Merge pull request #49 from gfoidl/simd-reduction

Better Simd reduction
gfoidl · Apr 19, 2018 · cc76c50 · cc76c50
2 parents bf00c42 + 1a2a603
commit cc76c50
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Showing 15 changed files with 174 additions and 19 deletions.
diff --git a/.appveyor.yml b/.appveyor.yml
@@ -1,7 +1,7 @@
 version: 0.1.{build}.0
 pull_requests:
   do_not_increment_build_number: true
-image: Visual Studio 2017
+image: Visual Studio 2017 Preview
 clone_depth: 1
 clone_folder: c:\projects\gfoidl
 environment:

diff --git a/.circleci/config.yml b/.circleci/config.yml
@@ -2,7 +2,7 @@ version: 2
 defaults: &defaults
     working_directory: ~/repo
     docker:
-        - image: microsoft/dotnet:2.0.5-sdk-2.1.4
+        - image: microsoft/dotnet:2.1-sdk
           environment:
             DOTNET_SKIP_FIRST_TIME_EXPERIENCE: 1
             DOTNET_CLI_TELEMETRY_OPTOUT: 1

diff --git a/gfoidl.Stochastics.sln b/gfoidl.Stochastics.sln
@@ -15,6 +15,7 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "build", "build", "{D9E63A0E
 		.appveyor.yml = .appveyor.yml
 		build.sh = build.sh
 		Directory.Build.props = Directory.Build.props
+		nuget.config = nuget.config
 	EndProjectSection
 EndProject
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "source", "source", "{0B4051AE-E1F2-4601-B0A8-B4CA660CC4B2}"

diff --git a/nuget.config b/nuget.config
@@ -0,0 +1,6 @@
+<?xml version="1.0" encoding="utf-8"?>
+<configuration>
+    <packageSources>
+        <add key="dotnet-myget" value="https://dotnet.myget.org/F/dotnet-core/api/v3/index.json" />
+    </packageSources>
+</configuration>
diff --git a/perf/gfoidl.Stochastics.Benchmarks/gfoidl.Stochastics.Benchmarks.csproj b/perf/gfoidl.Stochastics.Benchmarks/gfoidl.Stochastics.Benchmarks.csproj
@@ -9,19 +9,22 @@
     </PropertyGroup>
 
     <PropertyGroup Condition="'$(OS)' == 'Windows_NT'">
-        <TargetFrameworks>netcoreapp2.0;net471</TargetFrameworks>
+        <TargetFrameworks>netcoreapp2.1;netcoreapp2.0;net471</TargetFrameworks>
     </PropertyGroup>
 
     <PropertyGroup Condition="'$(OS)' != 'Windows_NT'">
-        <TargetFramework>netcoreapp2.0</TargetFramework>
+        <TargetFrameworks>netcoreapp2.1;netcoreapp2.0</TargetFrameworks>
     </PropertyGroup>
 
     <ItemGroup>
         <Content Include="..\..\native-out\*" Visible="false" CopyToOutputDirectory="PreserveNewest" />
     </ItemGroup>
 
     <ItemGroup>
-        <PackageReference Include="BenchmarkDotNet" Version="0.10.11" />
+        <PackageReference Include="BenchmarkDotNet" Version="0.10.11" />        
+    </ItemGroup>
+
+    <ItemGroup Condition="'$(TargetFramework)' == 'netcoreapp2.0'">
         <PackageReference Include="System.Memory" Version="4.4.0-preview2-25405-01" />
         <PackageReference Include="System.Runtime.CompilerServices.Unsafe" Version="4.4.0" />
     </ItemGroup>

diff --git a/source/gfoidl.Stochastics/Statistics/Sample.AverageVarianceCore.cs b/source/gfoidl.Stochastics/Statistics/Sample.AverageVarianceCore.cs
@@ -101,7 +101,7 @@ private unsafe (double avg, double variance) CalculateAverageAndVarianceCoreImpl
                     }
 
                     // Reduction -- https://github.com/gfoidl/Stochastics/issues/43
-                    avg += Vector.Dot(avgVec, Vector<double>.One);
+                    avg += avgVec.ReduceSum();
                 }
 
                 for (; i < n; ++i)

diff --git a/source/gfoidl.Stochastics/Statistics/Sample.Delta.cs b/source/gfoidl.Stochastics/Statistics/Sample.Delta.cs
@@ -94,7 +94,7 @@ private unsafe double CalculateDeltaImpl((int start, int end) range)
                     }
 
                     // Reduction -- https://github.com/gfoidl/Stochastics/issues/43
-                    delta += Vector.Dot(deltaVec, Vector<double>.One);
+                    delta += deltaVec.ReduceSum();
                 }
 
                 for (; i < n; ++i)

diff --git a/source/gfoidl.Stochastics/Statistics/Sample.MinMax.cs b/source/gfoidl.Stochastics/Statistics/Sample.MinMax.cs
@@ -107,11 +107,7 @@ private unsafe (double min, double max) GetMinMaxImpl((int start, int end) range
                     }
 
                     // Reduction
-                    for (int j = 0; j < Vector<double>.Count; ++j)
-                    {
-                        if (minVec[j] < min) min = minVec[j];
-                        if (maxVec[j] > max) max = maxVec[j];
-                    }
+                    VectorHelper.ReduceMinMax(minVec, maxVec, ref min, ref max);
                 }
 
                 for (; i < n; ++i)

diff --git a/source/gfoidl.Stochastics/Statistics/Sample.SkewnessAndKurtosis.cs b/source/gfoidl.Stochastics/Statistics/Sample.SkewnessAndKurtosis.cs
@@ -105,8 +105,8 @@ private unsafe (double skewness, double kurtosis) CalculateSkewnessAndKurtosisIm
                     }
 
                     // Reduction -- https://github.com/gfoidl/Stochastics/issues/43
-                    skewness += Vector.Dot(skewVec, Vector<double>.One);
-                    kurtosis += Vector.Dot(kurtVec, Vector<double>.One);
+                    skewness += skewVec.ReduceSum();
+                    kurtosis += kurtVec.ReduceSum();
                 }
 
                 for (; i < n; ++i)

diff --git a/source/gfoidl.Stochastics/ThrowHelper.cs b/source/gfoidl.Stochastics/ThrowHelper.cs
@@ -6,7 +6,7 @@ namespace gfoidl.Stochastics
 {
     internal static class ThrowHelper
     {
-#if NETSTANDARD2_0
+#if !NET471
         public static void ThrowArgumentNull(ExceptionArgument argument)       => throw new ArgumentNullException(GetArgumentName(argument));
         public static void ThrowArgumentOutOfRange(ExceptionArgument argument) => throw new ArgumentOutOfRangeException(GetArgumentName(argument));
         public static void ThrowArgumentOutOfRange(ExceptionArgument argument, ExceptionResource resource) => throw new ArgumentOutOfRangeException(GetArgumentName(argument), GetResourceText(resource));

diff --git a/source/gfoidl.Stochastics/VectorHelper.cs b/source/gfoidl.Stochastics/VectorHelper.cs
@@ -3,6 +3,11 @@
 using System.Numerics;
 using System.Runtime.CompilerServices;
 
+#if NETCOREAPP2_1
+using System.Runtime.Intrinsics;
+using System.Runtime.Intrinsics.X86;
+#endif
+
 namespace gfoidl.Stochastics
 {
     [DebuggerNonUserCode]
@@ -33,5 +38,67 @@ public static void WriteVectorWithAdvance(this Vector<double> vector, ref double
             Unsafe.WriteUnaligned(arr, vector);
             arr += Vector<double>.Count;
         }
+        //---------------------------------------------------------------------
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        public static double ReduceSum(this Vector<double> vector)
+        {
+#if NETCOREAPP2_1
+            if (Avx.IsSupported && Sse2.IsSupported && 256 / 8 == sizeof(double) * Vector<double>.Count)
+            {
+                Vector256<double> a     = Unsafe.As<Vector<double>, Vector256<double>>(ref vector);
+                Vector256<double> tmp   = Avx.HorizontalAdd(a, a);
+                Vector128<double> hi128 = Avx.ExtractVector128(tmp, 1);
+                Vector128<double> s     = Sse2.Add(Unsafe.As<Vector256<double>, Vector128<double>>(ref tmp), hi128);
+
+                return Sse2.ConvertToDouble(s);
+            }
+#endif
+            return Vector.Dot(Vector<double>.One, vector);
+        }
+        //---------------------------------------------------------------------
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        public static void ReduceMinMax(Vector<double> minVec, Vector<double> maxVec, ref double min, ref double max)
+        {
+#if NETCOREAPP2_1
+            if (Avx.IsSupported && Sse2.IsSupported && 256 / 8 == sizeof(double) * Vector<double>.Count)
+            {
+                min = MinMaxCore(minVec, true);
+                max = MinMaxCore(maxVec, false);
+                return;
+            }
+#endif
+            for (int j = 0; j < Vector<double>.Count; ++j)
+            {
+                if (minVec[j] < min) min = minVec[j];
+                if (maxVec[j] > max) max = maxVec[j];
+            }
+        }
+        //---------------------------------------------------------------------
+#if NETCOREAPP2_1
+        [MethodImpl(MethodImplOptions.AggressiveInlining)]
+        private static double MinMaxCore(Vector<double> vector, bool doMin)
+        {
+            Vector256<double> vec256 = Unsafe.As<Vector<double>, Vector256<double>>(ref vector);
+            Vector128<double> hi128  = Avx.ExtractVector128(vec256, 1);
+            Vector128<double> lo128  = Avx.ExtractVector128(vec256, 0);
+            Vector128<double> tmp1   = Avx.Permute(hi128, 0b_01);
+            Vector128<double> tmp2   = Avx.Permute(lo128, 0b_01);
+
+            if (doMin)
+            {
+                hi128 = Sse2.Min(hi128, tmp1);
+                lo128 = Sse2.Min(lo128, tmp2);
+                lo128 = Sse2.Min(lo128, hi128);
+            }
+            else
+            {
+                hi128 = Sse2.Max(hi128, tmp1);
+                lo128 = Sse2.Max(lo128, tmp2);
+                lo128 = Sse2.Max(lo128, hi128);
+            }
+
+            return Sse2.ConvertToDouble(lo128);
+        }
+#endif
     }
-}
+}
diff --git a/source/gfoidl.Stochastics/gfoidl.Stochastics.csproj b/source/gfoidl.Stochastics/gfoidl.Stochastics.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
     <PropertyGroup>
-        <TargetFramework>netstandard2.0</TargetFramework>
+        <TargetFrameworks>netstandard2.0;netcoreapp2.1</TargetFrameworks>
         <LangVersion>latest</LangVersion>
         <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
     </PropertyGroup>
@@ -19,11 +19,16 @@
         <DocumentationFile>bin\Release\netstandard2.0\gfoidl.Stochastics.xml</DocumentationFile>
     </PropertyGroup>
 
-    <ItemGroup>
+    <ItemGroup Condition="'$(TargetFramework)' != 'netcoreapp2.1'">
         <PackageReference Include="System.Numerics.Vectors" Version="4.4.0" />
         <PackageReference Include="System.Runtime.CompilerServices.Unsafe" Version="4.4.0" />
     </ItemGroup>
 
+    <ItemGroup Condition="'$(TargetFramework)' == 'netcoreapp2.1'">
+        <PackageReference Include="System.Runtime.CompilerServices.Unsafe" Version="4.5.0-preview3-26417-03" />
+        <PackageReference Include="System.Runtime.Intrinsics.Experimental" Version="4.5.0-preview2-26406-04" />
+    </ItemGroup>
+
     <ItemGroup>
         <Content Include="..\..\native-out\gfoidl-Stochastics-Native.dll" PackagePath="runtimes/win-x64/native" Visible="false" CopyToOutputDirectory="PreserveNewest" />
         <Content Include="..\..\native-out\libgfoidl-Stochastics-Native.so" PackagePath="runtimes/linux-x64/native" Visible="false" CopyToOutputDirectory="PreserveNewest" />

diff --git a/tests/gfoidl.Stochastics.Tests/VectorHelperTests/ReduceMinMax.cs b/tests/gfoidl.Stochastics.Tests/VectorHelperTests/ReduceMinMax.cs
@@ -0,0 +1,40 @@
+using System;
+using System.Numerics;
+using NUnit.Framework;
+
+namespace gfoidl.Stochastics.Tests.VectorHelperTests
+{
+    [TestFixture]
+    public class ReduceMinMax
+    {
+        [Test, Repeat(10)]
+        public void Min_Max_Vectors_given___correct_Min_Max()
+        {
+            var rnd    = new Random();
+            var minArr = new double[Vector<double>.Count];
+            var maxArr = new double[Vector<double>.Count];
+            double min = double.MaxValue;
+            double max = double.MinValue;
+
+            for (int j = 0; j < Vector<double>.Count; ++j)
+            {
+                minArr[j] = rnd.NextDouble();
+                maxArr[j] = rnd.NextDouble();
+
+                if (minArr[j] < min) min = minArr[j];
+                if (maxArr[j] > max) max = maxArr[j];
+            }
+
+            double expectedMin = min;
+            double expectedMax = max;
+
+            var minVec = new Vector<double>(minArr);
+            var maxVec = new Vector<double>(maxArr);
+
+            VectorHelper.ReduceMinMax(minVec, maxVec, ref min, ref max);
+
+            Assert.AreEqual(expectedMin, min, 1e-10);
+            Assert.AreEqual(expectedMax, max, 1e-10);
+        }
+    }
+}
diff --git a/tests/gfoidl.Stochastics.Tests/VectorHelperTests/ReduceSum.cs b/tests/gfoidl.Stochastics.Tests/VectorHelperTests/ReduceSum.cs
@@ -0,0 +1,37 @@
+using System;
+using System.Numerics;
+using NUnit.Framework;
+
+namespace gfoidl.Stochastics.Tests.VectorHelperTests
+{
+    [TestFixture]
+    public class ReduceSum
+    {
+        [Test, Repeat(10)]
+        public void Random_Vector_given___Correct_Sum_Reduction()
+        {
+            if (Vector.IsHardwareAccelerated)
+            {
+                var rnd         = new Random();
+                var arr         = new double[Vector<double>.Count];
+                double expected = 0;
+
+                for (int j = 0; j < arr.Length; ++j)
+                {
+                    arr[j]    = rnd.NextDouble();
+                    expected += arr[j];
+                }
+
+                var vector = new Vector<double>(arr);
+
+                double actual = vector.ReduceSum();
+
+                Assert.AreEqual(expected, actual, 1e-10);
+            }
+            else
+            {
+                Assert.Ignore("Vector.IsHardwareAccelerated is false");
+            }
+        }
+    }
+}
diff --git a/tests/gfoidl.Stochastics.Tests/gfoidl.Stochastics.Tests.csproj b/tests/gfoidl.Stochastics.Tests/gfoidl.Stochastics.Tests.csproj
@@ -1,7 +1,7 @@
 <Project Sdk="Microsoft.NET.Sdk">
 
     <PropertyGroup>
-        <TargetFramework>netcoreapp2.0</TargetFramework>
+        <TargetFrameworks>netcoreapp2.1;netcoreapp2.0</TargetFrameworks>
     </PropertyGroup>
 
     <ItemGroup>