916613e-01f /* 0x3e0375d4 */
> +#define efx8 1.0270333290e+00f /* 0x3f8375d4 */
> +
> +#define pp0 1.2837916613e-01f /* 0x3e0375d4 */
> +#define pp1 -3.2504209876e-01f /* 0xbea66beb */
> +#define pp2 -2.8481749818e-02f /* 0xbce9528f */
> +#define pp3 -5.7702702470e-03f /* 0xbbbd1489 */
> +#define pp4 -2.3763017452e-05f /* 0xb7c756b1 */
> +#define qq1 3.9791721106e-01f /* 0x3ecbbbce */
> +#define qq2 6.5022252500e-02f /* 0x3d852a63 */
> +#define qq3 5.0813062117e-03f /* 0x3ba68116 */
> +#define qq4 1.3249473704e-04f /* 0x390aee49 */
> +#define qq5 -3.9602282413e-06f /* 0xb684e21a */
> +
> +// Coefficients for approximation to erf in [0.843751.25]
> +
> +#define pa0 -2.3621185683e-03f /* 0xbb1acdc6 */
> +#define pa1 4.1485610604e-01f /* 0x3ed46805 */
> +#define pa2 -3.7220788002e-01f /* 0xbebe9208 */
> +#define pa3 3.1834661961e-01f /* 0x3ea2fe54 */
> +#define pa4 -1.1089469492e-01f /* 0xbde31cc2 */
> +#define pa5 3.5478305072e-02f /* 0x3d1151b3 */
> +#define pa6 -2.1663755178e-03f /* 0xbb0df9c0 */
> +#define qa1 1.0642088205e-01f /* 0x3dd9f331 */
> +#define qa2 5.4039794207e-01f /* 0x3f0a5785 */
> +#define qa3 7.1828655899e-02f /* 0x3d931ae7 */
> +#define qa4 1.2617121637e-01f /* 0x3e013307 */
> +#define qa5 1.3637083583e-02f /* 0x3c5f6e13 */
> +#define qa6 1.1984500103e-02f /* 0x3c445aa3 */
> +
> +// Coefficients for approximation to erfc in [1.251/0.35]
> +
> +#define ra0 -9.8649440333e-03f /* 0xbc21a093 */
> +#define ra1 -6.9385856390e-01f /* 0xbf31a0b7 */
> +#define ra2 -1.0558626175e+01f /* 0xc128f022 */
> +#define ra3 -6.2375331879e+01f /* 0xc2798057 */
> +#define ra4 -1.6239666748e+02f /* 0xc322658c */
> +#define ra5 -1.8460508728e+02f /* 0xc3389ae7 */
> +#define ra6 -8.1287437439e+01f /* 0xc2a2932b */
> +#define ra7 -9.8143291473e+00f /* 0xc11d077e */
> +#define sa1 1.9651271820e+01f /* 0x419d35ce */
> +#define sa2 1.3765776062e+02f /* 0x4309a863 */
> +#define sa3 4.3456588745e+02f /* 0x43d9486f */
> +#define sa4 6.4538726807e+02f /* 0x442158c9 */
> +#define sa5 4.2900814819e+02f /* 0x43d6810b */
> +#define sa6 1.0863500214e+02f /* 0x42d9451f */
> +#define sa7 6.5702495575e+00f /* 0x40d23f7c */
> +#define sa8 -6.0424413532e-02f /* 0xbd777f97 */
> +
> +// Coefficients for approximation to erfc in [1/.3528]
> +
> +#define rb0 -9.8649431020e-03f /* 0xbc21a092 */
> +#define rb1 -7.9928326607e-01f /* 0xbf4c9dd4 */
> +#define rb2 -1.7757955551e+01f /* 0xc18e104b */
> +#define rb3 -1.6063638306e+02f /* 0xc320a2ea */
> +#define rb4 -6.3756646729e+02f /* 0xc41f6441 */
> +#define rb5 -1.0250950928e+03f /* 0xc480230b */
> +#define rb6 -4.8351919556e+02f /* 0xc3f1c275 */
> +#define sb1 3.0338060379e+01f /* 0x41f2b459 */
> +#define sb2 3.2579251099e+02f /* 0x43a2e571 */
> +#define sb3 1.5367296143e+03f /* 0x44c01759 */
> +#define sb4 3.1998581543e+03f /* 0x4547fdbb */
> +#define sb5 2.5530502930e+03f /* 0x451f90ce */
> +#define sb6 4.7452853394e+02f /* 0x43ed43a7 */
> +#define sb7 -2.2440952301e+01f /* 0xc1b38712 */
> +
> +_CLC_OVERLOAD _CLC_DEF float erfc(float x) {
> + int hx = as_int(x);
> + int ix = hx & 0x7fffffff;
> + float absx = as_float(ix);
> +
> + // Argument for polys
> + float x2 = absx * absx;
> + float t = 1.0f / x2;
> + float tt = absx - 1.0f;
> + t = absx < 1.25f ? tt : t;
> + t = absx < 0.84375f ? x2 : t;
> +
> + // Evaluate polys
> + float tu, tv, u, v;
> +
> + u = mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, rb6, rb5), rb4), rb3), rb2), rb1), rb0);
> + v = mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, sb7, sb6), sb5), sb4), sb3), sb2), sb1);
> +
> + tu = mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, ra7, ra6), ra5), ra4), ra3), ra2), ra1), ra0);
> + tv = mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, sa8, sa7), sa6), sa5), sa4), sa3), sa2), sa1);
> + u = absx < 0x1.6db6dap+1f ? tu : u;
> + v = absx < 0x1.6db6dap+1f ? tv : v;
> +
> + tu = mad(t, mad(t, mad(t, mad(t, mad(t, mad(t, pa6, pa5), pa4), pa3), pa2), pa1), pa0);
> + tv = mad(t, mad(t, mad(t, mad(t, mad(t, qa6, qa5), qa4), qa3), qa2), qa1);
> + u = absx < 1.25f ? tu : u;
> + v = absx < 1.25f ? tv : v;
> +
> + tu = mad(t, mad(t, mad(t, mad(t, pp4, pp3), pp2), pp1), pp0);
> + tv = mad(t, mad(t, mad(t, mad(t, qq5, qq4), qq3), qq2), qq1);
> + u = absx < 0.84375f ? tu : u;
> + v = absx < 0.84375f ? tv : v;
> +
> + v = mad(t, v, 1.0f);
> +
> + float q = MATH_DIVIDE(u, v);
> +
> + float ret = 0.0f;
> +
> + float z = as_float(ix & 0xfffff000);
> + float r = exp(mad(-z, z, -0.5625f)) * exp(mad(z - absx, z + absx, q));
> + r = MATH_DIVIDE(r, absx);
> + t = 2.0f - r;
> + r = x < 0.0f ? t : r;
> + ret = absx < 28.0f ? r : ret;
> +
> + r = 1.0f - erx_f - q;
> + t = erx_f + q + 1.0f;
> + r = x < 0.0f ? t : r;
> + ret = absx < 1.25f ? r : ret;
> +
> + r = 0.5f - mad(x, q, x - 0.5f);
> + ret = absx < 0.84375f ? r : ret;
> +
> + ret = x < -6.0f ? 2.0f : ret;
> +
> + ret = isnan(x) ? x : ret;
> +
> + return ret;
> +}
> +
> +_CLC_UNARY_VECTORIZE(_CLC_OVERLOAD _CLC_DEF, float, erfc, float);
> +
> +#ifdef cl_khr_fp64
> +
> +#pragma OPENCL EXTENSION cl_khr_fp64 : enable
> +
> +/*
> + * ====================================================
> + * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
> + *
> + * Developed at SunPro, a Sun Microsystems, Inc. business.
> + * Permission to use, copy, modify, and distribute this
> + * software is freely granted, provided that this notice
> + * is preserved.
> + * ====================================================
> + */
> +
> +/* double erf(double x)
> + * double erfc(double x)
> + * x
> + * 2 |\
> + * erf(x) = --------- | exp(-t*t)dt
> + * sqrt(pi) \|
> + * 0
> + *
> + * erfc(x) = 1-erf(x)
> + * Note that
> + * erf(-x) = -erf(x)
> + * erfc(-x) = 2 - erfc(x)
> + *
> + * Method:
> + * 1. For |x| in [0, 0.84375]
> + * erf(x) = x + x*R(x^2)
> + * erfc(x) = 1 - erf(x) if x in [-.84375,0.25]
> + * = 0.5 + ((0.5-x)-x*R) if x in [0.25,0.84375]
> + * where R = P/Q where P is an odd poly of degree 8 and
> + * Q is an odd poly of degree 10.
> + * -57.90
> + * | R - (erf(x)-x)/x | <= 2
> + *
> + *
> + * Remark. The formula is derived by noting
> + * erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....)
> + * and that
> + * 2/sqrt(pi) = 1.128379167095512573896158903121545171688
> + * is close to one. The interval is chosen because the fix
> + * point of erf(x) is near 0.6174 (i.e., erf(x)=x when x is
> + * near 0.6174), and by some experiment, 0.84375 is chosen to
> + * guarantee the error is less than one ulp for erf.
> + *
> + * 2. For |x| in [0.84375,1.25], let s = |x| - 1, and
> + * c = 0.84506291151 rounded to single (24 bits)
> + * erf(x) = sign(x) * (c + P1(s)/Q1(s))
> + * erfc(x) = (1-c) - P1(s)/Q1(s) if x > 0
> + * 1+(c+P1(s)/Q1(s)) if x < 0
> + * |P1/Q1 - (erf(|x|)-c)| <= 2**-59.06
> + * Remark: here we use the taylor series expansion at x=1.
> + * erf(1+s) = erf(1) + s*Poly(s)
> + * = 0.845.. + P1(s)/Q1(s)
> + * That is, we use rational approximation to approximate
> + * erf(1+s) - (c = (single)0.84506291151)
> + * Note that |P1/Q1|< 0.078 for x in [0.84375,1.25]
> + * where
> + * P1(s) = degree 6 poly in s
> + * Q1(s) = degree 6 poly in s
> + *
> + * 3. For x in [1.25,1/0.35(~2.857143)],
> + * erfc(x) = (1/x)*exp(-x*x-0.5625+R1/S1)
> + * erf(x) = 1 - erfc(x)
> + * where
> + * R1(z) = degree 7 poly in z, (z=1/x^2)
> + * S1(z) = degree 8 poly in z
> + *
> + * 4. For x in [1/0.35,28]
> + * erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0
> + * = 2.0 - (1/x)*exp(-x*x-0.5625+R2/S2) if -6<x<0
> + * = 2.0 - tiny (if x <= -6)
> + * erf(x) = sign(x)*(1.0 - erfc(x)) if x < 6, else
> + * erf(x) = sign(x)*(1.0 - tiny)
> + * where
> + * R2(z) = degree 6 poly in z, (z=1/x^2)
> + * S2(z) = degree 7 poly in z
> + *
> + * Note1:
> + * To compute exp(-x*x-0.5625+R/S), let s be a single
> + * precision number and s := x; then
> + * -x*x = -s*s + (s-x)*(s+x)
> + * exp(-x*x-0.5626+R/S) =
> + * exp(-s*s-0.5625)*exp((s-x)*(s+x)+R/S);
> + * Note2:
> + * Here 4 and 5 make use of the asymptotic series
> + * exp(-x*x)
> + * erfc(x) ~ ---------- * ( 1 + Poly(1/x^2) )
> + * x*sqrt(pi)
> + * We use rational approximation to approximate
> + * g(s)=f(1/x^2) = log(erfc(x)*x) - x*x + 0.5625
> + * Here is the error bound for R1/S1 and R2/S2
> + * |R1/S1 - f(x)| < 2**(-62.57)
> + * |R2/S2 - f(x)| < 2**(-61.52)
> + *
> + * 5. For inf > x >= 28
> + * erf(x) = sign(x) *(1 - tiny) (raise inexact)
> + * erfc(x) = tiny*tiny (raise underflow) if x > 0
> + * = 2 - tiny if x<0
> + *
> + * 7. Special case:
> + * erf(0) = 0, erf(inf) = 1, erf(-inf) = -1,
> + * erfc(0) = 1, erfc(inf) = 0, erfc(-inf) = 2,
> + * erfc/erf(NaN) is NaN
> + */
> +
> +#define AU0 -9.86494292470009928597e-03
> +#define AU1 -7.99283237680523006574e-01
> +#define AU2 -1.77579549177547519889e+01
> +#define AU3 -1.60636384855821916062e+02
> +#define AU4 -6.37566443368389627722e+02
> +#define AU5 -1.02509513161107724954e+03
> +#define AU6 -4.83519191608651397019e+02
> +
> +#define AV0 3.03380607434824582924e+01
> +#define AV1 3.25792512996573918826e+02
> +#define AV2 1.53672958608443695994e+03
> +#define AV3 3.19985821950859553908e+03
> +#define AV4 2.55305040643316442583e+03
> +#define AV5 4.74528541206955367215e+02
> +#define AV6 -2.24409524465858183362e+01
> +
> +#define BU0 -9.86494403484714822705e-03
> +#define BU1 -6.93858572707181764372e-01
> +#define BU2 -1.05586262253232909814e+01
> +#define BU3 -6.23753324503260060396e+01
> +#define BU4 -1.62396669462573470355e+02
> +#define BU5 -1.84605092906711035994e+02
> +#define BU6 -8.12874355063065934246e+01
> +#define BU7 -9.81432934416914548592e+00
> +
> +#define BV0 1.96512716674392571292e+01
> +#define BV1 1.37657754143519042600e+02
> +#define BV2 4.34565877475229228821e+02
> +#define BV3 6.45387271733267880336e+02
> +#define BV4 4.29008140027567833386e+02
> +#define BV5 1.08635005541779435134e+02
> +#define BV6 6.57024977031928170135e+00
> +#define BV7 -6.04244152148580987438e-02
> +
> +#define CU0 -2.36211856075265944077e-03
> +#define CU1 4.14856118683748331666e-01
> +#define CU2 -3.72207876035701323847e-01
> +#define CU3 3.18346619901161753674e-01
> +#define CU4 -1.10894694282396677476e-01
> +#define CU5 3.54783043256182359371e-02
> +#define CU6 -2.16637559486879084300e-03
> +
> +#define CV0 1.06420880400844228286e-01
> +#define CV1 5.40397917702171048937e-01
> +#define CV2 7.18286544141962662868e-02
> +#define CV3 1.26171219808761642112e-01
> +#define CV4 1.36370839120290507362e-02
> +#define CV5 1.19844998467991074170e-02
> +
> +#define DU0 1.28379167095512558561e-01
> +#define DU1 -3.25042107247001499370e-01
> +#define DU2 -2.84817495755985104766e-02
> +#define DU3 -5.77027029648944159157e-03
> +#define DU4 -2.37630166566501626084e-05
> +
> +#define DV0 3.97917223959155352819e-01
> +#define DV1 6.50222499887672944485e-02
> +#define DV2 5.08130628187576562776e-03
> +#define DV3 1.32494738004321644526e-04
> +#define DV4 -3.96022827877536812320e-06
> +
> +_CLC_OVERLOAD _CLC_DEF double erfc(double x) {
> + long lx = as_long(x);
> + long ax = lx & 0x7fffffffffffffffL;
> + double absx = as_double(ax);
> + int xneg = lx != ax;
> +
> + // Poly arg
> + double x2 = x * x;
> + double xm1 = absx - 1.0;
> + double t = 1.0 / x2;
> + t = absx < 1.25 ? xm1 : t;
> + t = absx < 0.84375 ? x2 : t;
> +
> +
> + // Evaluate rational poly
> + // XXX Need to evaluate if we can grab the 14 coefficients from a
> + // table faster than evaluating 3 pairs of polys
> + double tu, tv, u, v;
> +
> + // |x| < 28
> + u = fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, AU6, AU5), AU4), AU3), AU2), AU1), AU0);
> + v = fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, AV6, AV5), AV4), AV3), AV2), AV1), AV0);
> +
> + tu = fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, BU7, BU6), BU5), BU4), BU3), BU2), BU1), BU0);
> + tv = fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, BV7, BV6), BV5), BV4), BV3), BV2), BV1), BV0);
> + u = absx < 0x1.6db6dp+1 ? tu : u;
> + v = absx < 0x1.6db6dp+1 ? tv : v;
> +
> + tu = fma(t, fma(t, fma(t, fma(t, fma(t, fma(t, CU6, CU5), CU4), CU3), CU2), CU1), CU0);
> + tv = fma(t, fma(t, fma(t, fma(t, fma(t, CV5, CV4), CV3), CV2), CV1), CV0);
> + u = absx < 1.25 ? tu : u;
> + v = absx < 1.25 ? tv : v;
> +
> + tu = fma(t, fma(t, fma(t, fma(t, DU4, DU3), DU2), DU1), DU0);
> + tv = fma(t, fma(t, fma(t, fma(t, DV4, DV3), DV2), DV1), DV0);
> + u = absx < 0.84375 ? tu : u;
> + v = absx < 0.84375 ? tv : v;
> +
> + v = fma(t, v, 1.0);
> + double q = u / v;
> +
> +
> + // Evaluate return value
> +
> + // |x| < 28
> + double z = as_double(ax & 0xffffffff00000000UL);
> + double ret = exp(-z * z - 0.5625) * exp((z - absx) * (z + absx) + q) / absx;
> + t = 2.0 - ret;
> + ret = xneg ? t : ret;
> +
> + const double erx = 8.45062911510467529297e-01;
> + z = erx + q + 1.0;
> + t = 1.0 - erx - q;
> + t = xneg ? z : t;
> + ret = absx < 1.25 ? t : ret;
> +
> + // z = 1.0 - fma(x, q, x);
> + // t = 0.5 - fma(x, q, x - 0.5);
> + // t = xneg == 1 | absx < 0.25 ? z : t;
> + t = fma(-x, q, 1.0 - x);
> + ret = absx < 0.84375 ? t : ret;
> +
> + ret = x >= 28.0 ? 0.0 : ret;
> + ret = x <= -6.0 ? 2.0 : ret;
> + ret = ax > 0x7ff0000000000000UL ? x : ret;
> +
> + return ret;
> +}
> +
> +_CLC_UNARY_VECTORIZE(_CLC_OVERLOAD _CLC_DEF, double, erfc, double);
> +
> +#endif
> --
> 2.2.0
>
>
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