Fast SSE low precision exponential using double pr

I am looking for for a fast-SSE-low-precision (~1e-3) exponential function.

I came across this great answer:

/* max. rel. error = 3.55959567e-2 on [-87.33654, 88.72283] */
__m128 FastExpSse (__m128 x)
{
    __m128 a = _mm_set1_ps (12102203.0f); /* (1 << 23) / log(2) */
    __m128i b = _mm_set1_epi32 (127 * (1 << 23) - 298765);
    __m128i t = _mm_add_epi32 (_mm_cvtps_epi32 (_mm_mul_ps (a, x)), b);
    return _mm_castsi128_ps (t);
}

Based on the work of Nicol N. Schraudolph: N. N. Schraudolph. "A fast, compact approximation of the exponential function." Neural Computation, 11(4), May 1999, pp.853-862.

Now I would need a "double precision" version: __m128d FastExpSSE (__m128d x). This is because I don't control the input and output precision, which happen to be double precision, and the two conversions double -> float, then float -> double is eating 50% of the CPU resources.

What changes would be needed?

I naively tried this:

__m128i double_to_uint64(__m128d x) {
    x = _mm_add_pd(x, _mm_set1_pd(0x0010000000000000));
    return _mm_xor_si128(
        _mm_castpd_si128(x),
        _mm_castpd_si128(_mm_set1_pd(0x0010000000000000))
    );
}

__m128d FastExpSseDouble(__m128d x) {

    #define S 52
    #define C (1llu << S) / log(2)

    __m128d a = _mm_set1_pd(C); /* (1 << 52) / log(2) */
    __m128i b = _mm_set1_epi64x(127 * (1llu << S) - 298765llu << 29);

    auto y = double_to_uint64(_mm_mul_pd(a, x));

    __m128i t = _mm_add_epi64(y, b);
    return _mm_castsi128_pd(t);
}

Of course this returns garbage as I don't know what I'm doing...

edit:

About the 50% factor, it is a very rough estimation, comparing the speedup (with respect to std::exp) converting a vector of single precision numbers (great) to the speedup with a list of double precision numbers (not so great).

Here is the code I used:

// gives the result in place
void FastExpSseVector(std::vector<double> & v) { //vector with several millions elements

    const auto I = v.size();

    const auto N = (I / 4) * 4;

    for (int n = 0; n < N; n += 4) {

        float a[4] = { float(v[n]), float(v[n + 1]), float(v[n + 2]), float(v[n + 3]) };

        __m128 x;
        x = _mm_load_ps(a);

        auto r = FastExpSse(x);

        _mm_store_ps(a, r);

        v[n]     = a[0];
        v[n + 1] = a[1];
        v[n + 2] = a[2];
        v[n + 3] = a[3];
    }

    for (int n = N; n < I; ++n) {
        v[n] = FastExp(v[n]);
    }

}

And here is what I would do if I had this "double precision" version:

void FastExpSseVectorDouble(std::vector<double> & v) {

    const auto I = v.size();

    const auto N = (I / 2) * 2;

    for (int n = 0; n < N; n += 2) {
        __m128d x;
        x = _mm_load_pd(&v[n]);
        auto r = FastExpSseDouble(x);

        _mm_store_pd(&v[n], r);
    }

    for (int n = N; n < I; ++n) {
        v[n] = FastExp(v[n]);
    }
}

Something like this should do the job. You need to tune the 1.05 constant to get a lower maximal error -- I'm too lazy to do that:

__m128d fastexp(const __m128d &x)
{
    __m128d scaled = _mm_add_pd(_mm_mul_pd(x, _mm_set1_pd(1.0/std::log(2.0)) ), _mm_set1_pd(3*1024.0-1.05));

    return _mm_castsi128_pd(_mm_slli_epi64(_mm_castpd_si128(scaled), 11));
}

This just gets about 2.5% relative precision -- for better precision you may need to add a second term.

Also, for values which overflow or underflow this will result in unspecified values, you can avoid this by clamping the scaled value to some values.