@smake/eigen 1.0.2 → 1.1.0

package/eigen/Eigen/src/Core/arch/CUDA/Complex.h

@@ -2,6 +2,7 @@
 // for linear algebra.
 //
 // Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+// Copyright (C) 2021 C. Antonio Sanchez <cantonios@google.com>
 //
 // This Source Code Form is subject to the terms of the Mozilla
 // Public License v. 2.0. If a copy of the MPL was not distributed
@@ -11,93 +12,247 @@
 #define EIGEN_COMPLEX_CUDA_H
 
 // clang-format off
+// Many std::complex methods such as operator+, operator-, operator* and
+// operator/ are not constexpr. Due to this, GCC and older versions of clang do
+// not treat them as device functions and thus Eigen functors making use of
+// these operators fail to compile. Here, we manually specialize these
+// operators and functors for complex types when building for CUDA to enable
+// their use on-device.
+
+#if defined(EIGEN_CUDACC) && defined(EIGEN_GPU_COMPILE_PHASE)
+    
+// ICC already specializes std::complex<float> and std::complex<double>
+// operators, preventing us from making them device functions here.
+// This will lead to silent runtime errors if the operators are used on device.
+//
+// To allow std::complex operator use on device, define _OVERRIDE_COMPLEX_SPECIALIZATION_
+// prior to first inclusion of <complex>.  This prevents ICC from adding
+// its own specializations, so our custom ones below can be used instead.
+#if !(defined(EIGEN_COMP_ICC) && defined(_USE_COMPLEX_SPECIALIZATION_))
+
+// Import Eigen's internal operator specializations.
+#define EIGEN_USING_STD_COMPLEX_OPERATORS           \
+  using Eigen::complex_operator_detail::operator+;  \
+  using Eigen::complex_operator_detail::operator-;  \
+  using Eigen::complex_operator_detail::operator*;  \
+  using Eigen::complex_operator_detail::operator/;  \
+  using Eigen::complex_operator_detail::operator+=; \
+  using Eigen::complex_operator_detail::operator-=; \
+  using Eigen::complex_operator_detail::operator*=; \
+  using Eigen::complex_operator_detail::operator/=; \
+  using Eigen::complex_operator_detail::operator==; \
+  using Eigen::complex_operator_detail::operator!=;
 
 namespace Eigen {
 
-namespace internal {
+// Specialized std::complex overloads.
+namespace complex_operator_detail {
 
-#if defined(__CUDACC__) && defined(EIGEN_USE_GPU)
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+std::complex<T> complex_multiply(const std::complex<T>& a, const std::complex<T>& b) {
+  const T a_real = numext::real(a);
+  const T a_imag = numext::imag(a);
+  const T b_real = numext::real(b);
+  const T b_imag = numext::imag(b);
+  return std::complex<T>(
+      a_real * b_real - a_imag * b_imag,
+      a_imag * b_real + a_real * b_imag);
+}
 
-// Many std::complex methods such as operator+, operator-, operator* and
-// operator/ are not constexpr. Due to this, clang does not treat them as device
-// functions and thus Eigen functors making use of these operators fail to
-// compile. Here, we manually specialize these functors for complex types when
-// building for CUDA to avoid non-constexpr methods.
-
-// Sum
-template<typename T> struct scalar_sum_op<const std::complex<T>, const std::complex<T> > : binary_op_base<const std::complex<T>, const std::complex<T> > {
-  typedef typename std::complex<T> result_type;
-
-  EIGEN_EMPTY_STRUCT_CTOR(scalar_sum_op)
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<T> operator() (const std::complex<T>& a, const std::complex<T>& b) const {
-    return std::complex<T>(numext::real(a) + numext::real(b),
-                           numext::imag(a) + numext::imag(b));
-  }
-};
-
-template<typename T> struct scalar_sum_op<std::complex<T>, std::complex<T> > : scalar_sum_op<const std::complex<T>, const std::complex<T> > {};
-
-
-// Difference
-template<typename T> struct scalar_difference_op<const std::complex<T>, const std::complex<T> >  : binary_op_base<const std::complex<T>, const std::complex<T> > {
-  typedef typename std::complex<T> result_type;
-
-  EIGEN_EMPTY_STRUCT_CTOR(scalar_difference_op)
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<T> operator() (const std::complex<T>& a, const std::complex<T>& b) const {
-    return std::complex<T>(numext::real(a) - numext::real(b),
-                           numext::imag(a) - numext::imag(b));
-  }
-};
-
-template<typename T> struct scalar_difference_op<std::complex<T>, std::complex<T> > : scalar_difference_op<const std::complex<T>, const std::complex<T> > {};
-
-
-// Product
-template<typename T> struct scalar_product_op<const std::complex<T>, const std::complex<T> >  : binary_op_base<const std::complex<T>, const std::complex<T> > {
-  enum {
-    Vectorizable = packet_traits<std::complex<T>>::HasMul
-  };
-  typedef typename std::complex<T> result_type;
-
-  EIGEN_EMPTY_STRUCT_CTOR(scalar_product_op)
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<T> operator() (const std::complex<T>& a, const std::complex<T>& b) const {
-    const T a_real = numext::real(a);
-    const T a_imag = numext::imag(a);
-    const T b_real = numext::real(b);
-    const T b_imag = numext::imag(b);
-    return std::complex<T>(a_real * b_real - a_imag * b_imag,
-                           a_real * b_imag + a_imag * b_real);
-  }
-};
-
-template<typename T> struct scalar_product_op<std::complex<T>, std::complex<T> > : scalar_product_op<const std::complex<T>, const std::complex<T> > {};
-
-
-// Quotient
-template<typename T> struct scalar_quotient_op<const std::complex<T>, const std::complex<T> > : binary_op_base<const std::complex<T>, const std::complex<T> > {
-  enum {
-    Vectorizable = packet_traits<std::complex<T>>::HasDiv
-  };
-  typedef typename std::complex<T> result_type;
-
-  EIGEN_EMPTY_STRUCT_CTOR(scalar_quotient_op)
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE std::complex<T> operator() (const std::complex<T>& a, const std::complex<T>& b) const {
-    const T a_real = numext::real(a);
-    const T a_imag = numext::imag(a);
-    const T b_real = numext::real(b);
-    const T b_imag = numext::imag(b);
-    const T norm = T(1) / (b_real * b_real + b_imag * b_imag);
-    return std::complex<T>((a_real * b_real + a_imag * b_imag) * norm,
-                           (a_imag * b_real - a_real * b_imag) * norm);
-  }
-};
-
-template<typename T> struct scalar_quotient_op<std::complex<T>, std::complex<T> > : scalar_quotient_op<const std::complex<T>, const std::complex<T> > {};
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+std::complex<T> complex_divide_fast(const std::complex<T>& a, const std::complex<T>& b) {
+  const T a_real = numext::real(a);
+  const T a_imag = numext::imag(a);
+  const T b_real = numext::real(b);
+  const T b_imag = numext::imag(b);
+  const T norm = (b_real * b_real + b_imag * b_imag);
+  return std::complex<T>((a_real * b_real + a_imag * b_imag) / norm,
+                          (a_imag * b_real - a_real * b_imag) / norm);
+}
 
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+std::complex<T> complex_divide_stable(const std::complex<T>& a, const std::complex<T>& b) {
+  const T a_real = numext::real(a);
+  const T a_imag = numext::imag(a);
+  const T b_real = numext::real(b);
+  const T b_imag = numext::imag(b);
+  // Smith's complex division (https://arxiv.org/pdf/1210.4539.pdf),
+  // guards against over/under-flow.
+  const bool scale_imag = numext::abs(b_imag) <= numext::abs(b_real);
+  const T rscale = scale_imag ? T(1) : b_real / b_imag;
+  const T iscale = scale_imag ? b_imag / b_real : T(1);
+  const T denominator = b_real * rscale + b_imag * iscale;
+  return std::complex<T>((a_real * rscale + a_imag * iscale) / denominator, 
+                         (a_imag * rscale - a_real * iscale) / denominator);
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+std::complex<T> complex_divide(const std::complex<T>& a, const std::complex<T>& b) {
+#if EIGEN_FAST_MATH
+  return complex_divide_fast(a, b);
+#else
+  return complex_divide_stable(a, b);
 #endif
+}
+
+// NOTE: We cannot specialize compound assignment operators with Scalar T,
+//         (i.e.  operator@=(const T&), for @=+,-,*,/)
+//       since they are already specialized for float/double/long double within
+//       the standard <complex> header. We also do not specialize the stream
+//       operators.
+#define EIGEN_CREATE_STD_COMPLEX_OPERATOR_SPECIALIZATIONS(T)                                    \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator+(const std::complex<T>& a) { return a; }                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator-(const std::complex<T>& a) {                                           \
+  return std::complex<T>(-numext::real(a), -numext::imag(a));                                   \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator+(const std::complex<T>& a, const std::complex<T>& b) {                 \
+  return std::complex<T>(numext::real(a) + numext::real(b), numext::imag(a) + numext::imag(b)); \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator+(const std::complex<T>& a, const T& b) {                               \
+  return std::complex<T>(numext::real(a) + b, numext::imag(a));                                 \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator+(const T& a, const std::complex<T>& b) {                               \
+  return std::complex<T>(a + numext::real(b), numext::imag(b));                                 \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator-(const std::complex<T>& a, const std::complex<T>& b) {                 \
+  return std::complex<T>(numext::real(a) - numext::real(b), numext::imag(a) - numext::imag(b)); \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator-(const std::complex<T>& a, const T& b) {                               \
+  return std::complex<T>(numext::real(a) - b, numext::imag(a));                                 \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator-(const T& a, const std::complex<T>& b) {                               \
+  return std::complex<T>(a - numext::real(b), -numext::imag(b));                                \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator*(const std::complex<T>& a, const std::complex<T>& b) {                 \
+  return complex_multiply(a, b);                                                                \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator*(const std::complex<T>& a, const T& b) {                               \
+  return std::complex<T>(numext::real(a) * b, numext::imag(a) * b);                             \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator*(const T& a, const std::complex<T>& b) {                               \
+  return std::complex<T>(a * numext::real(b), a * numext::imag(b));                             \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator/(const std::complex<T>& a, const std::complex<T>& b) {                 \
+  return complex_divide(a, b);                                                                  \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator/(const std::complex<T>& a, const T& b) {                               \
+  return std::complex<T>(numext::real(a) / b, numext::imag(a) / b);                             \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T> operator/(const T& a, const std::complex<T>& b) {                               \
+  return complex_divide(std::complex<T>(a, 0), b);                                              \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T>& operator+=(std::complex<T>& a, const std::complex<T>& b) {                     \
+  numext::real_ref(a) += numext::real(b);                                                       \
+  numext::imag_ref(a) += numext::imag(b);                                                       \
+  return a;                                                                                     \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T>& operator-=(std::complex<T>& a, const std::complex<T>& b) {                     \
+  numext::real_ref(a) -= numext::real(b);                                                       \
+  numext::imag_ref(a) -= numext::imag(b);                                                       \
+  return a;                                                                                     \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T>& operator*=(std::complex<T>& a, const std::complex<T>& b) {                     \
+  a = complex_multiply(a, b);                                                                   \
+  return a;                                                                                     \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+std::complex<T>& operator/=(std::complex<T>& a, const std::complex<T>& b) {                     \
+  a = complex_divide(a, b);                                                                     \
+  return  a;                                                                                    \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+bool operator==(const std::complex<T>& a, const std::complex<T>& b) {                           \
+  return numext::real(a) == numext::real(b) && numext::imag(a) == numext::imag(b);              \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+bool operator==(const std::complex<T>& a, const T& b) {                                         \
+  return numext::real(a) == b && numext::imag(a) == 0;                                          \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+bool operator==(const T& a, const std::complex<T>& b) {                                         \
+  return a  == numext::real(b) && 0 == numext::imag(b);                                         \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+bool operator!=(const std::complex<T>& a, const std::complex<T>& b) {                           \
+  return !(a == b);                                                                             \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+bool operator!=(const std::complex<T>& a, const T& b) {                                         \
+  return !(a == b);                                                                             \
+}                                                                                               \
+                                                                                                \
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                           \
+bool operator!=(const T& a, const std::complex<T>& b) {                                         \
+  return !(a == b);                                                                             \
+}
+
+// Do not specialize for long double, since that reduces to double on device.
+EIGEN_CREATE_STD_COMPLEX_OPERATOR_SPECIALIZATIONS(float)
+EIGEN_CREATE_STD_COMPLEX_OPERATOR_SPECIALIZATIONS(double)
+
+#undef EIGEN_CREATE_STD_COMPLEX_OPERATOR_SPECIALIZATIONS
+
+  
+}  // namespace complex_operator_detail
+
+EIGEN_USING_STD_COMPLEX_OPERATORS
+
+namespace numext {
+EIGEN_USING_STD_COMPLEX_OPERATORS
+}  // namespace numext
+
+namespace internal {
+EIGEN_USING_STD_COMPLEX_OPERATORS
+
+}  // namespace internal
+}  // namespace Eigen
 
-} // end namespace internal
+#endif  // !(EIGEN_COMP_ICC && _USE_COMPLEX_SPECIALIZATION_)
 
-} // end namespace Eigen
+#endif  // EIGEN_CUDACC && EIGEN_GPU_COMPILE_PHASE
 
-#endif // EIGEN_COMPLEX_CUDA_H
+#endif  // EIGEN_COMPLEX_CUDA_H