One thing I learned over the years is that as there are enough scientific and financial applications that make heavy use of exp(), that this function can never be fast enough.
I recently investigated some aspects of math functions across multiple platforms, and thought I would share my CUDA version of double-precision exp(). On my lowly Quadro 2000 (sm_21) this has about 11% higher throughput than the CUDA 6.5 implementation. Performance gains should be similar on other “DP lite” platforms, as the speedup is from minimizing the use of double-precision operations. For architectures with fast double precision, the performance gain is probably a few percent only. The accuracy is equivalent to the CUDA 6.5 implementation and can probably be improved a little bit more, but finding more accurate core approximations is hard.
I am placing this code under a 2-clause BSD license which is OSI-approved.
Code below updated 2/11/2017, 9/4/2017
/*
Copyright (c) 2015-2017, Norbert Juffa
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
1. Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/* Compute exponential function. maximum ulp error observed = 0.89028 */
__device__ __forceinline__ double my_exp (double a)
{
const double ln2_hi = 6.9314718055829871e-01;
const double ln2_lo = 1.6465949582897082e-12;
const double l2e = 1.4426950408889634; // log2(e)
const double cvt = 6755399441055744.0; // 3 * 2**51
double f, j, p, r;
int i;
// exp(a) = 2**i * exp(f); i = rint (a / log(2))
j = fma (l2e, a, cvt);
i = __double2loint (j);
j = j - cvt;
f = fma (j, -ln2_hi, a);
f = fma (j, -ln2_lo, f);
// approximate p = exp(f) on interval [-log(2)/2, +log(2)/2]
p = 2.5022018235176802e-8;
p = fma (p, f, 2.7630903481118922e-7);
p = fma (p, f, 2.7557514543922205e-6);
p = fma (p, f, 2.4801491039429033e-5);
p = fma (p, f, 1.9841269589083001e-4);
p = fma (p, f, 1.3888888945916664e-3);
p = fma (p, f, 8.3333333334557492e-3);
p = fma (p, f, 4.1666666666519782e-2);
p = fma (p, f, 1.6666666666666477e-1);
p = fma (p, f, 5.0000000000000122e-1);
p = fma (p, f, 1.0000000000000000e+0);
p = fma (p, f, 1.0000000000000000e+0);
// exp(a) = 2**i * exp(f);
int rlo = __double2loint (p);
int rhi = (i << 20) + __double2hiint (p);
r = __hiloint2double (rhi, rlo);
// handle special cases
int ia = __double2hiint (a);
int ib = __double2hiint (708.0); // |a| >= 708 requires double scaling
int ic = __double2hiint (746.0); // |a| >= 746 severe overflow / underflow
float fa = __int_as_float (ia);
float fb = __int_as_float (ib);
float fc = __int_as_float (ic);
if (! (fabsf (fa) < fb)) { // !(|a| < 708)
i = (i > 0) ? 0 : 0x80300000;
r = __hiloint2double (0x7fe00000 + i, 0);
r = r * __hiloint2double (rhi - i - 0x3ff00000, rlo);
if (! (fabsf (fa) < fc)) { // !(|a| < 746)
r = __hiloint2double ((ia > 0) ? 0x7ff00000 : 0, 0); // +INF, +0
if (isnan (a)) r = a + a;
}
}
return r;
}