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Merged
lmoneta merged 6 commits into from
Jul 4, 2017
Merged

Vectorization fixes, improvements and new features #699

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7ce1a92
Allow evaluation of templated(Double_v) TF1 on doubles
xvallspl Jun 23, 2017
916be1d
Provide several improvements for the vectorized fit.
xvallspl Jun 23, 2017
a2debad
Pad BinData to fill whole Double_v vectors
xvallspl Jun 23, 2017
a230584
Remove now useless HAS_VECCORE guards
xvallspl Jun 28, 2017
6886d73
Remove more R__HAS_VECCORE guards
xvallspl Jun 29, 2017
0b88cb1
Reduce time it takes to run test
xvallspl Jun 29, 2017
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Remove now useless HAS_VECCORE guards
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@xvallspl
xvallspl committed Jun 29, 2017
commit a230584e2e1ed527fa7aa426520a6283e005f7cf
14 changes: 0 additions & 14 deletions math/mathcore/inc/Fit/Chi2FCN.h
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Original file line number Diff line number Diff line change
Expand Up @@ -120,21 +120,13 @@ class Chi2FCN : public BasicFCN<DerivFunType, ModelFunType, BinData> {
/// i-th chi-square residual
virtual double DataElement(const double *x, unsigned int i, double *g) const {
if (i==0) this->UpdateNCalls();
#ifdef R__HAS_VECCORE
return FitUtil::Evaluate<T>::EvalChi2Residual(BaseFCN::ModelFunction(), BaseFCN::Data(), x, i, g);
#else
return FitUtil::EvaluateChi2Residual(BaseFCN::ModelFunction(), BaseFCN::Data(), x, i, g);
#endif
}

// need to be virtual to be instantiated
virtual void Gradient(const double *x, double *g) const {
// evaluate the chi2 gradient
#ifdef R__HAS_VECCORE
FitUtil::Evaluate<T>::EvalChi2Gradient(BaseFCN::ModelFunction(), BaseFCN::Data(), x, g, fNEffPoints);
#else
FitUtil::EvaluateChi2Gradient(BaseFCN::ModelFunction(), BaseFCN::Data(), x, g, fNEffPoints);
#endif
}

/// get type of fit method function
Expand All @@ -154,15 +146,9 @@ class Chi2FCN : public BasicFCN<DerivFunType, ModelFunType, BinData> {
virtual double DoEval (const double * x) const {
this->UpdateNCalls();
if (BaseFCN::Data().HaveCoordErrors() || BaseFCN::Data().HaveAsymErrors())
#ifdef R__HAS_VECCORE
return FitUtil::Evaluate<T>::EvalChi2Effective(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fNEffPoints);
else
return FitUtil::Evaluate<T>::EvalChi2(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fNEffPoints, fExecutionPolicy);
#else
return FitUtil::EvaluateChi2Effective(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fNEffPoints);
else
return FitUtil::EvaluateChi2(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fNEffPoints, fExecutionPolicy);
#endif
}

// for derivatives
Expand Down
9 changes: 5 additions & 4 deletions math/mathcore/inc/Fit/FitUtil.h
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Expand Up @@ -337,9 +337,9 @@ namespace FitUtil {

unsigned setAutomaticChunking(unsigned nEvents);

#ifdef R__HAS_VECCORE
template<class T>
struct Evaluate{
struct Evaluate {
#ifdef R__HAS_VECCORE
static double EvalChi2(const IModelFunctionTempl<T> &func, const BinData & data, const double * p, unsigned int &nPoints, const unsigned int &executionPolicy, unsigned nChunks = 0)
{
// evaluate the chi2 given a vectorized function reference , the data and returns the value and also in nPoints
Expand Down Expand Up @@ -808,6 +808,8 @@ static void EvalPoissonLogLGradient(const IModelFunctionTempl<T> &, const BinDat

template<>
struct Evaluate<double>{
#endif

static double EvalChi2(const IModelFunction & func, const BinData & data, const double * p, unsigned int &nPoints, const unsigned int &executionPolicy, unsigned nChunks = 0)
{
// evaluate the chi2 given a function reference, the data and returns the value and also in nPoints
Expand All @@ -816,7 +818,7 @@ static void EvalPoissonLogLGradient(const IModelFunctionTempl<T> &, const BinDat
// optionally the integral of function in the bin is used
return FitUtil::EvaluateChi2(func, data, p, nPoints, executionPolicy, nChunks);
}

static double EvalLogL(const IModelFunctionTempl<double> &func, const UnBinData & data, const double * p, int iWeight,
bool extended, unsigned int &nPoints, const unsigned int &executionPolicy, unsigned nChunks = 0)
{
Expand Down Expand Up @@ -852,7 +854,6 @@ static void EvalPoissonLogLGradient(const IModelFunctionTempl<double> &func, con
FitUtil::EvaluatePoissonLogLGradient(func, data, p, g);
}
};
#endif

} // end namespace FitUtil

Expand Down
5 changes: 0 additions & 5 deletions math/mathcore/inc/Fit/LogLikelihoodFCN.h
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Expand Up @@ -154,12 +154,7 @@ class LogLikelihoodFCN : public BasicFCN<DerivFunType,ModelFunType,UnBinData> {
*/
virtual double DoEval (const double * x) const {
this->UpdateNCalls();

#ifdef R__HAS_VECCORE
return FitUtil::Evaluate<T>::EvalLogL(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fWeight, fIsExtended, fNEffPoints, fExecutionPolicy);
#else
return FitUtil::EvaluateLogL(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fWeight, fIsExtended, fNEffPoints, fExecutionPolicy);
#endif
}

// for derivatives
Expand Down
5 changes: 0 additions & 5 deletions math/mathcore/inc/Fit/PoissonLikelihoodFCN.h
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Expand Up @@ -161,13 +161,8 @@ class PoissonLikelihoodFCN : public BasicFCN<DerivFunType,ModelFunType,BinData>
*/
virtual double DoEval (const double * x) const {
this->UpdateNCalls();
#ifdef R__HAS_VECCORE
return FitUtil::Evaluate<T>::EvalPoissonLogL(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fWeight, fIsExtended,
fNEffPoints, fExecutionPolicy);
#else
return FitUtil::EvaluatePoissonLogL(BaseFCN::ModelFunction(), BaseFCN::Data(), x, fWeight, fIsExtended,
fNEffPoints, fExecutionPolicy);
#endif
}

// for derivatives
Expand Down