Squashed 'third_party/boostorg/odeint/' content from commit 6ff2719

Change-Id: If4892e29c1a5e6cf3a7aa51486a2725c251b0c7d
git-subtree-dir: third_party/boostorg/odeint
git-subtree-split: 6ff2719b6907b86596c3d43e88c1bcfdf29df560
diff --git a/performance/SIMD/Makefile b/performance/SIMD/Makefile
new file mode 100644
index 0000000..811acd9
--- /dev/null
+++ b/performance/SIMD/Makefile
@@ -0,0 +1,33 @@
+# Copyright 2014 Mario Mulansky
+#
+# Distributed under the Boost Software License, Version 1.0.
+# (See accompanying file LICENSE_1_0.txt or
+# copy at http://www.boost.org/LICENSE_1_0.txt)
+
+# make sure BOOST_ROOT is pointing to your boost directory
+# otherwise, set it here:
+# BOOST_ROOT = /path/to/boost
+# you also need NT2s SIMD libary available set the include path here:
+# SIMD_INCLUDE = /path/to/simd/include
+
+INCLUDES = -I$(BOOST_ROOT) -I${SIMD_INCLUDE}
+
+# INTEL COMPILER
+# change this if you want to cross-compile
+ARCH = Host
+# ARCH = AVX
+# ARCH = SSE4.2
+
+CXX = icpc
+CC = icpc
+CXXFLAGS = -O3 -x${ARCH} -std=c++0x -fno-alias -inline-forceinline -DNDEBUG ${INCLUDES}
+# -ip
+
+# GCC COMPILER
+# change this if you want to cross-compile
+# ARCH = native
+# # ARCH = core-avx-i
+
+# CXX = g++
+# CC = g++
+# CXXFLAGS = -O3 -ffast-math -mtune=${ARCH} -march=${ARCH} -std=c++0x -DNDEBUG ${INCLUDES}
diff --git a/performance/SIMD/perf_roessler.sh b/performance/SIMD/perf_roessler.sh
new file mode 100755
index 0000000..a1094f6
--- /dev/null
+++ b/performance/SIMD/perf_roessler.sh
@@ -0,0 +1,22 @@
+#!/bin/bash
+echo "Running on ${HOSTNAME}"
+
+out_dir=perf_${HOSTNAME}
+mkdir -p ${out_dir}
+
+for N in 256 1024 4096 16384 65536 262144 1048576 4194304 16777216 67108864
+do
+    steps=`expr 4 \* 67108864 / ${N}`
+    for exe in "roessler" "roessler_simd"
+    do
+        rm -f ${out_dir}/${exe}_N${N}.times
+        for i in {0..4}
+        do
+            likwid-pin -cS0:0 ./${exe} ${N} ${steps} >> ${out_dir}/${exe}_N${N}.times
+        done
+        for perf_ctr in "FLOPS_DP" "FLOPS_AVX" "L2" "L3" "MEM"
+        do
+            likwid-perfctr -CS0:0 -g ${perf_ctr} ./${exe} ${N} ${steps} > ${out_dir}/${exe}_N${N}_${perf_ctr}.perf
+        done
+    done
+done
diff --git a/performance/SIMD/roessler.cpp b/performance/SIMD/roessler.cpp
new file mode 100644
index 0000000..4e6cc42
--- /dev/null
+++ b/performance/SIMD/roessler.cpp
@@ -0,0 +1,125 @@
+/*
+ * Simulation of an ensemble of Roessler attractors
+ *
+ * Copyright 2014 Mario Mulansky
+ *
+ * Distributed under the Boost Software License, Version 1.0.
+ * (See accompanying file LICENSE_1_0.txt or
+ * copy at http://www.boost.org/LICENSE_1_0.txt)
+ *
+ */
+
+
+#include <iostream>
+#include <vector>
+#include <random>
+
+#include <boost/timer.hpp>
+#include <boost/array.hpp>
+
+#include <boost/numeric/odeint.hpp>
+
+namespace odeint = boost::numeric::odeint;
+
+typedef boost::timer timer_type;
+
+typedef double fp_type;
+//typedef float fp_type;
+
+typedef boost::array<fp_type, 3> state_type;
+typedef std::vector<state_type> state_vec;
+
+//---------------------------------------------------------------------------
+struct roessler_system {
+    const fp_type m_a, m_b, m_c;
+
+    roessler_system(const fp_type a, const fp_type b, const fp_type c)
+        : m_a(a), m_b(b), m_c(c)
+    {}
+
+    void operator()(const state_type &x, state_type &dxdt, const fp_type t) const
+    {
+        dxdt[0] = -x[1] - x[2];
+        dxdt[1] = x[0] + m_a * x[1];
+        dxdt[2] = m_b + x[2] * (x[0] - m_c);
+    }
+};
+
+//---------------------------------------------------------------------------
+int main(int argc, char *argv[]) {
+if(argc<3)
+{
+    std::cerr << "Expected size and steps as parameter" << std::endl;
+    exit(1);
+}
+const size_t n = atoi(argv[1]);
+const size_t steps = atoi(argv[2]);
+//const size_t steps = 50;
+
+const fp_type dt = 0.01;
+
+const fp_type a = 0.2;
+const fp_type b = 1.0;
+const fp_type c = 9.0;
+
+// random initial conditions on the device
+std::vector<fp_type> x(n), y(n), z(n);
+std::default_random_engine generator;
+std::uniform_real_distribution<fp_type> distribution_xy(-8.0, 8.0);
+std::uniform_real_distribution<fp_type> distribution_z(0.0, 20.0);
+auto rand_xy = std::bind(distribution_xy, std::ref(generator));
+auto rand_z = std::bind(distribution_z, std::ref(generator));
+std::generate(x.begin(), x.end(), rand_xy);
+std::generate(y.begin(), y.end(), rand_xy);
+std::generate(z.begin(), z.end(), rand_z);
+
+state_vec state(n);
+for(size_t i=0; i<n; ++i)
+{
+    state[i][0] = x[i];
+    state[i][1] = y[i];
+    state[i][2] = z[i];
+}
+
+std::cout.precision(16);
+
+std::cout << "# n: " << n << std::endl;
+
+std::cout << x[0] << std::endl;
+
+
+// Stepper type - use never_resizer for slight performance improvement
+odeint::runge_kutta4_classic<state_type, fp_type, state_type, fp_type,
+                             odeint::array_algebra,
+                             odeint::default_operations,
+                             odeint::never_resizer> stepper;
+
+roessler_system sys(a, b, c);
+
+timer_type timer;
+
+fp_type t = 0.0;
+
+for (int step = 0; step < steps; step++)
+{
+    for(size_t i=0; i<n; ++i)
+    {
+        stepper.do_step(sys, state[i], t, dt);
+    }
+    t += dt;
+}
+
+std::cout << "Integration finished, runtime for " << steps << " steps: ";
+std::cout << timer.elapsed() << " s" << std::endl;
+
+// compute some accumulation to make sure all results have been computed
+fp_type s = 0.0;
+for(size_t i = 0; i < n; ++i)
+{
+    s += state[i][0];
+}
+
+std::cout << state[0][0] << std::endl;
+std::cout << s/n << std::endl;
+
+}
diff --git a/performance/SIMD/roessler_simd.cpp b/performance/SIMD/roessler_simd.cpp
new file mode 100644
index 0000000..d79af4d
--- /dev/null
+++ b/performance/SIMD/roessler_simd.cpp
@@ -0,0 +1,149 @@
+/*
+ * Simulation of an ensemble of Roessler attractors using NT2 SIMD library
+ * This requires the SIMD library headers.
+ *
+ * Copyright 2014 Mario Mulansky
+ *
+ * Distributed under the Boost Software License, Version 1.0.
+ * (See accompanying file LICENSE_1_0.txt or
+ * copy at http://www.boost.org/LICENSE_1_0.txt)
+ *
+ */
+
+
+#include <iostream>
+#include <vector>
+#include <random>
+
+#include <boost/timer.hpp>
+#include <boost/array.hpp>
+
+#include <boost/numeric/odeint.hpp>
+#include <boost/simd/sdk/simd/pack.hpp>
+#include <boost/simd/sdk/simd/io.hpp>
+#include <boost/simd/memory/allocator.hpp>
+#include <boost/simd/include/functions/splat.hpp>
+#include <boost/simd/include/functions/plus.hpp>
+#include <boost/simd/include/functions/multiplies.hpp>
+
+
+namespace odeint = boost::numeric::odeint;
+namespace simd = boost::simd;
+
+typedef boost::timer timer_type;
+
+static const size_t dim = 3;  // roessler is 3D
+
+typedef double fp_type;
+//typedef float fp_type;
+ 
+typedef simd::pack<fp_type> simd_pack;
+typedef boost::array<simd_pack, dim> state_type;
+// use the simd allocator to get properly aligned memory
+typedef std::vector< state_type, simd::allocator< state_type > > state_vec;
+
+static const size_t pack_size = simd_pack::static_size;
+
+//---------------------------------------------------------------------------
+struct roessler_system {
+    const fp_type m_a, m_b, m_c;
+
+    roessler_system(const fp_type a, const fp_type b, const fp_type c)
+        : m_a(a), m_b(b), m_c(c)
+    {}
+
+    void operator()(const state_type &x, state_type &dxdt, const fp_type t) const
+    {
+        dxdt[0] = -1.0*x[1] - x[2];
+        dxdt[1] = x[0] + m_a * x[1];
+        dxdt[2] = m_b + x[2] * (x[0] - m_c);
+    }
+};
+
+//---------------------------------------------------------------------------
+int main(int argc, char *argv[]) {
+if(argc<3)
+{
+    std::cerr << "Expected size and steps as parameter" << std::endl;
+    exit(1);
+}
+const size_t n = atoi(argv[1]);
+const size_t steps = atoi(argv[2]);
+
+const fp_type dt = 0.01;
+
+const fp_type a = 0.2;
+const fp_type b = 1.0;
+const fp_type c = 9.0;
+
+// random initial conditions on the device
+std::vector<fp_type> x(n), y(n), z(n);
+std::default_random_engine generator;
+std::uniform_real_distribution<fp_type> distribution_xy(-8.0, 8.0);
+std::uniform_real_distribution<fp_type> distribution_z(0.0, 20.0);
+auto rand_xy = std::bind(distribution_xy, std::ref(generator));
+auto rand_z = std::bind(distribution_z, std::ref(generator));
+std::generate(x.begin(), x.end(), rand_xy);
+std::generate(y.begin(), y.end(), rand_xy);
+std::generate(z.begin(), z.end(), rand_z);
+
+state_vec state(n/pack_size);
+for(size_t i=0; i<n/pack_size; ++i)
+{
+    for(size_t p=0; p<pack_size; ++p)
+    {
+        state[i][0][p] = x[i*pack_size+p];
+        state[i][1][p] = y[i*pack_size+p];
+        state[i][2][p] = z[i*pack_size+p];
+    }
+}
+
+std::cout << "Systems: " << n << std::endl;
+std::cout << "Steps: " << steps << std::endl;
+std::cout << "SIMD pack size: " << pack_size << std::endl;
+
+std::cout << state[0][0] << std::endl;
+
+// Stepper type
+odeint::runge_kutta4_classic<state_type, fp_type, state_type, fp_type,
+                             odeint::array_algebra, odeint::default_operations,
+                             odeint::never_resizer> stepper;
+
+roessler_system sys(a, b, c);
+
+timer_type timer;
+
+fp_type t = 0.0;
+
+for(int step = 0; step < steps; step++)
+{
+    for(size_t i = 0; i < n/pack_size; ++i)
+    {
+        stepper.do_step(sys, state[i], t, dt);
+    }
+    t += dt;
+}
+
+std::cout.precision(16);
+
+std::cout << "Integration finished, runtime for " << steps << " steps: ";
+std::cout << timer.elapsed() << " s" << std::endl;
+
+// compute some accumulation to make sure all results have been computed
+simd_pack s_pack = 0.0;
+for(size_t i = 0; i < n/pack_size; ++i)
+{
+    s_pack += state[i][0];
+}
+
+fp_type s = 0.0;
+for(size_t p=0; p<pack_size; ++p)
+{
+    s += s_pack[p];
+}
+
+
+std::cout << state[0][0] << std::endl;
+std::cout << s/n << std::endl;
+
+}