Kolbe.LitMath 0.3.8

LitMath

A collection of AVX-256 accelerated mathematical functions for .NET

I rewrote Exp, Log, Sin and a few other useful functions using pure AVX intrinsics, so instead of doing one calculation per core, you can now do 4 doubles or 8 floats per core. I added the Sqrt, ERF function and a Normal Distribution CDF as well. On doubles, the following accuracies apply:

• Exp and Sqrt run at double precision limits
• ERF at 1e-13
• Sin and Cos at 1e-15
• Tan in $[0,\pi/4]$ at 2e-16
• ATan at 1e-10 (working on it)

There are examples in the benchmark and tests. But here is one to get you started anyway.

Calculate n $e^x$'s in chunks of 4 and store the result in y.

int n = 40;
Span<double> x = new Span<double>(Enumerable.Range(0 , n).Select(z => (double)z/n).ToArray());
Span<double> y = new Span<double>(new double[n]);
LitExp.Exp(ref x, ref y);

Parallel Processing

LitMath leverages SIMD for instruction level parallelism, but not compute cores. For array sizes large enough, it would be a really good idea to do multicore processing. There's an example called LitExpDoubleParallel in the ExpBenchmark.cs file to see one way to go about this.