Say I have a vector containing only positive, real elements defined like this:
Eigen::VectorXd v(1.3876, 8.6983, 5.438, 3.9865, 4.5673);
I want to generate a new vector v2 that has repeated the elements in v some k times. Then I want to apply k different functions to each of the repeated elements in the vector.
For example, if v2 was v repeated 2 times and I applied floor() and ceil() as my two functions, the result based on the above vector would be a column vector with values: [1; 2; 8; 9; 5; 6; 3; 4; 4; 5]. Preserving the order of the original values is important here as well. These values are also a simplified example, in practice, I'm generating vectors v with ~100,000 or more elements and would like to make my code as vectorizable as possible.
Since I'm coming to Eigen and C++ from Matlab, the simplest approach I first took was to just convert this Nx1 vector into an Nx2 matrix, apply floor to the first column and ceil to the second column, take the transpose to get a 2xN matrix and then exploit the column-major nature of the matrix and reshape the 2xN matrix into a 2Nx1 vector, yielding the result I want. However, for large vectors, this would be very slow and inefficient.
This response by ggael effectively addresses how I could repeat the elements in the input vector by generating a sequence of indices and indexing the input vector. I could just then generate more sequences of indices to apply my functions to the relevant elements v2 and copy the result back to their respective places. However, is this really the most efficient approach? I dont fully grasp copy-on-write and move semantics, but I think the second indexing expressions would be in a sense redundant?
If that is true, then my guess is that a solution here would be some sort of nullary or unary expression where I could define an expression that accepts the vector, some index k and k expressions/functions to apply to each element and spits out the vector I'm looking for. I've read the Eigen documentation on the subject, but I'm struggling to build a functional example. Any help would be appreciated!
So, if I understand you correctly, you don't want to replicate (in terms of Eigen methods) the vector, you want to apply different methods to the same elements and store the result for each, correct?
In this case, computing it sequentially once per function is the easiest route. Most CPUs can only do one (vector) memory store per clock cycle, anyway. So for simple unary or binary operations, your gains have an upper bound.
Still, you are correct that one load is technically always better than two and it is a limitation of Eigen that there is no good way of achieving this.
Know that even if you manually write a loop that would generate multiple outputs, you should limit yourself in the number of outputs. CPUs have a limited number of line-fill buffers. IIRC Intel recommended using less than 10 "output streams" in tight loops, otherwise you could stall the CPU on those.
Another aspect is that C++'s weak aliasing restrictions make it hard for compilers to vectorize code with multiple outputs. So it might even be detrimental.
Remember that Eigen is column-major, just like Matlab. Therefore use one column per output function. Or just use separate vectors to begin with.
Eigen::VectorXd v = ...;
Eigen::MatrixX2d out(v.size(), 2);
out.col(0) = v.array().floor();
out.col(1) = v.array().ceil();
Following the KISS principle, this is good enough. You will not gain much if anything by doing something more complicated. A bit of multithreading might gain you something (less than factor 2 I would guess) because a single CPU thread is not enough to max out memory bandwidth but that's about it.
This is my baseline:
int main()
{
int rows = 100013, repetitions = 100000;
Eigen::VectorXd v = Eigen::VectorXd::Random(rows);
Eigen::MatrixX2d out(rows, 2);
for(int i = 0; i < repetitions; ++i) {
out.col(0) = v.array().floor();
out.col(1) = v.array().ceil();
}
}
Compiled with gcc-11, -O3 -mavx2 -fno-math-errno I get ca. 5.7 seconds.
Inspecting the assembler code finds good vectorization.
Plain old C++ version:
double* outfloor = out.data();
double* outceil = outfloor + out.outerStride();
const double* inarr = v.data();
for(std::ptrdiff_t j = 0; j < rows; ++j) {
const double vj = inarr[j];
outfloor[j] = std::floor(vj);
outceil[j] = std::ceil(vj);
}
40 seconds instead of 5! This version actually does not vectorize because the compiler cannot prove that the arrays don't alias each other.
Next, let's use fixed size Eigen vectors to get the compiler to generate vectorized code:
double* outfloor = out.data();
double* outceil = outfloor + out.outerStride();
const double* inarr = v.data();
std::ptrdiff_t j;
for(j = 0; j + 4 <= rows; j += 4) {
const Eigen::Vector4d vj = Eigen::Vector4d::Map(inarr + j);
const auto floorval = vj.array().floor();
const auto ceilval = vj.array().ceil();
Eigen::Vector4d::Map(outfloor + j) = floorval;
Eigen::Vector4d::Map(outceil + j) = ceilval;;
}
if(j + 2 <= rows) {
const Eigen::Vector2d vj = Eigen::Vector2d::MapAligned(inarr + j);
const auto floorval = vj.array().floor();
const auto ceilval = vj.array().ceil();
Eigen::Vector2d::Map(outfloor + j) = floorval;
Eigen::Vector2d::Map(outceil + j) = ceilval;;
j += 2;
}
if(j < rows) {
const double vj = inarr[j];
outfloor[j] = std::floor(vj);
outceil[j] = std::ceil(vj);
}
7.5 seconds. The assembler looks fine, fully vectorized. I'm not sure why performance is lower. Maybe cache line aliasing?
Last attempt: We don't try to avoid re-reading the vector but we re-read it blockwise so that it will be in cache by the time we read it a second time.
const int blocksize = 64 * 1024 / sizeof(double);
std::ptrdiff_t j;
for(j = 0; j + blocksize <= rows; j += blocksize) {
const auto& vj = v.segment(j, blocksize);
auto outj = out.middleRows(j, blocksize);
outj.col(0) = vj.array().floor();
outj.col(1) = vj.array().ceil();
}
const auto& vj = v.tail(rows - j);
auto outj = out.bottomRows(rows - j);
outj.col(0) = vj.array().floor();
outj.col(1) = vj.array().ceil();
5.4 seconds. So there is some gain here but not nearly enough to justify the added complexity.