[eigen] Behavior of min/max if NaNs are involved, and fast-math behavior in general

[Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx>]

Hi List!

There has been a DECISIONNEEDED pending on this bug for a while:
http://eigen.tuxfamily.org/bz/show_bug.cgi?id=564
There is also a PR related to that:
https://bitbucket.org/eigen/eigen/pull-requests/658

I'm seeking for some opinions on that topic (if you don't have a 
bugzilla-account, ask for one at eigen-core-team@xxxxxxxxxxxxxxxxxxx or 
just answer to this list).


The current situation is that min/max functions are documented as 
"undefined" regarding their behavior if NaNs are involved, so 
technically we would be free to change that. However, (with SSE/AVX) a 
number-propagating min/max operations is about twice as slow as the 
current unspecified implementation, so we should not burden users with 
the overhead if they never have NaNs (or don't care about NaN-behavior).

Essentially, the questions are
 * Do you need min/max-behavior which propagates NaNs or numbers?
 * Do you want to control that behavior per function or per compilation 
unit?
 * In the above-mentioned bug, I suggested adding an optional template 
parameter to each min/max function. Do you you see any drawbacks, or do 
you have alternative ideas?


And then there is a more general question about Eigen's behavior 
regarding fast-math in general:
http://eigen.tuxfamily.org/bz/show_bug.cgi?id=1687
i.e., EIGEN_FAST_MATH is currently enabled by default which is probably 
barely noticed since it mostly influences behavior of SIMD-math for 
calculating sine and cosine of arrays.
Some more general questions regarding that:
 * Does anyone actually rely on being able to disable EIGEN_FAST_MATH?
 * Would anyone like to have more control over fast-math behavior? 
(setting ERRNO, always ignoring NaN/infinities/denormals, ...)


Cheers,
Christoph


--
 Dr.-Ing. Christoph Hertzberg

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