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Speed up approximate exponential function by 2.1x #210
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rmlarsen
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b290855
Replace the fast exponential approximation based on the limits exp(n)…
rmlarsen a5a7f5c
Use std::memcpy for type punning. Follow naming convention is Shraudo…
rmlarsen b2db72b
Handle arguments that fall outside the range where the Shraudolph app…
rmlarsen 27a6f73
format
rmlarsen 785bc8e
Recover most of the speed lost to range checking by only checking mag…
rmlarsen 210e82e
Merge branch 'master' into schraudolph
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Why not return std::exp(x) ? This should be a rare case and let it handle overflow
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@maliberty as mentioned above, it seems to not be a rare case, and significantly hurts performance because
std::exp
is so slow. I think this is something in the root finder that needs to be debugged.There was a problem hiding this comment.
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Perhaps the root finder keeps chasing denormal values because the stopping criterion is not very good? Capping at -707.7 means that we do not return denormals. (Just a wild guess).
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The prior code had capping for
x < -12.0
so it could well be that the calling code assumes such. I wonder if you wouldn't get a benefit by keeping the old limit as it was apparently acceptable. Investigating the solver also makes sense.I'm guessing >707 doesn't happen much and it could use std::exp.
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Unfortunately that would yield significantly slower code because we'd need two conditionals. I doubt that the calling code makes such specific assumptions, since the tests pass. With the current version of this PR, you get much better numerics and a 2.1x speedup. What's not to like?
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Also, if we are OK underflowing at -12, why do we care if we overflow at 707.7 instead of 709.8?