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VML

Julia bindings for the Intel Vector Math Library

Readme

VML

This package provides bindings to the Intel Vector Math Library for arithmetic and transcendental functions. It is often substantially faster than using Julia's built-in functions.

Using VML.jl

To use VML.jl, you must have the Intel Vector Math Library installed. This is included in MKL, which is free for non-commercial use. You must also copy/symlink the appropriate shared library to a directory known to the linker (e.g. /usr/local/lib) or you must modify the path to lib in src/VML.jl.

Currently, VML.jl is configured to use libmkl_vml_avx, which requires AVX support. If your system does not have AVX (e.g., most pre-Sandy Bridge systems), you will need to modify the const lib declaration at the top of src/VML.jl. Future versions of VML.jl may automatically detect CPU architecture.

After loading VML.jl, vector calls to functions listed below will automatically use VML instead of openlibm when possible.

By default, VML uses VML_HA mode, which corresponds to an accuracy of <1 ulp, matching the accuracy of Julia's built-in openlibm implementation, although the exact results may be different. To specify low accuracy, use vml_set_accuracy(VML_LA). To specify enhanced performance, use vml_set_accuracy(VML_EP). More documentation regarding these options is available on Intel's website.

Performance

VML Performance Comparison

VML Complex Performance Comparison

Tests were performed on an Intel(R) Core(TM) i7-3930K CPU. Error bars are 95% confidence intervals based on 25 repetitions of each test with a 1,000,000 element vector. The dashed line indicates equivalent performance for VML versus the implementations in Base. Both Base and VML use only a single core when performing these benchmarks.

Supported functions

VML.jl supports the following functions, currently for Float32 and Float64 only. While VML also offers operators for complex numbers, these are not yet implemented in VML.jl.

Unary functions

Allocating forms have signature f(A). Mutating forms have signatures f!(A) (in place) and f!(out, A) (out of place).

Allocating Mutating
acos acos!
asin asin!
atan atan!
cos cos!
sin sin!
tan tan!
acosh acosh!
asinh asinh!
atanh atanh!
cosh cosh!
sinh sinh!
tanh tanh!
cbrt cbrt!
sqrt sqrt!
exp expm1!
log log!
log10 log10!
log1p log1p!
abs abs!
abs2 abs2!
ceil ceil!
floor floor!
round round!
trunc trunc!
erf erf!
erfc erfc!
erfinv erfinv!
efcinv efcinv!
inv_cbrt inv_cbrt!
inv_sqrt inv_sqrt!
pow2o3 pow2o3!
pow3o2 pow3o2!

Binary functions

Allocating forms have signature f(A, B). Mutating forms have signature f!(out, A, B). These functions fall back on broadcasting when

Allocating Mutating
atan2 atan2!
hypot hypot!
.^ pow!
./ divide!

First Commit

02/26/2014

Last Touched

7 days ago

Commits

33 commits