在数值计算中,通常需要将数字缩放到安全范围内。
例如,计算欧几里得距离:sqrt(a^2+b^2)
。在此,如果a
或b
的大小太小/太大,则可能发生下溢/上溢。
解决此问题的常用方法是将数字除以最大数量级数。但是,此解决方案是:
因此,我认为不要将其除以最大的数量级,而应将其乘以2的幂的倒数。这似乎是一个更好的解决方案,如下所示:
因此,我想创建一个小的实用程序函数,它具有如下所示的逻辑(通过
^
,我的意思是幂运算):void getScaler(double value, double &scaler, double &scalerReciprocal) {
int e = <exponent of value>;
if (e<-1022) { scaler=2^-1022; scalerReciprocal = 2^1022; }
} else if (e>1022) { scaler=2^1022; scalerReciprocal = 2^-1022; }
} else { scaler=2^e; scalerReciprocal = 2^(2046-e); }
}
此函数应返回规范化的
scaler
和scalerReciprocal
,它们都是2的幂,其中scaler
接近value
,而scalerReciprocal
是scaler
的倒数。scaler
/scaleReciprocal
允许的最大指数是-1022..1022
(我不想使用次普通scaler
,因为次普通数字可能很慢)。什么是快速方法做到这一点?可以使用纯浮点运算来完成此操作吗?还是应该从
value
提取指数,并使用简单的if
进行逻辑处理?是否有某种技巧可以快速与(-)1022进行比较(因为范围是对称的)?注意:
scaler
不必是最接近的2的幂。如果某些逻辑需要它,scaler
可以与最接近的值相差很小的2的幂。 最佳答案
函数s = get_scale(z)
计算“2的关闭幂”。由于s
的小数位
如果为零,则s
的倒数只是一个(廉价的)整数减法:请参见函数inv_of_scale
。
在x86上,get_scale
和inv_of_scale
可以编译为使用clang的高效汇编程序。
编译器clang将三元运算符转换为minsd
和maxsd
,
另请参阅彼得·科德斯(Peter Cordes)的comment。
使用gcc时,
将这些功能转换为x86内在函数
代码(get_scale_x86
和inv_of_scale_x86
),see Godbolt。
注意C explicitly permits type-punningthrough a union, whereas C++ (c++11) has no such permission
尽管gcc 8.2和clang 7.0并没有提示 union ,但是您可以改进
C++通过using the memcpy
trick而不是
union 把戏。对代码的这种修改应该是微不足道的。
该代码应正确处理次常态。
#include<stdio.h>
#include<stdint.h>
#include<immintrin.h>
/* gcc -Wall -m64 -O3 -march=sandybridge dbl_scale.c */
union dbl_int64{
double d;
uint64_t i;
};
double get_scale(double t){
union dbl_int64 x;
union dbl_int64 x_min;
union dbl_int64 x_max;
uint64_t mask_i;
/* 0xFEDCBA9876543210 */
x_min.i = 0x0010000000000000ull;
x_max.i = 0x7FD0000000000000ull;
mask_i = 0x7FF0000000000000ull;
x.d = t;
x.i = x.i & mask_i; /* Set fraction bits to zero, take absolute value */
x.d = (x.d < x_min.d) ? x_min.d : x.d; /* If subnormal: set exponent to 1 */
x.d = (x.d > x_max.d) ? x_max.d : x.d; /* If exponent is very large: set exponent to 7FD, otherwise the inverse is a subnormal */
return x.d;
}
double get_scale_x86(double t){
__m128d x = _mm_set_sd(t);
__m128d x_min = _mm_castsi128_pd(_mm_set1_epi64x(0x0010000000000000ull));
__m128d x_max = _mm_castsi128_pd(_mm_set1_epi64x(0x7FD0000000000000ull));
__m128d mask = _mm_castsi128_pd(_mm_set1_epi64x(0x7FF0000000000000ull));
x = _mm_and_pd(x, mask);
x = _mm_max_sd(x, x_min);
x = _mm_min_sd(x, x_max);
return _mm_cvtsd_f64(x);
}
/* Compute the inverse 1/t of a double t with all zero fraction bits */
/* and exponent between the limits of function get_scale */
/* A single integer subtraction is much less expensive than a */
/* floating point division. */
double inv_of_scale(double t){
union dbl_int64 x;
/* 0xFEDCBA9876543210 */
uint64_t inv_mask = 0x7FE0000000000000ull;
x.d = t;
x.i = inv_mask - x.i;
return x.d;
}
double inv_of_scale_x86(double t){
__m128i inv_mask = _mm_set1_epi64x(0x7FE0000000000000ull);
__m128d x = _mm_set_sd(t);
__m128i x_i = _mm_sub_epi64(inv_mask, _mm_castpd_si128(x));
return _mm_cvtsd_f64(_mm_castsi128_pd(x_i));
}
int main(){
int n = 14;
int i;
/* Several example values, 4.94e-324 is the smallest subnormal */
double y[14] = { 4.94e-324, 1.1e-320, 1.1e-300, 1.1e-5, 0.7, 1.7, 123.1, 1.1e300,
1.79e308, -1.1e-320, -0.7, -1.7, -123.1, -1.1e307};
double z, s, u;
printf("Portable code:\n");
printf(" x pow_of_2 inverse pow2*inv x*inverse \n");
for (i = 0; i < n; i++){
z = y[i];
s = get_scale(z);
u = inv_of_scale(s);
printf("%14e %14e %14e %14e %14e\n", z, s, u, s*u, z*u);
}
printf("\nx86 specific SSE code:\n");
printf(" x pow_of_2 inverse pow2*inv x*inverse \n");
for (i = 0; i < n; i++){
z = y[i];
s = get_scale_x86(z);
u = inv_of_scale_x86(s);
printf("%14e %14e %14e %14e %14e\n", z, s, u, s*u, z*u);
}
return 0;
}
输出看起来不错:
Portable code:
x pow_of_2 inverse pow2*inv x*inverse
4.940656e-324 2.225074e-308 4.494233e+307 1.000000e+00 2.220446e-16
1.099790e-320 2.225074e-308 4.494233e+307 1.000000e+00 4.942713e-13
1.100000e-300 7.466109e-301 1.339386e+300 1.000000e+00 1.473324e+00
1.100000e-05 7.629395e-06 1.310720e+05 1.000000e+00 1.441792e+00
7.000000e-01 5.000000e-01 2.000000e+00 1.000000e+00 1.400000e+00
1.700000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.700000e+00
1.231000e+02 6.400000e+01 1.562500e-02 1.000000e+00 1.923437e+00
1.100000e+300 6.696929e+299 1.493222e-300 1.000000e+00 1.642544e+00
1.790000e+308 4.494233e+307 2.225074e-308 1.000000e+00 3.982882e+00
-1.099790e-320 2.225074e-308 4.494233e+307 1.000000e+00 -4.942713e-13
-7.000000e-01 5.000000e-01 2.000000e+00 1.000000e+00 -1.400000e+00
-1.700000e+00 1.000000e+00 1.000000e+00 1.000000e+00 -1.700000e+00
-1.231000e+02 6.400000e+01 1.562500e-02 1.000000e+00 -1.923437e+00
-1.100000e+307 5.617791e+306 1.780059e-307 1.000000e+00 -1.958065e+00
x86 specific SSE code:
x pow_of_2 inverse pow2*inv x*inverse
4.940656e-324 2.225074e-308 4.494233e+307 1.000000e+00 2.220446e-16
1.099790e-320 2.225074e-308 4.494233e+307 1.000000e+00 4.942713e-13
1.100000e-300 7.466109e-301 1.339386e+300 1.000000e+00 1.473324e+00
1.100000e-05 7.629395e-06 1.310720e+05 1.000000e+00 1.441792e+00
7.000000e-01 5.000000e-01 2.000000e+00 1.000000e+00 1.400000e+00
1.700000e+00 1.000000e+00 1.000000e+00 1.000000e+00 1.700000e+00
1.231000e+02 6.400000e+01 1.562500e-02 1.000000e+00 1.923437e+00
1.100000e+300 6.696929e+299 1.493222e-300 1.000000e+00 1.642544e+00
1.790000e+308 4.494233e+307 2.225074e-308 1.000000e+00 3.982882e+00
-1.099790e-320 2.225074e-308 4.494233e+307 1.000000e+00 -4.942713e-13
-7.000000e-01 5.000000e-01 2.000000e+00 1.000000e+00 -1.400000e+00
-1.700000e+00 1.000000e+00 1.000000e+00 1.000000e+00 -1.700000e+00
-1.231000e+02 6.400000e+01 1.562500e-02 1.000000e+00 -1.923437e+00
-1.100000e+307 5.617791e+306 1.780059e-307 1.000000e+00 -1.958065e+00
向量化
函数
get_scale
应该使用支持自动矢量化的编译器进行矢量化。以下的代码vectorizes very well with clang(无需编写SSE/AVX内部函数代码)。
/* Test how well get_scale vectorizes: */
void get_scale_vec(double * __restrict__ t, double * __restrict__ x){
int n = 1024;
int i;
for (i = 0; i < n; i++){
x[i] = get_scale(t[i]);
}
}
不幸的是,gcc找不到
vmaxpd
和vminpd
指令。