1 | #include <typeinfo>
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2 | #include <iostream>
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3 | #include <Eigen/Core>
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4 | #include "BenchTimer.h"
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5 | using namespace Eigen;
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6 | using namespace std;
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7 |
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8 | template<typename T>
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9 | EIGEN_DONT_INLINE typename T::Scalar sqsumNorm(const T& v)
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10 | {
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11 | return v.norm();
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12 | }
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13 |
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14 | template<typename T>
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15 | EIGEN_DONT_INLINE typename T::Scalar hypotNorm(const T& v)
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16 | {
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17 | return v.hypotNorm();
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18 | }
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19 |
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20 | template<typename T>
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21 | EIGEN_DONT_INLINE typename T::Scalar blueNorm(const T& v)
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22 | {
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23 | return v.blueNorm();
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24 | }
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25 |
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26 | template<typename T>
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27 | EIGEN_DONT_INLINE typename T::Scalar lapackNorm(T& v)
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28 | {
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29 | typedef typename T::Scalar Scalar;
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30 | int n = v.size();
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31 | Scalar scale = 0;
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32 | Scalar ssq = 1;
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33 | for (int i=0;i<n;++i)
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34 | {
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35 | Scalar ax = internal::abs(v.coeff(i));
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36 | if (scale >= ax)
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37 | {
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38 | ssq += internal::abs2(ax/scale);
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39 | }
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40 | else
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41 | {
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42 | ssq = Scalar(1) + ssq * internal::abs2(scale/ax);
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43 | scale = ax;
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44 | }
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45 | }
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46 | return scale * internal::sqrt(ssq);
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47 | }
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48 |
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49 | template<typename T>
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50 | EIGEN_DONT_INLINE typename T::Scalar twopassNorm(T& v)
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51 | {
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52 | typedef typename T::Scalar Scalar;
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53 | Scalar s = v.cwise().abs().maxCoeff();
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54 | return s*(v/s).norm();
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55 | }
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56 |
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57 | template<typename T>
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58 | EIGEN_DONT_INLINE typename T::Scalar bl2passNorm(T& v)
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59 | {
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60 | return v.stableNorm();
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61 | }
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62 |
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63 | template<typename T>
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64 | EIGEN_DONT_INLINE typename T::Scalar divacNorm(T& v)
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65 | {
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66 | int n =v.size() / 2;
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67 | for (int i=0;i<n;++i)
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68 | v(i) = v(2*i)*v(2*i) + v(2*i+1)*v(2*i+1);
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69 | n = n/2;
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70 | while (n>0)
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71 | {
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72 | for (int i=0;i<n;++i)
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73 | v(i) = v(2*i) + v(2*i+1);
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74 | n = n/2;
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75 | }
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76 | return internal::sqrt(v(0));
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77 | }
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78 |
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79 | #ifdef EIGEN_VECTORIZE
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80 | Packet4f internal::plt(const Packet4f& a, Packet4f& b) { return _mm_cmplt_ps(a,b); }
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81 | Packet2d internal::plt(const Packet2d& a, Packet2d& b) { return _mm_cmplt_pd(a,b); }
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82 |
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83 | Packet4f internal::pandnot(const Packet4f& a, Packet4f& b) { return _mm_andnot_ps(a,b); }
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84 | Packet2d internal::pandnot(const Packet2d& a, Packet2d& b) { return _mm_andnot_pd(a,b); }
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85 | #endif
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86 |
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87 | template<typename T>
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88 | EIGEN_DONT_INLINE typename T::Scalar pblueNorm(const T& v)
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89 | {
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90 | #ifndef EIGEN_VECTORIZE
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91 | return v.blueNorm();
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92 | #else
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93 | typedef typename T::Scalar Scalar;
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94 |
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95 | static int nmax = 0;
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96 | static Scalar b1, b2, s1m, s2m, overfl, rbig, relerr;
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97 | int n;
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98 |
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99 | if(nmax <= 0)
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100 | {
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101 | int nbig, ibeta, it, iemin, iemax, iexp;
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102 | Scalar abig, eps;
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103 |
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104 | nbig = std::numeric_limits<int>::max(); // largest integer
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105 | ibeta = std::numeric_limits<Scalar>::radix; //NumTraits<Scalar>::Base; // base for floating-point numbers
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106 | it = std::numeric_limits<Scalar>::digits; //NumTraits<Scalar>::Mantissa; // number of base-beta digits in mantissa
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107 | iemin = std::numeric_limits<Scalar>::min_exponent; // minimum exponent
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108 | iemax = std::numeric_limits<Scalar>::max_exponent; // maximum exponent
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109 | rbig = std::numeric_limits<Scalar>::max(); // largest floating-point number
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110 |
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111 | // Check the basic machine-dependent constants.
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112 | if(iemin > 1 - 2*it || 1+it>iemax || (it==2 && ibeta<5)
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113 | || (it<=4 && ibeta <= 3 ) || it<2)
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114 | {
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115 | eigen_assert(false && "the algorithm cannot be guaranteed on this computer");
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116 | }
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117 | iexp = -((1-iemin)/2);
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118 | b1 = std::pow(ibeta, iexp); // lower boundary of midrange
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119 | iexp = (iemax + 1 - it)/2;
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120 | b2 = std::pow(ibeta,iexp); // upper boundary of midrange
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121 |
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122 | iexp = (2-iemin)/2;
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123 | s1m = std::pow(ibeta,iexp); // scaling factor for lower range
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124 | iexp = - ((iemax+it)/2);
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125 | s2m = std::pow(ibeta,iexp); // scaling factor for upper range
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126 |
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127 | overfl = rbig*s2m; // overfow boundary for abig
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128 | eps = std::pow(ibeta, 1-it);
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129 | relerr = internal::sqrt(eps); // tolerance for neglecting asml
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130 | abig = 1.0/eps - 1.0;
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131 | if (Scalar(nbig)>abig) nmax = abig; // largest safe n
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132 | else nmax = nbig;
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133 | }
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134 |
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135 | typedef typename internal::packet_traits<Scalar>::type Packet;
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136 | const int ps = internal::packet_traits<Scalar>::size;
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137 | Packet pasml = internal::pset1(Scalar(0));
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138 | Packet pamed = internal::pset1(Scalar(0));
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139 | Packet pabig = internal::pset1(Scalar(0));
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140 | Packet ps2m = internal::pset1(s2m);
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141 | Packet ps1m = internal::pset1(s1m);
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142 | Packet pb2 = internal::pset1(b2);
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143 | Packet pb1 = internal::pset1(b1);
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144 | for(int j=0; j<v.size(); j+=ps)
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145 | {
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146 | Packet ax = internal::pabs(v.template packet<Aligned>(j));
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147 | Packet ax_s2m = internal::pmul(ax,ps2m);
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148 | Packet ax_s1m = internal::pmul(ax,ps1m);
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149 | Packet maskBig = internal::plt(pb2,ax);
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150 | Packet maskSml = internal::plt(ax,pb1);
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151 |
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152 | // Packet maskMed = internal::pand(maskSml,maskBig);
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153 | // Packet scale = internal::pset1(Scalar(0));
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154 | // scale = internal::por(scale, internal::pand(maskBig,ps2m));
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155 | // scale = internal::por(scale, internal::pand(maskSml,ps1m));
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156 | // scale = internal::por(scale, internal::pandnot(internal::pset1(Scalar(1)),maskMed));
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157 | // ax = internal::pmul(ax,scale);
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158 | // ax = internal::pmul(ax,ax);
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159 | // pabig = internal::padd(pabig, internal::pand(maskBig, ax));
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160 | // pasml = internal::padd(pasml, internal::pand(maskSml, ax));
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161 | // pamed = internal::padd(pamed, internal::pandnot(ax,maskMed));
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162 |
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163 |
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164 | pabig = internal::padd(pabig, internal::pand(maskBig, internal::pmul(ax_s2m,ax_s2m)));
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165 | pasml = internal::padd(pasml, internal::pand(maskSml, internal::pmul(ax_s1m,ax_s1m)));
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166 | pamed = internal::padd(pamed, internal::pandnot(internal::pmul(ax,ax),internal::pand(maskSml,maskBig)));
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167 | }
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168 | Scalar abig = internal::predux(pabig);
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169 | Scalar asml = internal::predux(pasml);
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170 | Scalar amed = internal::predux(pamed);
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171 | if(abig > Scalar(0))
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172 | {
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173 | abig = internal::sqrt(abig);
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174 | if(abig > overfl)
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175 | {
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176 | eigen_assert(false && "overflow");
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177 | return rbig;
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178 | }
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179 | if(amed > Scalar(0))
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180 | {
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181 | abig = abig/s2m;
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182 | amed = internal::sqrt(amed);
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183 | }
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184 | else
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185 | {
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186 | return abig/s2m;
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187 | }
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188 |
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189 | }
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190 | else if(asml > Scalar(0))
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191 | {
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192 | if (amed > Scalar(0))
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193 | {
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194 | abig = internal::sqrt(amed);
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195 | amed = internal::sqrt(asml) / s1m;
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196 | }
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197 | else
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198 | {
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199 | return internal::sqrt(asml)/s1m;
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200 | }
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201 | }
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202 | else
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203 | {
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204 | return internal::sqrt(amed);
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205 | }
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206 | asml = std::min(abig, amed);
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207 | abig = std::max(abig, amed);
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208 | if(asml <= abig*relerr)
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209 | return abig;
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210 | else
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211 | return abig * internal::sqrt(Scalar(1) + internal::abs2(asml/abig));
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212 | #endif
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213 | }
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214 |
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215 | #define BENCH_PERF(NRM) { \
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216 | Eigen::BenchTimer tf, td, tcf; tf.reset(); td.reset(); tcf.reset();\
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217 | for (int k=0; k<tries; ++k) { \
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218 | tf.start(); \
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219 | for (int i=0; i<iters; ++i) NRM(vf); \
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220 | tf.stop(); \
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221 | } \
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222 | for (int k=0; k<tries; ++k) { \
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223 | td.start(); \
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224 | for (int i=0; i<iters; ++i) NRM(vd); \
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225 | td.stop(); \
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226 | } \
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227 | for (int k=0; k<std::max(1,tries/3); ++k) { \
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228 | tcf.start(); \
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229 | for (int i=0; i<iters; ++i) NRM(vcf); \
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230 | tcf.stop(); \
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231 | } \
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232 | std::cout << #NRM << "\t" << tf.value() << " " << td.value() << " " << tcf.value() << "\n"; \
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233 | }
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234 |
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235 | void check_accuracy(double basef, double based, int s)
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236 | {
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237 | double yf = basef * internal::abs(internal::random<double>());
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238 | double yd = based * internal::abs(internal::random<double>());
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239 | VectorXf vf = VectorXf::Ones(s) * yf;
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240 | VectorXd vd = VectorXd::Ones(s) * yd;
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241 |
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242 | std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::sqrt(double(s))*yd << "\n";
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243 | std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\n";
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244 | std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\n";
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245 | std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\n";
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246 | std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\n";
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247 | std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\n";
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248 | std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\n";
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249 | std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\n";
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250 | }
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251 |
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252 | void check_accuracy_var(int ef0, int ef1, int ed0, int ed1, int s)
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253 | {
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254 | VectorXf vf(s);
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255 | VectorXd vd(s);
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256 | for (int i=0; i<s; ++i)
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257 | {
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258 | vf[i] = internal::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ef0,ef1));
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259 | vd[i] = internal::abs(internal::random<double>()) * std::pow(double(10), internal::random<int>(ed0,ed1));
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260 | }
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261 |
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262 | //std::cout << "reference\t" << internal::sqrt(double(s))*yf << "\t" << internal::sqrt(double(s))*yd << "\n";
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263 | std::cout << "sqsumNorm\t" << sqsumNorm(vf) << "\t" << sqsumNorm(vd) << "\t" << sqsumNorm(vf.cast<long double>()) << "\t" << sqsumNorm(vd.cast<long double>()) << "\n";
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264 | std::cout << "hypotNorm\t" << hypotNorm(vf) << "\t" << hypotNorm(vd) << "\t" << hypotNorm(vf.cast<long double>()) << "\t" << hypotNorm(vd.cast<long double>()) << "\n";
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265 | std::cout << "blueNorm\t" << blueNorm(vf) << "\t" << blueNorm(vd) << "\t" << blueNorm(vf.cast<long double>()) << "\t" << blueNorm(vd.cast<long double>()) << "\n";
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266 | std::cout << "pblueNorm\t" << pblueNorm(vf) << "\t" << pblueNorm(vd) << "\t" << blueNorm(vf.cast<long double>()) << "\t" << blueNorm(vd.cast<long double>()) << "\n";
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267 | std::cout << "lapackNorm\t" << lapackNorm(vf) << "\t" << lapackNorm(vd) << "\t" << lapackNorm(vf.cast<long double>()) << "\t" << lapackNorm(vd.cast<long double>()) << "\n";
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268 | std::cout << "twopassNorm\t" << twopassNorm(vf) << "\t" << twopassNorm(vd) << "\t" << twopassNorm(vf.cast<long double>()) << "\t" << twopassNorm(vd.cast<long double>()) << "\n";
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269 | // std::cout << "bl2passNorm\t" << bl2passNorm(vf) << "\t" << bl2passNorm(vd) << "\t" << bl2passNorm(vf.cast<long double>()) << "\t" << bl2passNorm(vd.cast<long double>()) << "\n";
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270 | }
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271 |
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272 | int main(int argc, char** argv)
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273 | {
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274 | int tries = 10;
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275 | int iters = 100000;
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276 | double y = 1.1345743233455785456788e12 * internal::random<double>();
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277 | VectorXf v = VectorXf::Ones(1024) * y;
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278 |
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279 | // return 0;
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280 | int s = 10000;
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281 | double basef_ok = 1.1345743233455785456788e15;
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282 | double based_ok = 1.1345743233455785456788e95;
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283 |
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284 | double basef_under = 1.1345743233455785456788e-27;
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285 | double based_under = 1.1345743233455785456788e-303;
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286 |
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287 | double basef_over = 1.1345743233455785456788e+27;
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288 | double based_over = 1.1345743233455785456788e+302;
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289 |
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290 | std::cout.precision(20);
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291 |
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292 | std::cerr << "\nNo under/overflow:\n";
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293 | check_accuracy(basef_ok, based_ok, s);
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294 |
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295 | std::cerr << "\nUnderflow:\n";
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296 | check_accuracy(basef_under, based_under, s);
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297 |
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298 | std::cerr << "\nOverflow:\n";
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299 | check_accuracy(basef_over, based_over, s);
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300 |
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301 | std::cerr << "\nVarying (over):\n";
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302 | for (int k=0; k<1; ++k)
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303 | {
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304 | check_accuracy_var(20,27,190,302,s);
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305 | std::cout << "\n";
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306 | }
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307 |
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308 | std::cerr << "\nVarying (under):\n";
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309 | for (int k=0; k<1; ++k)
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310 | {
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311 | check_accuracy_var(-27,20,-302,-190,s);
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312 | std::cout << "\n";
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313 | }
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314 |
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315 | std::cout.precision(4);
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316 | std::cerr << "Performance (out of cache):\n";
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317 | {
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318 | int iters = 1;
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319 | VectorXf vf = VectorXf::Random(1024*1024*32) * y;
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320 | VectorXd vd = VectorXd::Random(1024*1024*32) * y;
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321 | VectorXcf vcf = VectorXcf::Random(1024*1024*32) * y;
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322 | BENCH_PERF(sqsumNorm);
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323 | BENCH_PERF(blueNorm);
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324 | // BENCH_PERF(pblueNorm);
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325 | // BENCH_PERF(lapackNorm);
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326 | // BENCH_PERF(hypotNorm);
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327 | // BENCH_PERF(twopassNorm);
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328 | BENCH_PERF(bl2passNorm);
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329 | }
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330 |
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331 | std::cerr << "\nPerformance (in cache):\n";
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332 | {
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333 | int iters = 100000;
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334 | VectorXf vf = VectorXf::Random(512) * y;
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335 | VectorXd vd = VectorXd::Random(512) * y;
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336 | VectorXcf vcf = VectorXcf::Random(512) * y;
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337 | BENCH_PERF(sqsumNorm);
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338 | BENCH_PERF(blueNorm);
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339 | // BENCH_PERF(pblueNorm);
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340 | // BENCH_PERF(lapackNorm);
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341 | // BENCH_PERF(hypotNorm);
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342 | // BENCH_PERF(twopassNorm);
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343 | BENCH_PERF(bl2passNorm);
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344 | }
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345 | }
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