gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-16 17:48:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Enhance SIMD support in moving average implementations; add AVX512 and ARM64 optimizations for HMA, SMA, and WMA

Browse Source
This commit is contained in:
Miha Kralj
2025-12-10 21:12:14 -05:00
parent 053234045f
commit cfc54bf1f7
5 changed files with 476 additions and 78 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/core/simd/SimdExtensions.cs
+9 -64
View File
@@ -383,7 +383,7 @@ public static class SimdExtensions
/// <summary>
/// Calculates the dot product of two spans using SIMD intrinsics.
/// Supports AVX512, AVX2, SSE2, and NEON.
/// Supports AVX512, AVX2, and NEON (ARM64).
/// </summary>
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static double DotProduct(this ReadOnlySpan<double> a, ReadOnlySpan<double> b)
@@ -410,26 +410,25 @@ public static class SimdExtensions
if (Avx2.IsSupported)
return DotProductAvx2(a, b);
if (Sse2.IsSupported)
return DotProductSse2(a, b);
if (AdvSimd.Arm64.IsSupported)
return DotProductNeon(a, b);
double s = 0;
double s1 = 0, s2 = 0, s3 = 0, s4 = 0;
ref double ar = ref MemoryMarshal.GetReference(a);
ref double br = ref MemoryMarshal.GetReference(b);
int i = 0;
// Unroll scalar loop
// Unroll scalar loop with 4 accumulators to break dependency chains
for (; i <= len - 4; i += 4)
{
s += Unsafe.Add(ref ar, i) * Unsafe.Add(ref br, i);
s += Unsafe.Add(ref ar, i + 1) * Unsafe.Add(ref br, i + 1);
s += Unsafe.Add(ref ar, i + 2) * Unsafe.Add(ref br, i + 2);
s += Unsafe.Add(ref ar, i + 3) * Unsafe.Add(ref br, i + 3);
s1 += Unsafe.Add(ref ar, i) * Unsafe.Add(ref br, i);
s2 += Unsafe.Add(ref ar, i + 1) * Unsafe.Add(ref br, i + 1);
s3 += Unsafe.Add(ref ar, i + 2) * Unsafe.Add(ref br, i + 2);
s4 += Unsafe.Add(ref ar, i + 3) * Unsafe.Add(ref br, i + 3);
}
double s = s1 + s2 + s3 + s4;
for (; i < len; i++)
{
s += Unsafe.Add(ref ar, i) * Unsafe.Add(ref br, i);
@@ -647,58 +646,4 @@ public static class SimdExtensions
return sum;
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
private static double DotProductSse2(ReadOnlySpan<double> a, ReadOnlySpan<double> b)
{
int len = a.Length;
int i = 0;
Vector128<double> vSum = Vector128<double>.Zero;
Vector128<double> vSum2 = Vector128<double>.Zero;
ref double aRef = ref MemoryMarshal.GetReference(a);
ref double bRef = ref MemoryMarshal.GetReference(b);
// Process 4 doubles at a time using 2 accumulators
for (; i <= len - 4; i += 4)
{
var va1 = Vector128.LoadUnsafe(ref Unsafe.Add(ref aRef, i));
var vb1 = Vector128.LoadUnsafe(ref Unsafe.Add(ref bRef, i));
var va2 = Vector128.LoadUnsafe(ref Unsafe.Add(ref aRef, i + 2));
var vb2 = Vector128.LoadUnsafe(ref Unsafe.Add(ref bRef, i + 2));
if (Fma.IsSupported)
{
vSum = Fma.MultiplyAdd(va1, vb1, vSum);
vSum2 = Fma.MultiplyAdd(va2, vb2, vSum2);
}
else
{
vSum = Sse2.Add(vSum, Sse2.Multiply(va1, vb1));
vSum2 = Sse2.Add(vSum2, Sse2.Multiply(va2, vb2));
}
}
// Process remaining 2 doubles if available
if (i <= len - 2)
{
var va = Vector128.LoadUnsafe(ref Unsafe.Add(ref aRef, i));
var vb = Vector128.LoadUnsafe(ref Unsafe.Add(ref bRef, i));
vSum = Fma.IsSupported
? Fma.MultiplyAdd(va, vb, vSum)
: Sse2.Add(vSum, Sse2.Multiply(va, vb));
i += 2;
}
vSum = Sse2.Add(vSum, vSum2);
double sum = vSum.GetElement(0) + vSum.GetElement(1);
// Scalar remainder (0-1 elements)
for (; i < len; i++)
{
sum += Unsafe.Add(ref aRef, i) * Unsafe.Add(ref bRef, i);
}
return sum;
}
}